1 citations · 1 across the 2 of their papers we have counts for
2 papers
math.PR2006
Free-Knot Spline Approximation of Stochastic Processes
J. Creutzig, T. Mueller-Gronbach, K. Ritter
We study optimal approximation of stochastic processes by polynomial splines with free knots. The number of free knots is either a priori fixed or may depend on the particular traj…
math.PR2006★ 1 cited
An Implicit Euler Scheme with Non-uniform Time Discretization for Heat Equations with Multiplicative Noise
Thoms Mueller-Gronbach, Klaus Ritter
We present an algorithm for solving stochastic heat equations, whose key ingredient is a non-uniform time discretization of the driving Brownian motion . For this algorithm we d…