| Publication | Date of Publication | Type |
|---|
| Deep learning approximations for non-local nonlinear PDEs with Neumann boundary conditions | 2024-04-02 | Paper |
| Learning the random variables in Monte Carlo simulations with stochastic gradient descent: Machine learning for parametric PDEs and financial derivative pricing | 2024-01-18 | Paper |
| An efficient Monte Carlo scheme for Zakai equations | 2023-11-01 | Paper |
| Mathematical Introduction to Deep Learning: Methods, Implementations, and Theory | 2023-10-31 | Paper |
| 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 | 2023-09-24 | Paper |
| Overall error analysis for the training of deep neural networks via stochastic gradient descent with random initialisation | 2023-06-29 | Paper |
| Strong convergence rates for explicit space-time discrete numerical approximations of stochastic Allen-Cahn equations | 2023-06-26 | Paper |
| Lower bounds for artificial neural network approximations: a proof that shallow neural networks fail to overcome the curse of dimensionality | 2023-06-07 | Paper |
| A Proof that Artificial Neural Networks Overcome the Curse of Dimensionality in the Numerical Approximation of Black–Scholes Partial Differential Equations | 2023-04-26 | Paper |
| An overview on deep learning-based approximation methods for partial differential equations | 2023-04-18 | Paper |
| Overcoming the curse of dimensionality in the numerical approximation of backward stochastic differential equations | 2023-04-03 | Paper |
| Nonlinear Monte Carlo methods with polynomial runtime for Bellman equations of discrete time high-dimensional stochastic optimal control problems | 2023-03-03 | Paper |
| Algorithmically Designed Artificial Neural Networks (ADANNs): Higher order deep operator learning for parametric partial differential equations | 2023-02-07 | Paper |
| Space-time error estimates for deep neural network approximations for differential equations | 2023-02-03 | Paper |
| The necessity of depth for artificial neural networks to approximate certain classes of smooth and bounded functions without the curse of dimensionality | 2023-01-19 | Paper |
| Convergence to good non-optimal critical points in the training of neural networks: Gradient descent optimization with one random initialization overcomes all bad non-global local minima with high probability | 2022-12-26 | Paper |
| Blow up phenomena for gradient descent optimization methods in the training of artificial neural networks | 2022-11-28 | Paper |
| 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 | 2022-10-25 | Paper |
| Convergence analysis for gradient flows in the training of artificial neural networks with ReLU activation | 2022-09-30 | Paper |
| A proof of convergence for stochastic gradient descent in the training of artificial neural networks with ReLU activation for constant target functions | 2022-08-25 | Paper |
| Overcoming the curse of dimensionality in the numerical approximation of parabolic partial differential equations with gradient-dependent nonlinearities | 2022-08-05 | Paper |
| Uniform error estimates for artificial neural network approximations for heat equations | 2022-07-26 | Paper |
| Landscape analysis for shallow neural networks: complete classification of critical points for affine target functions | 2022-07-18 | Paper |
| Deep neural network approximations for solutions of PDEs based on Monte Carlo algorithms | 2022-07-08 | Paper |
| Full error analysis for the training of deep neural networks | 2022-06-20 | Paper |
| A proof of convergence for gradient descent in the training of artificial neural networks for constant target functions | 2022-06-17 | Paper |
| Weak convergence rates for spatial spectral Galerkin approximations of semilinear stochastic wave equations with multiplicative noise | 2022-03-25 | Paper |
| DNN expression rate analysis of high-dimensional PDEs: application to option pricing | 2022-03-21 | Paper |
| Analysis of the Generalization Error: Empirical Risk Minimization over Deep Artificial Neural Networks Overcomes the Curse of Dimensionality in the Numerical Approximation of Black--Scholes Partial Differential Equations | 2022-03-01 | Paper |
| On the existence of infinitely many realization functions of non-global local minima in the training of artificial neural networks with ReLU activation | 2022-02-23 | Paper |
