Philippe von Wurstemberger

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Learning the random variables in Monte Carlo simulations with stochastic gradient descent: Machine learning for parametric PDEs and financial derivative pricing Mathematical Finance	2024-01-18	Paper
A Proof that Artificial Neural Networks Overcome the Curse of Dimensionality in the Numerical Approximation of Black–Scholes Partial Differential Equations Memoirs of the American Mathematical Society	2023-04-26	Paper
Algorithmically Designed Artificial Neural Networks (ADANNs): Higher order deep operator learning for parametric partial differential equations	2023-02-07	Paper
Numerical simulations for full history recursive multilevel Picard approximations for systems of high-dimensional partial differential equations Communications in Computational Physics	2021-11-02	Paper
Overcoming the curse of dimensionality in the numerical approximation of semilinear parabolic partial differential equations Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences	2021-10-29	Paper
Strong error analysis for stochastic gradient descent optimization algorithms IMA Journal of Numerical Analysis	2021-02-24	Paper
High-dimensional approximation spaces of artificial neural networks and applications to partial differential equations	2020-12-08	Paper
Overcoming the curse of dimensionality in the approximative pricing of financial derivatives with default risks Electronic Journal of Probability	2020-09-29	Paper
Lower error bounds for the stochastic gradient descent optimization algorithm: sharp convergence rates for slowly and fast decaying learning rates Journal of Complexity	2020-03-03	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

Research outcomes over time

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