Mario Hefter

On arbitrarily slow convergence rates for strong numerical approximations of Cox–Ingersoll–Ross processes and squared Bessel processes

Mario Hefter, Arnulf Jentzen · Finance and Stochastics · 2018 · 26 citations · Full text

Numerical Analysis, Bessel Processes, Engineering +5

On embeddings of weighted tensor product Hilbert spaces

Mario Hefter, Klaus Ritter · Journal of Complexity · 2014 · 23 citations

Linear Operator, Low-rank Approximation, Representation Theory +1

Mixed precision multilevel Monte Carlo on hybrid computing systems

Christian Brugger, Christian De Schryver, Norbert Wehn et al. · 2014 · 22 citations

Reconfigurable Architectures, Engineering, Hardware Algorithm +20

Embeddings of weighted Hilbert spaces and applications to multivariate and infinite-dimensional integration

Michael Gnewuch, Mario Hefter, Aicke Hinrichs et al. · Journal of Approximation Theory · 2017 · 16 citations · Full text

Spectral Theory, Infinite Dimensional Analysis, Engineering +7

Regularity Properties for Solutions of Infinite Dimensional Kolmogorov Equations in Hilbert Spaces

Adam Andersson, Mario Hefter, Arnulf Jentzen et al. · Potential Analysis · 2018 · 13 citations · Full text

Infinite Dimensional Analysis, Hilbert Spaces, Infinite Dimensional Problem +2