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researcher

S. Dereich

34 papers hereh-index 211.7k citations64 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author4
  • first author24
  • middle author3
  • last author3

Across the 34 of 34 papers where every author was matched, so the position is known.

fields
  • math.PR29
  • cs.LG3
  • math.OC1
  • math-ph1

identity via Semantic Scholar / OpenAlex

activity
20042024
most citedMultilevel Monte Carlo algorithms for Lévy-driven SDEs with Gaussian correction

98 citations · 308 across the 30 of their papers we have counts for

collaborators
Showing 2006Show all

1 paper · 1 filter

math.PR2006★ 5 cited

Infinite-Dimensional Quadrature and Quantization

Steffen Dereich, Thomas Mueller-Gronbach, Klaus Ritter

We study numerical integration of Lipschitz functionals on a Banach space by means of deterministic and randomized (Monte Carlo) algorithms. This quadrature problem is shown to be…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.