The following pages link to Thomas Kruse (Q289525):
Displayed 41 items.
- Numerical approximation of irregular SDEs via Skorokhod embeddings (Q289527) (← links)
- WLLN for arrays of nonnegative random variables (Q504458) (← links)
- (Q737167) (redirect page) (← links)
- Minimal supersolutions for BSDEs with singular terminal condition and application to optimal position targeting (Q737168) (← links)
- Approximating exit times of continuous Markov processes (Q784312) (← links)
- Optimal stopping with private information (Q900599) (← links)
- A verification theorem for optimal stopping problems with expectation constraints (Q1734287) (← links)
- Erratum to: ``A verification theorem for optimal stopping problems with expectation constraints'' (Q1734288) (← links)
- Overcoming the curse of dimensionality in the numerical approximation of Allen-Cahn partial differential equations via truncated full-history recursive multilevel Picard approximations (Q2025321) (← links)
- A functional limit theorem for coin tossing Markov chains (Q2028965) (← links)
- Multilevel Picard iterations for solving smooth semilinear parabolic heat equations (Q2063953) (← links)
- Properties of the EMCEL scheme for approximating irregular diffusions (Q2069772) (← links)
- Inhomogeneous affine Volterra processes (Q2145777) (← links)
- Overcoming the curse of dimensionality in the numerical approximation of parabolic partial differential equations with gradient-dependent nonlinearities (Q2162115) (← links)
- On the speed of convergence of Picard iterations of backward stochastic differential equations (Q2165738) (← links)
- Optimal position targeting via decoupling fields (Q2192736) (← links)
- Wasserstein convergence rates for random bit approximations of continuous Markov processes (Q2208948) (← links)
- A proof that rectified deep neural networks overcome the curse of dimensionality in the numerical approximation of semilinear heat equations (Q2216499) (← links)
- Càdlàg semimartingale strategies for optimal trade execution in stochastic order book models (Q2238774) (← links)
- Multilevel Picard approximations for McKean-Vlasov stochastic differential equations (Q2247730) (← links)
- On multilevel Picard numerical approximations for high-dimensional nonlinear parabolic partial differential equations and high-dimensional nonlinear backward stochastic differential equations (Q2316188) (← links)
- Stopping with expectation constraints: 3 points suffice (Q2316590) (← links)
- A functional limit theorem for irregular SDEs (Q2403225) (← links)
- Overcoming the curse of dimensionality in the numerical approximation of backward stochastic differential equations (Q2694433) (← links)
- BSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration (Q2804558) (← links)
- Hedging Forward Positions: Basis Risk Versus Liquidity Costs (Q2873146) (← links)
- <i>L<sup>p</sup></i>-solution for BSDEs with jumps in the case<i>p</i><2 (Q4584694) (← links)
- Optimal Trade Execution in an Order Book Model with Stochastic Liquidity Parameters (Q4958393) (← links)
- Technical Note—The Joint Impact of<i>F</i>-Divergences and Reference Models on the Contents of Uncertainty Sets (Q5126612) (← links)
- Overcoming the curse of dimensionality in the numerical approximation of semilinear parabolic partial differential equations (Q5161194) (← links)
- Optimal position targeting with stochastic linear-quadratic costs (Q5245470) (← links)
- Backward stochastic differential equations with non-Markovian singular terminal values (Q5384774) (← links)
- Optimal trade execution under price-sensitive risk preferences (Q5397469) (← links)
- BSDEs with Singular Terminal Condition and a Control Problem with Constraints (Q5494901) (← links)
- Multi-level Picard approximations of high-dimensional semilinear parabolic differential equations with gradient-dependent nonlinearities (Q6293440) (← links)
- Multilevel Picard approximations for high-dimensional semilinear second-order PDEs with Lipschitz nonlinearities (Q6348459) (← links)
- Nonlinear Monte Carlo methods with polynomial runtime for high-dimensional iterated nested expectations (Q6350138) (← links)
- Overcoming the curse of dimensionality in the numerical approximation of backward stochastic differential equations (Q6375908) (← links)
- Self-exciting price impact via negative resilience in stochastic order books (Q6385032) (← links)
- Nonlinear Monte Carlo methods with polynomial runtime for Bellman equations of discrete time high-dimensional stochastic optimal control problems (Q6428573) (← links)
- Deep neural networks with ReLU, leaky ReLU, and softplus activation provably overcome the curse of dimensionality for Kolmogorov partial differential equations with Lipschitz nonlinearities in the $L^p$-sense (Q6452411) (← links)