Martin Hutzenthaler

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Person:373838

Available identifiers

zbMath Open hutzenthaler.martinWikidataQ102339490 ScholiaQ102339490MaRDI QIDQ373838

List of research outcomes

PublicationDate of PublicationType
On nonlinear Feynman-Kac formulas for viscosity solutions of semilinear parabolic partial differential equations with gradient-dependent nonlinearities2023-10-27Paper
On existence and uniqueness properties for solutions of stochastic fixed point equations with gradient-dependent nonlinearities2023-10-26Paper
An overview on deep learning-based approximation methods for partial differential equations2023-04-18Paper
Overcoming the curse of dimensionality in the numerical approximation of backward stochastic differential equations2023-04-03Paper
Costly defense traits in structured populations2023-01-09Paper
Strong convergence rates for full-discrete approximations of stochastic Burgers equations with multiplicative noise2022-10-31Paper
Multilevel Picard approximations of high-dimensional semilinear partial differential equations with locally monotone coefficient functions2022-08-23Paper
On the speed of convergence of Picard iterations of backward stochastic differential equations2022-08-22Paper
Overcoming the curse of dimensionality in the numerical approximation of parabolic partial differential equations with gradient-dependent nonlinearities2022-08-05Paper
Strong convergence rate of Euler-Maruyama approximations in temporal-spatial Hölder-norms2022-06-16Paper
A path-dependent stochastic Gronwall inequality and strong convergence rate for stochastic functional differential equations2022-06-02Paper
Deep neural networks overcome the curse of dimensionality in the numerical approximation of semilinear partial differential equations2022-05-28Paper
Stopped Brownian-increment tamed Euler method2022-04-26Paper
Multilevel Picard approximations for high-dimensional decoupled forward-backward stochastic differential equations2022-04-18Paper
The Kolmogorov backward equation for stochastic Burgers equations and for stochastic 2D-Navier-Stokes equations2022-04-11Paper
Multilevel Picard approximations of high-dimensional semilinear partial differential equations with locally monotone coefficient functions2022-02-05Paper
On nonlinear Feynman–Kac formulas for viscosity solutions of semilinear parabolic partial differential equations2022-01-12Paper
Multilevel Picard iterations for solving smooth semilinear parabolic heat equations2022-01-03Paper
Multilevel Picard approximations for McKean-Vlasov stochastic differential equations2021-11-17Paper
Numerical Simulations for Full History Recursive Multilevel Picard Approximations for Systems of High-Dimensional Partial Differential Equations2021-11-02Paper
Overcoming the curse of dimensionality in the numerical approximation of semilinear parabolic partial differential equations2021-10-29Paper
Strong $L^p$-error analysis of nonlinear Monte Carlo approximations for high-dimensional semilinear partial differential equations2021-10-15Paper
Overcoming the curse of dimensionality in the numerical approximation of backward stochastic differential equations2021-08-24Paper
A stochastic Gronwall inequality and applications to moments, strong completeness, strong local Lipschitz continuity, and perturbations2021-07-23Paper
On existence and uniqueness properties for solutions of stochastic fixed point equations2021-06-18Paper
Overcoming the curse of dimensionality in the numerical approximation of Allen-Cahn partial differential equations via truncated full-history recursive multilevel Picard approximations2021-05-12Paper
Differentiability of semigroups of stochastic differential equations with H\"older-continuous diffusion coefficients2021-03-26Paper
Propagation of chaos and the many-demes limit for weakly interacting diffusions in the sparse regime2021-03-18Paper
Full history recursive multilevel Picard approximations for ordinary differential equations with expectations2021-03-03Paper
Convergence in Hölder norms with applications to Monte Carlo methods in infinite dimensions2021-02-24Paper
An overview on deep learning-based approximation methods for partial differential equations2020-12-22Paper
A proof that rectified deep neural networks overcome the curse of dimensionality in the numerical approximation of semilinear heat equations2020-12-16Paper
Overcoming the curse of dimensionality in the approximative pricing of financial derivatives with default risks2020-09-29Paper
Multilevel Picard approximations for high-dimensional semilinear second-order PDEs with Lipschitz nonlinearities2020-09-05Paper
On a perturbation theory and on strong convergence rates for stochastic ordinary and partial differential equations with nonglobally monotone coefficients2020-05-29Paper
Strong convergence rates on the whole probability space for space-time discrete numerical approximation schemes for stochastic Burgers equations2019-11-04Paper
On multilevel Picard numerical approximations for high-dimensional nonlinear parabolic partial differential equations and high-dimensional nonlinear backward stochastic differential equations2019-07-26Paper
On moments and strong local H\"older regularity of solutions of stochastic differential equations and of their spatial derivative processes2019-03-22Paper
Strong and weak divergence of exponential and linear-implicit Euler approximations for stochastic partial differential equations with superlinearly growing nonlinearities2019-03-14Paper
Strong convergence of full-discrete nonlinearity-truncated accelerated exponential Euler-type approximations for stochastic Kuramoto-Sivashinsky equations2019-02-11Paper
On the It\^o-Alekseev-Gr\"obner formula for stochastic differential equations2018-12-24Paper
Exponential integrability properties of numerical approximation processes for nonlinear stochastic differential equations2018-02-27Paper
Multi-level Picard approximations of high-dimensional semilinear parabolic differential equations with gradient-dependent nonlinearities2017-11-03Paper
Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients2015-09-09Paper
Stochastic averaging for multiscale Markov processes with an application to a Wright-Fisher model with fluctuating selection2015-04-07Paper
Loss of regularity for Kolmogorov equations2015-03-27Paper
Strong convergence rates and temporal regularity for Cox-Ingersoll-Ross processes and Bessel processes with accessible boundaries2014-03-25Paper
Branching diffusions in random environment2014-01-03Paper
On a perturbation theory and on strong convergence rates for stochastic ordinary and partial differential equations with non-globally monotone coefficients2014-01-01Paper
Ecological and genetic effects of introduced species on their native competitors2013-11-25Paper
Divergence of the multilevel Monte Carlo Euler method for nonlinear stochastic differential equations2013-10-25Paper
Local Lipschitz continuity in the initial value and strong completeness for nonlinear stochastic differential equations2013-09-22Paper
Interacting diffusions and trees of excursions: convergence and comparison2012-10-23Paper
Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients2012-09-19Paper
Supercritical branching diffusions in random environment2012-06-22Paper
Convergence of the stochastic Euler scheme for locally Lipschitz coefficients2012-01-13Paper
Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients2011-12-17Paper
Time reversal of some stationary jump diffusion processes from population genetics2011-02-09Paper
https://portal.mardi4nfdi.de/entity/Q35851392010-08-19Paper
The Virgin Island model2009-11-20Paper
https://portal.mardi4nfdi.de/entity/Q36458102009-11-18Paper
A short proof and a generalization of the BKR-inequality2008-07-25Paper
Graphical representation of some duality relations in stochastic population models2007-11-19Paper
Ergodic behavior of locally regulated branching populations2007-10-22Paper

Research outcomes over time


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