The following pages link to Arnulf Jentzen (Q298318):
Displaying 50 items.
- Renormalized powers of Ornstein-Uhlenbeck processes and well-posedness of stochastic Ginzburg-Landau equations (Q298319) (← links)
- On stochastic differential equations with arbitrary slow convergence rates for strong approximation (Q344368) (← links)
- Divergence of the multilevel Monte Carlo Euler method for nonlinear stochastic differential equations (Q373839) (← links)
- Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients (Q453249) (← links)
- Efficient simulation of nonlinear parabolic SPDEs with additive noise (Q549862) (← links)
- (Q627036) (redirect page) (← links)
- The numerical approximation of stochastic partial differential equations (Q627037) (← links)
- Regularity analysis for stochastic partial differential equations with nonlinear multiplicative trace class noise (Q649749) (← links)
- Convergence of the stochastic Euler scheme for locally Lipschitz coefficients (Q656817) (← links)
- Deep learning-based numerical methods for high-dimensional parabolic partial differential equations and backward stochastic differential equations (Q681281) (← links)
- Exponential moment bounds and strong convergence rates for tamed-truncated numerical approximations of stochastic convolutions (Q827086) (← links)
- Weak convergence rates for spatial spectral Galerkin approximations of semilinear stochastic wave equations with multiplicative noise (Q832591) (← links)
- Taylor expansions of solutions of stochastic partial differential equations with additive noise (Q964777) (← links)
- Pathwise Taylor schemes for random ordinary differential equations (Q1014903) (← links)
- Pathwise approximation of stochastic differential equations on domains: Higher order convergence rates without global Lipschitz coefficients (Q1016225) (← links)
- Pathwise numerical approximations of SPDEs with additive noise under non-global Lipschitz coefficients (Q1035835) (← links)
- On the mild Itô formula in Banach spaces (Q1634873) (← links)
- Lower bounds for weak approximation errors for spatial spectral Galerkin approximations of stochastic wave equations (Q1710429) (← links)
- On arbitrarily slow convergence rates for strong numerical approximations of Cox-Ingersoll-Ross processes and squared Bessel processes (Q1711721) (← links)
- Strong convergence of full-discrete nonlinearity-truncated accelerated exponential Euler-type approximations for stochastic Kuramoto-Sivashinsky equations (Q1719596) (← links)
- Regularity properties for solutions of infinite dimensional Kolmogorov equations in Hilbert spaces (Q1732860) (← links)
- Weak convergence rates of spectral Galerkin approximations for SPDEs with nonlinear diffusion coefficients (Q1737953) (← links)
- Strong convergence rates for nonlinearity-truncated Euler-type approximations of stochastic Ginzburg-Landau equations (Q1756954) (← links)
- Strong convergence for explicit space-time discrete numerical approximation methods for stochastic Burgers equations (Q1799150) (← links)
- Taylor expansions of solutions of stochastic partial differential equations (Q1956545) (← links)
- Existence, uniqueness, and regularity for stochastic evolution equations with irregular initial values (Q1995727) (← 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)
- Weak convergence rates for Euler-type approximations of semilinear stochastic evolution equations with nonlinear diffusion coefficients (Q2031061) (← links)
- Spatial Sobolev regularity for stochastic Burgers equations with additive trace class noise (Q2033010) (← links)
- On the strong regularity of degenerate additive noise driven stochastic differential equations with respect to their initial values (Q2033122) (← links)
- On existence and uniqueness properties for solutions of stochastic fixed point equations (Q2033965) (← links)
- Non-convergence of stochastic gradient descent in the training of deep neural networks (Q2034567) (← links)
- Solving the Kolmogorov PDE by means of deep learning (Q2051092) (← links)
- Proof that deep artificial neural networks overcome the curse of dimensionality in the numerical approximation of Kolmogorov partial differential equations with constant diffusion and nonlinear drift coefficients (Q2057087) (← links)
- Multilevel Picard iterations for solving smooth semilinear parabolic heat equations (Q2063953) (← links)
- Convergence analysis for gradient flows in the training of artificial neural networks with ReLU activation (Q2079548) (← links)
- Counterexamples to local Lipschitz and local Hölder continuity with respect to the initial values for additive noise driven stochastic differential equations with smooth drift coefficient functions with at most polynomially growing derivatives (Q2090325) (← links)
- DNN expression rate analysis of high-dimensional PDEs: application to option pricing (Q2117328) (← links)
- A proof of convergence for gradient descent in the training of artificial neural networks for constant target functions (Q2145074) (← links)
- Deep neural network approximations for solutions of PDEs based on Monte Carlo algorithms (Q2152480) (← links)
- Landscape analysis for shallow neural networks: complete classification of critical points for affine target functions (Q2156337) (← links)
- Overcoming the curse of dimensionality in the numerical approximation of parabolic partial differential equations with gradient-dependent nonlinearities (Q2162115) (← links)
- A proof of convergence for stochastic gradient descent in the training of artificial neural networks with ReLU activation for constant target functions (Q2167333) (← links)
- On a perturbation theory and on strong convergence rates for stochastic ordinary and partial differential equations with nonglobally monotone coefficients (Q2184812) (← links)
- Overcoming the curse of dimensionality in the approximative pricing of financial derivatives with default risks (Q2201474) (← links)
- Lower and upper bounds for strong approximation errors for numerical approximations of stochastic heat equations (Q2216483) (← links)
- A proof that rectified deep neural networks overcome the curse of dimensionality in the numerical approximation of semilinear heat equations (Q2216499) (← links)
- Lower error bounds for the stochastic gradient descent optimization algorithm: sharp convergence rates for slowly and fast decaying learning rates (Q2303416) (← links)
- Exponential moments for numerical approximations of stochastic partial differential equations (Q2315123) (← links)
- On multilevel Picard numerical approximations for high-dimensional nonlinear parabolic partial differential equations and high-dimensional nonlinear backward stochastic differential equations (Q2316188) (← links)