Seuraa
Sonja Cox
Sonja Cox
University of Amsterdam
Vahvistettu sähköpostiosoite verkkotunnuksessa uva.nl
Nimike
Viittaukset
Viittaukset
Vuosi
Local Lipschitz continuity in the initial value and strong completeness for nonlinear stochastic differential equations
S Cox, M Hutzenthaler, A Jentzen
arXiv preprint arXiv:1309.5595, 2013
842013
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
462013
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
452021
Vector-valued decoupling and the Burkholder–Davis–Gundy inequality
S Cox, M Veraar
Illinois Journal of Mathematics 55 (1), 343-375, 2011
352011
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
342010
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
272020
Affine pure-jump processes on positive Hilbert–Schmidt operators
S Cox, S Karbach, A Khedher
Stochastic Processes and their Applications 151, 191-229, 2022
222022
An infinite‐dimensional affine stochastic volatility model
S Cox, S Karbach, A Khedher
Mathematical Finance 32 (3), 878-906, 2022
192022
Vector-valued stochastic delay equations—a semigroup approach
S Cox, M Górajski
Semigroup Forum 82 (3), 389-411, 2011
162011
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
152018
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
142021
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
132019
Some remarks on tangent martingale difference sequences in L1-spaces
S Cox, M Veraar
Electronic Communications in Probability, 12 (2007), p. 421-433, 2007
112007
Stochastic Differential Equations in Banach Spaces: Decoupling, Delay Equations, and Approximations in Space and Time
SG Cox
PhD thesis, Delft University of Technology, 2012
102012
On decoupling in Banach spaces
S Cox, S Geiss
Journal of Theoretical Probability 34, 1179-1212, 2021
82021
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
82012
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
72022
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
72013
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
62024
Stochastic integration in quasi-Banach spaces
PA Cioica-Licht, SG Cox, MC Veraar
arXiv preprint arXiv:1804.08947, 2018
32018
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Artikkelit 1–20