| On nonlinear Feynman–Kac formulas for viscosity solutions of semilinear parabolic partial differential equations | 2022-01-12 | Paper |
| Algorithms for solving high dimensional PDEs: from nonlinear Monte Carlo to machine learning | 2022-01-11 | Paper |
| Multilevel Picard iterations for solving smooth semilinear parabolic heat equations | 2022-01-03 | Paper |
| Deep neural network approximation theory for high-dimensional functions | 2021-12-29 | Paper |
| 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 | 2021-12-08 | Paper |
| Solving high-dimensional optimal stopping problems using deep learning | 2021-12-08 | Paper |
| Numerical Simulations for Full History Recursive Multilevel Picard Approximations for Systems of High-Dimensional Partial Differential Equations | 2021-11-02 | Paper |
| Overcoming the curse of dimensionality in the numerical approximation of semilinear parabolic partial differential equations | 2021-10-29 | Paper |
| Strong $L^p$-error analysis of nonlinear Monte Carlo approximations for high-dimensional semilinear partial differential equations | 2021-10-15 | Paper |
| Deep Splitting Method for Parabolic PDEs | 2021-09-15 | Paper |
| Solving the Kolmogorov PDE by means of deep learning | 2021-09-01 | Paper |
| Overcoming the curse of dimensionality in the numerical approximation of backward stochastic differential equations | 2021-08-24 | Paper |
| Convergence analysis for gradient flows in the training of artificial neural networks with ReLU activation | 2021-07-09 | Paper |
| Non-convergence of stochastic gradient descent in the training of deep neural networks | 2021-06-22 | Paper |
| On existence and uniqueness properties for solutions of stochastic fixed point equations | 2021-06-18 | Paper |
| Spatial Sobolev regularity for stochastic Burgers equations with additive trace class noise | 2021-06-14 | Paper |
| On the strong regularity of degenerate additive noise driven stochastic differential equations with respect to their initial values | 2021-06-14 | Paper |
| Weak convergence rates for Euler-type approximations of semilinear stochastic evolution equations with nonlinear diffusion coefficients | 2021-06-08 | Paper |
| Overcoming the curse of dimensionality in the numerical approximation of Allen-Cahn partial differential equations via truncated full-history recursive multilevel Picard approximations | 2021-05-12 | Paper |
| A proof of convergence for stochastic gradient descent in the training of artificial neural networks with ReLU activation for constant target functions | 2021-04-01 | Paper |
| Full history recursive multilevel Picard approximations for ordinary differential equations with expectations | 2021-03-03 | Paper |
| Existence, uniqueness, and regularity for stochastic evolution equations with irregular initial values | 2021-02-25 | Paper |
| Strong error analysis for stochastic gradient descent optimization algorithms | 2021-02-24 | Paper |
| Convergence in Hölder norms with applications to Monte Carlo methods in infinite dimensions | 2021-02-24 | Paper |
| Exponential moment bounds and strong convergence rates for tamed-truncated numerical approximations of stochastic convolutions | 2021-01-06 | Paper |
| An overview on deep learning-based approximation methods for partial differential equations | 2020-12-22 | Paper |
| Lower and upper bounds for strong approximation errors for numerical approximations of stochastic heat equations | 2020-12-16 | Paper |
| A proof that rectified deep neural networks overcome the curse of dimensionality in the numerical approximation of semilinear heat equations | 2020-12-16 | Paper |
| High-dimensional approximation spaces of artificial neural networks and applications to partial differential equations | 2020-12-08 | Paper |
| Deep learning based numerical approximation algorithms for stochastic partial differential equations and high-dimensional nonlinear filtering problems | 2020-12-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4969246 | 2020-10-05 | Paper |
| Nonlinear Monte Carlo methods with polynomial runtime for high-dimensional iterated nested expectations | 2020-09-29 | Paper |
| Overcoming the curse of dimensionality in the approximative pricing of financial derivatives with default risks | 2020-09-29 | Paper |
