| Publication | Date of Publication | Type |
|---|
| A brief review of the Deep BSDE method for solving high-dimensional partial differential equations | 2026-01-13 | Paper |
Space-time deep neural network approximations for high-dimensional partial differential equations
Journal of Computational Mathematics | 2025-10-06 | Paper |
Non-convergence to global minimizers for Adam and stochastic gradient descent optimization and constructions of local minimizers in the training of artificial neural networks
SIAM/ASA Journal on Uncertainty Quantification | 2025-09-30 | Paper |
On the existence of global minima and convergence analyses for gradient descent methods in the training of deep neural networks
Journal of Machine Learning | 2025-07-22 | Paper |
Counterexamples to regularities for the derivative processes associated to stochastic evolution equations
Stochastics and Partial Differential Equations. Analysis and Computations | 2025-07-18 | Paper |
Nonlinear Monte Carlo methods with polynomial runtime for Bellman equations of discrete time high-dimensional stochastic optimal control problems
Applied Mathematics and Optimization | 2025-03-03 | Paper |
Gradient descent provably escapes saddle points in the training of shallow ReLU networks
Journal of Optimization Theory and Applications | 2024-12-27 | Paper |
On the existence of minimizers in shallow residual ReLU neural network optimization landscapes
SIAM Journal on Numerical Analysis | 2024-12-12 | Paper |
Overcoming the curse of dimensionality in the numerical approximation of high-dimensional semilinear elliptic partial differential equations
SN Partial Differential Equations and Applications | 2024-11-29 | Paper |
Weak convergence rates for temporal numerical approximations of the semilinear stochastic wave equation with multiplicative noise
Numerische Mathematik | 2024-11-27 | Paper |
Strong overall error analysis for the training of artificial neural networks via random initializations
Communications in Mathematics and Statistics | 2024-10-10 | Paper |
On the Itô-Alekseev-Gröbner formula for stochastic differential equations
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2024-09-02 | Paper |
Deep learning approximations for non-local nonlinear PDEs with Neumann boundary conditions
SN Partial Differential Equations and Applications | 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
Mathematical Finance | 2024-01-18 | Paper |
An efficient Monte Carlo scheme for Zakai equations
Communications in Nonlinear Science and Numerical Simulation | 2023-11-01 | Paper |
Mathematical Introduction to Deep Learning: Methods, Implementations, and Theory
(available as arXiv preprint) | 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
Applied Mathematics and Computation | 2023-06-29 | Paper |
Strong convergence rates for explicit space-time discrete numerical approximations of stochastic Allen-Cahn equations
Stochastic and Partial Differential Equations. Analysis and Computations | 2023-06-26 | Paper |
Lower bounds for artificial neural network approximations: a proof that shallow neural networks fail to overcome the curse of dimensionality
Journal of Complexity | 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
Memoirs of the American Mathematical Society | 2023-04-26 | Paper |
An overview on deep learning-based approximation methods for partial differential equations
Discrete and Continuous Dynamical Systems. Series B | 2023-04-18 | Paper |
Overcoming the curse of dimensionality in the numerical approximation of backward stochastic differential equations
Journal of Numerical Mathematics | 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
Advances in Computational Mathematics | 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
Discrete and Continuous Dynamical Systems. Series B | 2022-10-25 | Paper |
Convergence analysis for gradient flows in the training of artificial neural networks with ReLU activation
Journal of Mathematical Analysis and Applications | 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
ZAMP. Zeitschrift für angewandte Mathematik und Physik | 2022-08-25 | Paper |
Overcoming the curse of dimensionality in the numerical approximation of parabolic partial differential equations with gradient-dependent nonlinearities
Foundations of Computational Mathematics | 2022-08-05 | Paper |
Uniform error estimates for artificial neural network approximations for heat equations
IMA Journal of Numerical Analysis | 2022-07-26 | Paper |
Landscape analysis for shallow neural networks: complete classification of critical points for affine target functions
Journal of Nonlinear Science | 2022-07-18 | Paper |
Deep neural network approximations for solutions of PDEs based on Monte Carlo algorithms
SN Partial Differential Equations and Applications | 2022-07-08 | Paper |
Full error analysis for the training of deep neural networks
Infinite Dimensional Analysis, Quantum Probability and Related Topics | 2022-06-20 | Paper |
A proof of convergence for gradient descent in the training of artificial neural networks for constant target functions
Journal of Complexity | 2022-06-17 | Paper |
Weak convergence rates for spatial spectral Galerkin approximations of semilinear stochastic wave equations with multiplicative noise
Applied Mathematics and Optimization | 2022-03-25 | Paper |
DNN expression rate analysis of high-dimensional PDEs: application to option pricing
Constructive Approximation | 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
SIAM Journal on Mathematics of Data Science | 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
Stochastics and Dynamics | 2022-01-12 | Paper |
Algorithms for solving high dimensional PDEs: from nonlinear Monte Carlo to machine learning
Nonlinearity | 2022-01-11 | Paper |
Multilevel Picard iterations for solving smooth semilinear parabolic heat equations
SN Partial Differential Equations and Applications | 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
