| Local Lipschitz continuity in the initial value and strong completeness for nonlinear stochastic differential equations S Cox, M Hutzenthaler, A Jentzen American Mathematical Society 296 (1481), 2024 | 86 | 2024 |
| Pathwise Hölder convergence of the implicit-linear Euler scheme for semi-linear SPDEs with multiplicative noise S Cox, J van Neerven Numerische Mathematik 125 (2), 259-345, 2013 | 44 | 2013 |
| Convergence in Hölder norms with applications to Monte Carlo methods in infinite dimensions S Cox, M Hutzenthaler, A Jentzen, J van Neerven, T Welti IMA Journal of Numerical Analysis 41 (1), 493-548, 2021 | 42 | 2021 |
| Vector-valued decoupling and the Burkholder–Davis–Gundy inequality S Cox, M Veraar Illinois Journal of Mathematics 55 (1), 343-375, 2011 | 33 | 2011 |
| Convergence rates of the splitting scheme for parabolic linear stochastic Cauchy problems S Cox, J Van Neerven SIAM Journal on Numerical Analysis 48 (2), 428-451, 2010 | 32 | 2010 |
| Regularity and convergence analysis in Sobolev and Hölder spaces for generalized Whittle–Matérn fields SG Cox, K Kirchner Numerische Mathematik 146 (4), 819-873, 2020 | 28 | 2020 |
| Affine pure-jump processes on positive Hilbert–Schmidt operators S Cox, S Karbach, A Khedher Stochastic Processes and their Applications 151, 191-229, 2022 | 19 | 2022 |
| An infinite‐dimensional affine stochastic volatility model S Cox, S Karbach, A Khedher Mathematical Finance 32 (3), 878-906, 2022 | 17 | 2022 |
| Vector-valued stochastic delay equations—a semigroup approach S Cox, M Górajski Semigroup Forum 82 (3), 389-411, 2011 | 14 | 2011 |
| Fast solutions for the first-passage distribution of diffusion models with space-time-dependent drift functions and time-dependent boundaries U Boehm, S Cox, G Gantner, R Stevenson Journal of Mathematical Psychology 105, 102613, 2021 | 13 | 2021 |
| On the mild Itô formula in Banach spaces S Cox, A Jentzen, R Kurniawan, P Pušnik Discrete & Continuous Dynamical Systems-B 23 (6), 2217, 2018 | 13 | 2018 |
| Weak convergence rates for temporal numerical approximations of stochastic wave equations with multiplicative noise S Cox, A Jentzen, F Lindner arXiv preprint arXiv:1901.05535, 2019 | 12 | 2019 |
| Some remarks on tangent martingale difference sequences in L1-spaces S Cox, M Veraar Electronic Communications in Probability, 12 (2007), p. 421-433, 2007 | 11 | 2007 |
| Stochastic Differential Equations in Banach Spaces: Decoupling, Delay Equations, and Approximations in Space and Time SG Cox PhD thesis, Delft University of Technology, 2012 | 10 | 2012 |
| On decoupling in Banach spaces S Cox, S Geiss Journal of Theoretical Probability 34, 1179-1212, 2021 | 8 | 2021 |
| Pathwise space approximations of semi-linear parabolic SPDEs with multiplicative noise S Cox, E Hausenblas International Journal of Computer Mathematics 89 (18), 2460-2478, 2012 | 8 | 2012 |
| Efficient numerical approximation of a non-regular Fokker–Planck equation associated with first-passage time distributions U Boehm, S Cox, G Gantner, R Stevenson BIT Numerical Mathematics 62 (4), 1355-1382, 2022 | 7 | 2022 |
| A perturbation result for semi-linear stochastic differential equations in UMD Banach spaces SG Cox, E Hausenblas Journal of Evolution Equations 13 (4), 795-827, 2013 | 7 | 2013 |
| Stochastic integration in quasi-Banach spaces PA Cioica-Licht, SG Cox, MC Veraar arXiv preprint arXiv:1804.08947, 2018 | 3 | 2018 |
| Infinite-dimensional Wishart processes S Cox, C Cuchiero, A Khedher Electronic Journal of Probability 29, 1-46, 2024 | 2 | 2024 |
Arnulf JentzenThe Chinese University of Hong Kong, Shenzhen (CUHK-Shenzhen) & University of MünsterVerifierad e-postadress på uni-muenster.de