| Multilevel Picard approximations for high-dimensional semilinear second-order PDEs with Lipschitz nonlinearities | 2020-09-05 | Paper |
| Space-time deep neural network approximations for high-dimensional partial differential equations | 2020-06-03 | Paper |
| On a perturbation theory and on strong convergence rates for stochastic ordinary and partial differential equations with nonglobally monotone coefficients | 2020-05-29 | Paper |
| Strong convergence rates for an explicit numerical approximation method for stochastic evolution equations with non-globally Lipschitz continuous nonlinearities | 2020-05-12 | Paper |
| Lower error bounds for the stochastic gradient descent optimization algorithm: sharp convergence rates for slowly and fast decaying learning rates | 2020-03-03 | Paper |
| Overcoming the curse of dimensionality in the numerical approximation of high-dimensional semilinear elliptic partial differential equations | 2020-03-01 | Paper |
| Efficient approximation of high-dimensional functions with neural networks | 2019-12-09 | Paper |
| Generalised multilevel Picard approximations | 2019-11-08 | Paper |
| Strong convergence rates on the whole probability space for space-time discrete numerical approximation schemes for stochastic Burgers equations | 2019-11-04 | Paper |
| Machine learning approximation algorithms for high-dimensional fully nonlinear partial differential equations and second-order backward stochastic differential equations | 2019-10-08 | Paper |
| A mild Itô formula for SPDEs | 2019-09-26 | Paper |
| On the Alekseev-Gröbner formula in Banach spaces | 2019-08-28 | Paper |
| Space-time error estimates for deep neural network approximations for differential equations | 2019-08-10 | Paper |
| Exponential moments for numerical approximations of stochastic partial differential equations | 2019-07-31 | Paper |
| On multilevel Picard numerical approximations for high-dimensional nonlinear parabolic partial differential equations and high-dimensional nonlinear backward stochastic differential equations | 2019-07-26 | Paper |
| Solving high-dimensional partial differential equations using deep learning | 2019-07-03 | Paper |
| Deep optimal stopping | 2019-06-07 | Paper |
| Weak convergence rates of spectral Galerkin approximations for SPDEs with nonlinear diffusion coefficients | 2019-04-24 | Paper |
| Convergence rates for the stochastic gradient descent method for non-convex objective functions | 2019-04-02 | Paper |
| Regularity properties for solutions of infinite dimensional Kolmogorov equations in Hilbert spaces | 2019-03-25 | Paper |
| Strong and weak divergence of exponential and linear-implicit Euler approximations for stochastic partial differential equations with superlinearly growing nonlinearities | 2019-03-14 | Paper |
| Strong convergence of full-discrete nonlinearity-truncated accelerated exponential Euler-type approximations for stochastic Kuramoto-Sivashinsky equations | 2019-02-11 | Paper |
| Lower bounds for weak approximation errors for spatial spectral Galerkin approximations of stochastic wave equations | 2019-01-22 | Paper |
| On arbitrarily slow convergence rates for strong numerical approximations of Cox-Ingersoll-Ross processes and squared Bessel processes | 2019-01-18 | Paper |
| Weak convergence rates for temporal numerical approximations of stochastic wave equations with multiplicative noise | 2019-01-16 | Paper |
| Strong convergence rates for nonlinearity-truncated Euler-type approximations of stochastic Ginzburg-Landau equations | 2018-12-28 | Paper |
| On stochastic differential equations with arbitrarily slow convergence rates for strong approximation in two space dimensions | 2018-12-28 | Paper |
| On the It\^o-Alekseev-Gr\"obner formula for stochastic differential equations | 2018-12-24 | Paper |
| On the mild Itô formula in Banach spaces | 2018-12-18 | Paper |
| Existence and uniqueness properties for solutions of a class of Banach space valued evolution equations | 2018-12-17 | Paper |
| Strong convergence for explicit space-time discrete numerical approximation methods for stochastic Burgers equations | 2018-10-18 | Paper |