Communications in Mathematical Sciences | 2021-12-08 | Paper |
Solving high-dimensional optimal stopping problems using deep learning
European Journal of Applied Mathematics | 2021-12-08 | 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 |
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 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
SIAM Journal on Scientific Computing | 2021-09-15 | Paper |
Solving the Kolmogorov PDE by means of deep learning
Journal of Scientific Computing | 2021-09-01 | Paper |
Overcoming the curse of dimensionality in the numerical approximation of backward stochastic differential equations
(available as arXiv preprint) | 2021-08-24 | Paper |
Convergence analysis for gradient flows in the training of artificial neural networks with ReLU activation
(available as arXiv preprint) | 2021-07-09 | Paper |
Non-convergence of stochastic gradient descent in the training of deep neural networks
Journal of Complexity | 2021-06-22 | Paper |
On existence and uniqueness properties for solutions of stochastic fixed point equations
Discrete and Continuous Dynamical Systems. Series B | 2021-06-18 | Paper |
Spatial Sobolev regularity for stochastic Burgers equations with additive trace class noise
Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2021-06-14 | Paper |
On the strong regularity of degenerate additive noise driven stochastic differential equations with respect to their initial values
Journal of Mathematical Analysis and Applications | 2021-06-14 | Paper |
Weak convergence rates for Euler-type approximations of semilinear stochastic evolution equations with nonlinear diffusion coefficients
Foundations of Computational Mathematics | 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
Journal of Numerical Mathematics | 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
(available as arXiv preprint) | 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
Journal of Mathematical Analysis and Applications | 2021-02-25 | Paper |
Convergence in Hölder norms with applications to Monte Carlo methods in infinite dimensions
IMA Journal of Numerical Analysis | 2021-02-24 | Paper |
Convergence in Hölder norms with applications to Monte Carlo methods in infinite dimensions
IMA Journal of Numerical Analysis | 2021-02-24 | Paper |
Strong error analysis for stochastic gradient descent optimization algorithms
IMA Journal of Numerical Analysis | 2021-02-24 | Paper |
Exponential moment bounds and strong convergence rates for tamed-truncated numerical approximations of stochastic convolutions
Numerical Algorithms | 2021-01-06 | Paper |
An overview on deep learning-based approximation methods for partial differential equations
(available as arXiv preprint) | 2020-12-22 | Paper |
A proof that rectified deep neural networks overcome the curse of dimensionality in the numerical approximation of semilinear heat equations
SN Partial Differential Equations and Applications | 2020-12-16 | Paper |
Lower and upper bounds for strong approximation errors for numerical approximations of stochastic heat equations
BIT | 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 |
Convergence rates for the stochastic gradient descent method for non-convex objective functions
(available as arXiv preprint) | 2020-10-05 | Paper |
| Convergence rates for the stochastic gradient descent method for non-convex objective functions | 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
Electronic Journal of Probability | 2020-09-29 | Paper |
Overcoming the curse of dimensionality in the approximative pricing of financial derivatives with default risks
Electronic Journal of Probability | 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
The Annals of Probability | 2020-05-29 | Paper |
On a perturbation theory and on strong convergence rates for stochastic ordinary and partial differential equations with nonglobally monotone coefficients
The Annals of Probability | 2020-05-29 | Paper |
Strong convergence rates for an explicit numerical approximation method for stochastic evolution equations with non-globally Lipschitz continuous nonlinearities
IMA Journal of Numerical Analysis | 2020-05-12 | 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 |
| 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
Journal of Nonlinear Science | 2019-10-08 | Paper |
A mild Itô formula for SPDEs
Transactions of the American Mathematical Society | 2019-09-26 | Paper |
On the Alekseev-Gröbner formula in Banach spaces
Discrete and Continuous Dynamical Systems. Series B | 2019-08-28 | Paper |
Space-time error estimates for deep neural network approximations for differential equations
(available as arXiv preprint) | 2019-08-10 | Paper |
Exponential moments for numerical approximations of stochastic partial differential equations
Stochastic and Partial Differential Equations. Analysis and Computations | 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
Journal of Scientific Computing | 2019-07-26 | Paper |
Solving high-dimensional partial differential equations using deep learning
Proceedings of the National Academy of Sciences | 2019-07-03 | Paper |
Solving high-dimensional partial differential equations using deep learning
Proceedings of the National Academy of Sciences | 2019-07-03 | Paper |
| Deep optimal stopping | 2019-06-07 | Paper |
Deep optimal stopping
(available as arXiv preprint) | 2019-06-07 | Paper |
Weak convergence rates of spectral Galerkin approximations for SPDEs with nonlinear diffusion coefficients
The Annals of Applied Probability | 2019-04-24 | Paper |
Weak convergence rates of spectral Galerkin approximations for SPDEs with nonlinear diffusion coefficients
The Annals of Applied Probability | 2019-04-24 | Paper |
Convergence rates for the stochastic gradient descent method for non-convex objective functions
(available as arXiv preprint) | 2019-04-02 | Paper |
Regularity properties for solutions of infinite dimensional Kolmogorov equations in Hilbert spaces
