Thomas Müller-Gronbach

1.0k total citations
34 papers, 523 citations indexed

About

Thomas Müller-Gronbach is a scholar working on Finance, Numerical Analysis and Statistics and Probability. According to data from OpenAlex, Thomas Müller-Gronbach has authored 34 papers receiving a total of 523 indexed citations (citations by other indexed papers that have themselves been cited), including 23 papers in Finance, 13 papers in Numerical Analysis and 10 papers in Statistics and Probability. Recurrent topics in Thomas Müller-Gronbach's work include Stochastic processes and financial applications (23 papers), Mathematical Approximation and Integration (13 papers) and Statistical Methods and Inference (10 papers). Thomas Müller-Gronbach is often cited by papers focused on Stochastic processes and financial applications (23 papers), Mathematical Approximation and Integration (13 papers) and Statistical Methods and Inference (10 papers). Thomas Müller-Gronbach collaborates with scholars based in Germany, Switzerland and United States. Thomas Müller-Gronbach's co-authors include Klaus Ritter, Norbert Hofmann, Steffen Dereich, Fred J. Hickernell, Ben Niu, Erich Novak, Arnulf Jentzen, Rainer Schwabe and Jürgen Lehn and has published in prestigious journals such as Mathematics of Computation, The Annals of Statistics and Numerische Mathematik.

In The Last Decade

Thomas Müller-Gronbach

33 papers receiving 489 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Thomas Müller-Gronbach Germany 15 312 205 112 102 86 34 523
Gunther Leobacher Austria 12 125 0.4× 211 1.0× 56 0.5× 73 0.7× 64 0.7× 34 406
Andreas Neuenkirch Germany 17 589 1.9× 102 0.5× 106 0.9× 68 0.7× 39 0.5× 34 716
Raphael Kruse Germany 11 307 1.0× 84 0.4× 110 1.0× 148 1.5× 45 0.5× 18 434
Siqing Gan China 19 571 1.8× 506 2.5× 182 1.6× 186 1.8× 40 0.5× 70 958
Luciano Tubaro Italy 11 443 1.4× 76 0.4× 185 1.7× 66 0.6× 50 0.6× 33 625
Stéphane Menozzi France 14 391 1.3× 45 0.2× 131 1.2× 62 0.6× 31 0.4× 39 550
Xavier Warin France 11 525 1.7× 76 0.4× 54 0.5× 101 1.0× 54 0.6× 37 781
Arun Verma United States 13 162 0.5× 120 0.6× 106 0.9× 82 0.8× 28 0.3× 46 632
Huaizhong Zhao United Kingdom 16 403 1.3× 46 0.2× 151 1.3× 50 0.5× 41 0.5× 49 641
J. G. Gaines United Kingdom 9 258 0.8× 81 0.4× 80 0.7× 43 0.4× 37 0.4× 11 438

Countries citing papers authored by Thomas Müller-Gronbach

Since Specialization
Citations

This map shows the geographic impact of Thomas Müller-Gronbach's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Thomas Müller-Gronbach with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Thomas Müller-Gronbach more than expected).

Fields of papers citing papers by Thomas Müller-Gronbach

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Thomas Müller-Gronbach. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Thomas Müller-Gronbach. The network helps show where Thomas Müller-Gronbach may publish in the future.

