Norbert Hofmann

	2004
6		Norbert Hofmann: Upper Error Bounds for Approximations of Stochastic Differential Equations with Markovian Switching. Algorithms and Complexity for Continuous Problems 2004
5		Norbert Hofmann, Thomas Müller-Gronbach: On the global error of Itô-Taylor schemes for strong approximation of scalar stochastic differential equations. J. Complexity 20(5): 732-752 (2004)
	2002
4		Norbert Hofmann, Thomas Müller-Gronbach, Klaus Ritter: Linear vs Standard Information for Scalar Stochastic Differential Equations. J. Complexity 18(2): 394-414 (2002)
	2001
3		Norbert Hofmann, Thomas Müller-Gronbach, Klaus Ritter: The Optimal Discretization of Stochastic Differential Equations. J. Complexity 17(1): 117-153 (2001)
	2000
2		Norbert Hofmann, Thomas Müller-Gronbach, Klaus Ritter: Optimal approximation of stochastic differential equations by adaptive step-size control. Math. Comput. 69(231): 1017-1034 (2000)
	1997
1		Norbert Hofmann, Peter Mathé: On quasi-Monte Carlo simulation of stochastic differential equations. Math. Comput. 66(218): 573-589 (1997)

Coauthor Index

1	Peter Mathé	[1]
2	Thomas Müller-Gronbach	[2] [3] [4] [5]
3	Klaus Ritter	[2] [3] [4]

Colors in the list of coauthors