| A proof that artificial neural networks overcome the curse of dimensionality in the numerical approximation of Black-Scholes partial differential equations | 2018-09-07 | Paper |
| Exponential integrability properties of numerical approximation processes for nonlinear stochastic differential equations | 2018-02-27 | Paper |
| Deep learning-based numerical methods for high-dimensional parabolic partial differential equations and backward stochastic differential equations | 2018-01-30 | Paper |
| On the differentiability of solutions of stochastic evolution equations with respect to their initial values | 2017-09-13 | Paper |
| An Improved Maximum Allowable Transfer Interval for $L^{p}$-Stability of Networked Control Systems | 2017-08-25 | Paper |
| Counterexamples to regularities for the derivative processes associated to stochastic evolution equations | 2017-03-27 | Paper |
| Weak convergence rates for numerical approximations of stochastic partial differential equations with nonlinear diffusion coefficients in UMD Banach spaces | 2016-12-09 | Paper |
| On stochastic differential equations with arbitrary slow convergence rates for strong approximation | 2016-11-22 | Paper |
| An Exponential Wagner--Platen Type Scheme for SPDEs | 2016-08-18 | Paper |
| Renormalized powers of Ornstein-Uhlenbeck processes and well-posedness of stochastic Ginzburg-Landau equations | 2016-06-20 | Paper |
| Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients | 2015-09-09 | Paper |
| A Milstein scheme for SPDEs | 2015-06-26 | Paper |
| Loss of regularity for Kolmogorov equations | 2015-03-27 | Paper |
| Strong convergence rates and temporal regularity for Cox-Ingersoll-Ross processes and Bessel processes with accessible boundaries | 2014-03-25 | Paper |
| On a perturbation theory and on strong convergence rates for stochastic ordinary and partial differential equations with non-globally monotone coefficients | 2014-01-01 | Paper |
| Divergence of the multilevel Monte Carlo Euler method for nonlinear stochastic differential equations | 2013-10-25 | Paper |
| Local Lipschitz continuity in the initial value and strong completeness for nonlinear stochastic differential equations | 2013-09-22 | Paper |
| Galerkin Approximations for the Stochastic Burgers Equation | 2013-05-06 | Paper |
| Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients | 2012-09-19 | Paper |
| Convergence of the stochastic Euler scheme for locally Lipschitz coefficients | 2012-01-13 | Paper |
| Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients | 2011-12-17 | Paper |
| Regularity analysis for stochastic partial differential equations with nonlinear multiplicative trace class noise | 2011-12-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3101969 | 2011-12-01 | Paper |
| Higher Order Pathwise Numerical Approximations of SPDEs with Additive Noise | 2011-09-14 | Paper |
| Efficient simulation of nonlinear parabolic SPDEs with additive noise | 2011-07-19 | Paper |
| The numerical approximation of stochastic partial differential equations | 2011-02-19 | Paper |
| Taylor expansions of solutions of stochastic partial differential equations | 2010-09-22 | Paper |
| Overcoming the order barrier in the numerical approximation of stochastic partial differential equations with additive space–time noise | 2010-05-19 | Paper |
| Taylor expansions of solutions of stochastic partial differential equations with additive noise | 2010-04-21 | Paper |
| A UNIFIED EXISTENCE AND UNIQUENESS THEOREM FOR STOCHASTIC EVOLUTION EQUATIONS | 2010-03-01 | Paper |
| Pathwise numerical approximations of SPDEs with additive noise under non-global Lipschitz coefficients | 2009-11-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3639870 | 2009-10-26 | Paper |
| Pathwise approximation of stochastic differential equations on domains: Higher order convergence rates without global Lipschitz coefficients | 2009-05-05 | Paper |
| Pathwise Taylor schemes for random ordinary differential equations | 2009-04-29 | Paper |
| A random Euler scheme for Carathéodory differential equations | 2009-01-27 | Paper |
| Pathwise convergent higher order numerical schemes for random ordinary differential equations | 2008-02-21 | Paper |
| Local Lipschitz continuity in the initial value and strong completeness for nonlinear stochastic differential equations | 0001-01-03 | Paper |
