| Publication | Date of Publication | Type |
|---|
| On the Itô-Alekseev-Gröbner formula for stochastic differential equations | 2024-09-02 | Paper |
| On nonlinear Feynman-Kac formulas for viscosity solutions of semilinear parabolic partial differential equations with gradient-dependent nonlinearities | 2023-10-27 | Paper |
| On existence and uniqueness properties for solutions of stochastic fixed point equations with gradient-dependent nonlinearities | 2023-10-26 | 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 |
| Costly defense traits in structured populations | 2023-01-09 | Paper |
| Strong convergence rates for full-discrete approximations of stochastic Burgers equations with multiplicative noise | 2022-10-31 | Paper |
| Multilevel Picard approximations of high-dimensional semilinear partial differential equations with locally monotone coefficient functions | 2022-08-23 | Paper |
| On the speed of convergence of Picard iterations of backward stochastic differential equations | 2022-08-22 | Paper |
| Overcoming the curse of dimensionality in the numerical approximation of parabolic partial differential equations with gradient-dependent nonlinearities | 2022-08-05 | Paper |
| Strong convergence rate of Euler-Maruyama approximations in temporal-spatial Hölder-norms | 2022-06-16 | Paper |
| A path-dependent stochastic Gronwall inequality and strong convergence rate for stochastic functional differential equations | 2022-06-02 | Paper |
| Deep neural networks overcome the curse of dimensionality in the numerical approximation of semilinear partial differential equations | 2022-05-28 | Paper |
| Stopped Brownian-increment tamed Euler method | 2022-04-26 | Paper |
| Multilevel Picard approximations for high-dimensional decoupled forward-backward stochastic differential equations | 2022-04-18 | Paper |
| The Kolmogorov backward equation for stochastic Burgers equations and for stochastic 2D-Navier-Stokes equations | 2022-04-11 | Paper |
| Multilevel Picard approximations of high-dimensional semilinear partial differential equations with locally monotone coefficient functions | 2022-02-05 | Paper |
| On nonlinear Feynman–Kac formulas for viscosity solutions of semilinear parabolic partial differential equations | 2022-01-12 | Paper |
| Multilevel Picard iterations for solving smooth semilinear parabolic heat equations | 2022-01-03 | Paper |
| Multilevel Picard approximations for McKean-Vlasov stochastic differential equations | 2021-11-17 | 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 |
| Overcoming the curse of dimensionality in the numerical approximation of backward stochastic differential equations | 2021-08-24 | Paper |
| A stochastic Gronwall inequality and applications to moments, strong completeness, strong local Lipschitz continuity, and perturbations | 2021-07-23 | Paper |
| On existence and uniqueness properties for solutions of stochastic fixed point equations | 2021-06-18 | 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 |
| Differentiability of semigroups of stochastic differential equations with H\"older-continuous diffusion coefficients | 2021-03-26 | Paper |
| Propagation of chaos and the many-demes limit for weakly interacting diffusions in the sparse regime | 2021-03-18 | Paper |
| Full history recursive multilevel Picard approximations for ordinary differential equations with expectations | 2021-03-03 | Paper |
| Convergence in Hölder norms with applications to Monte Carlo methods in infinite dimensions | 2021-02-24 | Paper |
| An overview on deep learning-based approximation methods for partial differential equations | 2020-12-22 | 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 |
| 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 |
| 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 on the whole probability space for space-time discrete numerical approximation schemes for stochastic Burgers equations | 2019-11-04 | 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 |
| On moments and strong local H\"older regularity of solutions of stochastic differential equations and of their spatial derivative processes | 2019-03-22 | 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 |
| On the It\^o-Alekseev-Gr\"obner formula for stochastic differential equations | 2018-12-24 | Paper |
| Exponential integrability properties of numerical approximation processes for nonlinear stochastic differential equations | 2018-02-27 | Paper |
| Multi-level Picard approximations of high-dimensional semilinear parabolic differential equations with gradient-dependent nonlinearities | 2017-11-03 | Paper |
| Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients | 2015-09-09 | Paper |
| Stochastic averaging for multiscale Markov processes with an application to a Wright-Fisher model with fluctuating selection | 2015-04-07 | 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 |
| Branching diffusions in random environment | 2014-01-03 | 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 |
| Ecological and genetic effects of introduced species on their native competitors | 2013-11-25 | 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 |
| Interacting diffusions and trees of excursions: convergence and comparison | 2012-10-23 | Paper |
| Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients | 2012-09-19 | Paper |
| Supercritical branching diffusions in random environment | 2012-06-22 | 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 |
| Time reversal of some stationary jump diffusion processes from population genetics | 2011-02-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3585139 | 2010-08-19 | Paper |
| The Virgin Island model | 2009-11-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3645810 | 2009-11-18 | Paper |
| A short proof and a generalization of the BKR-inequality | 2008-07-25 | Paper |
| Graphical representation of some duality relations in stochastic population models | 2007-11-19 | Paper |
| Ergodic behavior of locally regulated branching populations | 2007-10-22 | Paper |
