The following pages link to Martin Hutzenthaler (Q373838):
Displayed 14 items.
- Multilevel Picard approximations for high-dimensional semilinear second-order PDEs with Lipschitz nonlinearities (Q6348459) (← links)
- An overview on deep learning-based approximation methods for partial differential equations (Q6356747) (← links)
- Full history recursive multilevel Picard approximations for ordinary differential equations with expectations (Q6362033) (← links)
- Overcoming the curse of dimensionality in the numerical approximation of backward stochastic differential equations (Q6375908) (← links)
- Strong $L^p$-error analysis of nonlinear Monte Carlo approximations for high-dimensional semilinear partial differential equations (Q6380468) (← links)
- Multilevel Picard approximations of high-dimensional semilinear partial differential equations with locally monotone coefficient functions (Q6390228) (← links)
- The Kolmogorov backward equation for stochastic Burgers equations and for stochastic 2D-Navier-Stokes equations (Q6396231) (← links)
- Multilevel Picard approximations for high-dimensional decoupled forward-backward stochastic differential equations (Q6396824) (← links)
- Stopped Brownian-increment tamed Euler method (Q6397495) (← links)
- Deep neural networks overcome the curse of dimensionality in the numerical approximation of semilinear partial differential equations (Q6400424) (← links)
- A path-dependent stochastic Gronwall inequality and strong convergence rate for stochastic functional differential equations (Q6400919) (← links)
- Strong convergence rates for full-discrete approximations of stochastic Burgers equations with multiplicative noise (Q6415698) (← links)
- On existence and uniqueness properties for solutions of stochastic fixed point equations with gradient-dependent nonlinearities (Q6456759) (← links)
- On nonlinear Feynman-Kac formulas for viscosity solutions of semilinear parabolic partial differential equations with gradient-dependent nonlinearities (Q6456967) (← links)