Co-authorship network of co-authors of Thomas Müller-Gronbach

This figure shows the co-authorship network connecting the top 25 collaborators of Thomas Müller-Gronbach. A scholar is included among the top collaborators of Thomas Müller-Gronbach based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Thomas Müller-Gronbach. Thomas Müller-Gronbach is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
2.
Dereich, Steffen & Thomas Müller-Gronbach. (2019). General multilevel adaptations for stochastic approximation algorithms of Robbins–Monro and Polyak–Ruppert type. Numerische Mathematik. 142(2). 279–328. 13 indexed citations
3.
Müller-Gronbach, Thomas, et al.. (2017). On sub-polynomial lower error bounds for quadrature of SDEs with bounded smooth coefficients. Stochastic Analysis and Applications. 35(3). 423–451. 4 indexed citations
4.
Müller-Gronbach, Thomas, et al.. (2015). Deterministic Quadrature Formulas for SDEs Based on Simplified Weak Itô–Taylor Steps. Foundations of Computational Mathematics. 16(5). 1325–1366. 1 indexed citations
5.
Müller-Gronbach, Thomas, et al.. (2014). On the complexity of computing quadrature formulas for marginal distributions of SDEs. Journal of Complexity. 31(1). 110–145. 3 indexed citations
6.
Müller-Gronbach, Thomas, et al.. (2011). Derandomization of the Euler scheme for scalar stochastic differential equations. Journal of Complexity. 28(2). 139–153. 7 indexed citations
7.
Hickernell, Fred J., Thomas Müller-Gronbach, Ben Niu, & Klaus Ritter. (2010). Multi-level Monte Carlo algorithms for infinite-dimensional integration on RN. Journal of Complexity. 26(3). 229–254. 38 indexed citations
8.
Niu, Ben, Fred J. Hickernell, Thomas Müller-Gronbach, & Klaus Ritter. (2010). Deterministic multi-level algorithms for infinite-dimensional integration on RN. Journal of Complexity. 27(3-4). 331–351. 27 indexed citations
9.
Dereich, Steffen, et al.. (2008). Infinite-Dimensional Quadrature and Approximation of Distributions. Foundations of Computational Mathematics. 9(4). 391–429. 48 indexed citations
10.
Müller-Gronbach, Thomas, et al.. (2007). Free-knot spline approximation of stochastic processes. Journal of Complexity. 23(4-6). 867–889. 8 indexed citations
11.
Hofmann, Norbert & Thomas Müller-Gronbach. (2005). A modified Milstein scheme for approximation of stochastic delay differential equations with constant time lag. Journal of Computational and Applied Mathematics. 197(1). 89–121. 16 indexed citations
12.
Hofmann, Norbert & Thomas Müller-Gronbach. (2003). On the global error of Itô–Taylor schemes for strong approximation of scalar stochastic differential equations. Journal of Complexity. 20(5). 732–752. 4 indexed citations
13.
Hofmann, Norbert, Thomas Müller-Gronbach, & Klaus Ritter. (2002). Linear vs Standard Information for Scalar Stochastic Differential Equations. Journal of Complexity. 18(2). 394–414. 6 indexed citations
14.
Müller-Gronbach, Thomas. (2002). The optimal uniform approximation of systems of stochastic differential equations. The Annals of Applied Probability. 12(2). 42 indexed citations
15.
Hofmann, Norbert, Thomas Müller-Gronbach, & Klaus Ritter. (2001). The Optimal Discretization of Stochastic Differential Equations. Journal of Complexity. 17(1). 117–153. 46 indexed citations
16.
Hofmann, Norbert, Thomas Müller-Gronbach, & Klaus Ritter. (2000). Step size control for the uniform approximation of systems of stochastic differential equations with additive noise. The Annals of Applied Probability. 10(2). 19 indexed citations
17.
Hofmann, Norbert, Thomas Müller-Gronbach, & Klaus Ritter. (1999). Optimal approximation of stochastic differential equations by adaptive step-size control. Mathematics of Computation. 69(231). 1017–1035. 34 indexed citations
18.
Müller-Gronbach, Thomas & Klaus Ritter. (1998). Spatial adaption for predicting random functions. The Annals of Statistics. 26(6). 8 indexed citations
19.
Müller-Gronbach, Thomas, et al.. (1998). A Law of the Iterated Logarithm for Discrete Discrepancies and its Applications to Pseudorandom Vector Sequences. Statistics. 32(1). 75–85. 2 indexed citations
20.
Müller-Gronbach, Thomas & Klaus Ritter. (1997). Uniform reconstruction of Gaussian processes. Stochastic Processes and their Applications. 69(1). 55–70. 8 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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