Concepedia

Sonja Cox

SC

9

Publications

219

Citations

9

H-Index

2010

Active since

Affiliations

University of Amsterdam(Current)

Delft University of Technology

University of Münster

University of Duisburg-Essen

Vrije Universiteit Amsterdam

Sonja Cox is an author at University of Amsterdam specializing in stochastic calculus, engineering, and stochastic processes.

Top concepts

Stochastic CalculusEngineeringStochastic AnalysisStochastic ProcessesFunctional AnalysisApproximation TheoryStochastic Differential EquationsProbabilityBrownian MotionNatural Sciences

Publications per year

2010–2024

9

Publications

9

Local Lipschitz Continuity in the Initial Value and Strong Completeness for Nonlinear Stochastic Differential Equations

Sonja Cox, Martin Hutzenthaler, Arnulf Jentzen · Memoirs of the American Mathematical Society · 2024 · 55 citations

Local Lipschitz Continuity, Strong Completeness, Engineering +15

Pathwise Hölder convergence of the implicit-linear Euler scheme for semi-linear SPDEs with multiplicative noise

Sonja Cox, Jan van Neerven · Numerische Mathematik · 2013 · 38 citations

Implicit-linear Euler Scheme, Stochastic Calculus, Pathwise Hölder Convergence +3

Convergence Rates of the Splitting Scheme for Parabolic Linear Stochastic Cauchy Problems

Sonja Cox, Jan van Neerven · SIAM Journal on Numerical Analysis · 2010 · 28 citations · Full text

Numerical Analysis, Engineering, Stochastic Calculus +11

Convergence in Hölder norms with applications to Monte Carlo methods in infinite dimensions

Sonja Cox, Martin Hutzenthaler, Arnulf Jentzen et al. · IMA Journal of Numerical Analysis · 2020 · 23 citations · Full text

Regularity and convergence analysis in Sobolev and Hölder spaces for generalized Whittle–Matérn fields

Sonja Cox, Kristin Kirchner · Repository for Publications and Research Data (ETH Zurich) · 2020 · 19 citations · Full text

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