Potential Analysis | 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
Communications in Mathematical Sciences | 2019-02-11 | Paper |
Lower bounds for weak approximation errors for spatial spectral Galerkin approximations of stochastic wave equations
(available as arXiv preprint) | 2019-01-22 | Paper |
On arbitrarily slow convergence rates for strong numerical approximations of Cox-Ingersoll-Ross processes and squared Bessel processes
Finance and Stochastics | 2019-01-18 | Paper |
| Weak convergence rates for temporal numerical approximations of stochastic wave equations with multiplicative noise | 2019-01-16 | Paper |
On stochastic differential equations with arbitrarily slow convergence rates for strong approximation in two space dimensions
Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences | 2018-12-28 | Paper |
Strong convergence rates for nonlinearity-truncated Euler-type approximations of stochastic Ginzburg-Landau equations
Stochastic Processes and their Applications | 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
Discrete and Continuous Dynamical Systems. Series B | 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
Journal of Mathematical Analysis and Applications | 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
(available as arXiv preprint) | 2018-09-07 | Paper |
Exponential integrability properties of numerical approximation processes for nonlinear stochastic differential equations
Mathematics of Computation | 2018-02-27 | Paper |
Deep learning-based numerical methods for high-dimensional parabolic partial differential equations and backward stochastic differential equations
Communications in Mathematics and Statistics | 2018-01-30 | Paper |
On the differentiability of solutions of stochastic evolution equations with respect to their initial values
Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2017-09-13 | Paper |
An Improved Maximum Allowable Transfer Interval for $L^{p}$-Stability of Networked Control Systems
IEEE Transactions on Automatic Control | 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
Communications in Mathematical Sciences | 2016-11-22 | Paper |
An exponential Wagner-Platen type scheme for SPDEs
SIAM Journal on Numerical Analysis | 2016-08-18 | Paper |
Renormalized powers of Ornstein-Uhlenbeck processes and well-posedness of stochastic Ginzburg-Landau equations
Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2016-06-20 | Paper |
Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients
Memoirs of the American Mathematical Society | 2015-09-09 | Paper |
A Milstein scheme for SPDEs
Foundations of Computational Mathematics | 2015-06-26 | Paper |
Loss of regularity for Kolmogorov equations
The Annals of Probability | 2015-03-27 | Paper |
Loss of regularity for Kolmogorov equations
The Annals of Probability | 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
(available as arXiv preprint) | 2014-01-01 | Paper |
Divergence of the multilevel Monte Carlo Euler method for nonlinear stochastic differential equations
The Annals of Applied Probability | 2013-10-25 | Paper |
Divergence of the multilevel Monte Carlo Euler method for nonlinear stochastic differential equations
The Annals of Applied Probability | 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
SIAM Journal on Numerical Analysis | 2013-05-06 | Paper |
Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients
The Annals of Applied Probability | 2012-09-19 | Paper |
Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients
The Annals of Applied Probability | 2012-09-19 | Paper |
Convergence of the stochastic Euler scheme for locally Lipschitz coefficients
Foundations of Computational Mathematics | 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
Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences | 2011-12-17 | Paper |
Regularity analysis for stochastic partial differential equations with nonlinear multiplicative trace class noise
Journal of Differential Equations | 2011-12-06 | Paper |
| Taylor approximations for stochastic partial differential equations | 2011-12-01 | Paper |
Higher order pathwise numerical approximations of SPDEs with additive noise
SIAM Journal on Numerical Analysis | 2011-09-14 | Paper |
Efficient simulation of nonlinear parabolic SPDEs with additive noise
The Annals of Applied Probability | 2011-07-19 | Paper |
The numerical approximation of stochastic partial differential equations
Milan Journal of Mathematics | 2011-02-19 | Paper |
Taylor expansions of solutions of stochastic partial differential equations
Discrete and Continuous Dynamical Systems. Series B | 2010-09-22 | Paper |
Overcoming the order barrier in the numerical approximation of stochastic partial differential equations with additive space-time noise
Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences | 2010-05-19 | Paper |
Taylor expansions of solutions of stochastic partial differential equations with additive noise
The Annals of Probability | 2010-04-21 | Paper |
A UNIFIED EXISTENCE AND UNIQUENESS THEOREM FOR STOCHASTIC EVOLUTION EQUATIONS
Bulletin of the Australian Mathematical Society | 2010-03-01 | Paper |
Pathwise numerical approximations of SPDEs with additive noise under non-global Lipschitz coefficients
Potential Analysis | 2009-11-04 | Paper |
| Pathwise convergence of numerical schemes for random and stochastic differential equations | 2009-10-26 | Paper |
Pathwise approximation of stochastic differential equations on domains: Higher order convergence rates without global Lipschitz coefficients
Numerische Mathematik | 2009-05-05 | Paper |
Pathwise Taylor schemes for random ordinary differential equations
BIT | 2009-04-29 | Paper |
A random Euler scheme for Carathéodory differential equations
Journal of Computational and Applied Mathematics | 2009-01-27 | Paper |
Pathwise convergent higher order numerical schemes for random ordinary differential equations
Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences | 2008-02-21 | Paper |
