S. Cox

发表

Stochastic integration in quasi-Banach spaces

Sonja G. Cox, M. Veraar, Petru A. Cioica-Licht, 2006, Studia Mathematica.

Local Lipschitz continuity in the initial value and strong completeness for nonlinear stochastic differential equations

M. Hutzenthaler, Arnulf Jentzen, S. Cox, 2013, 1309.5595.

Weak convergence rates for temporal numerical approximations of stochastic wave equations with multiplicative noise

Arnulf Jentzen, S. Cox, F. Lindner, 2019, 1901.05535.

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

M. Hutzenthaler, Arnulf Jentzen, S. Cox, 2016, IMA Journal of Numerical Analysis.

Efficient numerical approximation of a non-regular Fokker–Planck equation associated with first-passage time distributions

U. Boehm, S. Cox, R. Stevenson, 2021, BIT Numerical Mathematics.

A perturbation result for semi-linear stochastic differential equations in UMD Banach spaces

S. Cox, E. Hausenblas, 2013, Journal of Evolution Equations.

On the mild Itô formula in Banach spaces

Arnulf Jentzen, Sonja Cox, Ryan Kurniawan, 2016, 1612.03210.

Some remarks on tangent martingale difference sequences in $L^1$-spaces

Mark Veraar, Sonja Cox, M. Veraar, 2007, 0801.0695.

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

Kristin Kirchner, Sonja G. Cox, S. Cox, 2019, Numerische Mathematik.

On Decoupling in Banach Spaces

S. Geiss, S. Cox, 2018, Journal of Theoretical Probability.

Pathwise space approximations of semi-linear parabolic SPDEs with multiplicative noise

Erika Hausenblas, Sonja Cox, S. Cox, 2012, Int. J. Comput. Math..

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

Jan van Neerven, Sonja Cox, S. Cox, 2013, Numerische Mathematik.

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

S. Cox, J. Neerven, 2012, 1201.4465.

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, 2021, Journal of Mathematical Psychology.

Vector-valued stochastic delay equations—a semigroup approach

S. Cox, Mariusz Górajski, 2010, 1006.5349.

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

Jan van Neerven, Sonja Cox, S. Cox, 2009, SIAM J. Numer. Anal..

Vector-valued decoupling and the Burkholder-Davis-Gundy inequality

Mark Veraar, Sonja Cox, M. Veraar, 2011, 1107.2218.

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

S. Cox, Kristin Kirchner, 2019, Numerische Mathematik.

An infinite‐dimensional affine stochastic volatility model

S. Cox, A. Khedher, Sven Karbach, 2021, Mathematical Finance.

Stochastic Differential Equations in Banach Spaces: Decoupling, Delay Equations, and Approximations in Space and Time

S. Cox, 2012 .

Infinite-dimensional Wishart-processes

Christa Cuchiero, S. Cox, A. Khedher, 2023, 2304.03490.

Affine pure-jump processes on positive Hilbert–Schmidt operators

S. Cox, A. Khedher, Sven Karbach, 2020, Stochastic Processes and their Applications.