References

• 2004Cubature on Wiener space196 cited
• 2001The Optimal Discretization of Stochastic Differential Equations71 cited
• 2002The optimal uniform approximation of systems of stochastic differential equations71 cited
• 2004On approximation of a class of stochastic integrals and interpolation46 cited
• 2005OPTIMAL POINTWISE APPROXIMATION OF SDES BASED ON BROWNIAN MOTION AT DISCRETE POINTS (1)45 cited
• 2006Optimal approximation of SDE's with additive fractional noise39 cited
• 2007An implicit Euler scheme with non-uniform time discretization for heat equations with multiplicative noise38 cited
• 2004Optimal pointwise approximation of SDEs based on Brownian motion at discrete points36 cited
• 2006Interpolation and approximation in L2(γ)35 cited
• 1996Exact convergence rate of the Euler-Maruyama scheme, with application to sampling design35 cited
• 2007Optimal Pointwise Approximation of a Linear Stochastic Heat Equation with Additive Space-Time White Noise27 cited

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