Local Lipschitz continuity in the initial value and strong completeness for nonlinear stochastic differential equations S Cox, M Hutzenthaler, A Jentzen American Mathematical Society 296 (1481), 2024 | 77 | 2024 |
Pathwise Hölder convergence of the implicit-linear Euler scheme for semi-linear SPDEs with multiplicative noise S Cox, J van Neerven Numerische Mathematik 125 (2), 259-345, 2013 | 42 | 2013 |
Convergence in Hölder norms with applications to Monte Carlo methods in infinite dimensions S Cox, M Hutzenthaler, A Jentzen, J van Neerven, T Welti IMA Journal of Numerical Analysis 41 (1), 493-548, 2021 | 39 | 2021 |
Vector-valued decoupling and the Burkholder–Davis–Gundy inequality S Cox, M Veraar Illinois Journal of Mathematics 55 (1), 343-375, 2011 | 33 | 2011 |
Convergence rates of the splitting scheme for parabolic linear stochastic Cauchy problems S Cox, J Van Neerven SIAM Journal on Numerical Analysis 48 (2), 428-451, 2010 | 31 | 2010 |
Regularity and convergence analysis in Sobolev and Hölder spaces for generalized Whittle–Matérn fields SG Cox, K Kirchner Numerische Mathematik 146 (4), 819-873, 2020 | 25 | 2020 |
Affine pure-jump processes on positive Hilbert–Schmidt operators S Cox, S Karbach, A Khedher Stochastic Processes and their Applications 151, 191-229, 2022 | 14 | 2022 |
Vector-valued stochastic delay equations—a semigroup approach S Cox, M Górajski Semigroup Forum 82 (3), 389-411, 2011 | 14 | 2011 |
An infinite‐dimensional affine stochastic volatility model S Cox, S Karbach, A Khedher Mathematical Finance 32 (3), 878-906, 2022 | 12 | 2022 |
On the mild Itô formula in Banach spaces S Cox, A Jentzen, R Kurniawan, P Pušnik Discrete & Continuous Dynamical Systems-B 23 (6), 2217, 2018 | 12 | 2018 |
Stochastic Differential Equations in Banach Spaces: Decoupling, Delay Equations, and Approximations in Space and Time SG Cox PhD thesis, Delft University of Technology, 2012 | 10 | 2012 |
Some remarks on tangent martingale difference sequences in L1-spaces S Cox, M Veraar Electronic Communications in Probability, 12 (2007), p. 421-433, 2007 | 10 | 2007 |
Fast solutions for the first-passage distribution of diffusion models with space-time-dependent drift functions and time-dependent boundaries U Boehm, S Cox, G Gantner, R Stevenson Journal of Mathematical Psychology 105, 102613, 2021 | 9 | 2021 |
Weak convergence rates for temporal numerical approximations of stochastic wave equations with multiplicative noise S Cox, A Jentzen, F Lindner arXiv preprint arXiv:1901.05535, 2019 | 9 | 2019 |
On decoupling in Banach spaces S Cox, S Geiss Journal of Theoretical Probability 34, 1179-1212, 2021 | 8 | 2021 |
Pathwise space approximations of semi-linear parabolic SPDEs with multiplicative noise S Cox, E Hausenblas International Journal of Computer Mathematics 89 (18), 2460-2478, 2012 | 8 | 2012 |
A perturbation result for semi-linear stochastic differential equations in UMD Banach spaces SG Cox, E Hausenblas Journal of Evolution Equations 13 (4), 795-827, 2013 | 6 | 2013 |
Efficient numerical approximation of a non-regular Fokker–Planck equation associated with first-passage time distributions U Boehm, S Cox, G Gantner, R Stevenson BIT Numerical Mathematics 62 (4), 1355-1382, 2022 | 5 | 2022 |
Stochastic integration in quasi-Banach spaces PA Cioica-Licht, SG Cox, MC Veraar arXiv preprint arXiv:1804.08947, 2018 | 3 | 2018 |
Infinite-dimensional Wishart-processes S Cox, C Cuchiero, A Khedher arXiv preprint arXiv:2304.03490, 2023 | 1 | 2023 |