Sebastian Becker

Available identifiers

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
Strong convergence rates for explicit space-time discrete numerical approximations of stochastic Allen-Cahn equations	2023-06-26	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
Deep Splitting Method for Parabolic PDEs	2021-09-15	Paper
Solving the Kolmogorov PDE by means of deep learning	2021-09-01	Paper
Lower and upper bounds for strong approximation errors for numerical approximations of stochastic heat equations	2020-12-16	Paper
Deep learning based numerical approximation algorithms for stochastic partial differential equations and high-dimensional nonlinear filtering problems	2020-12-02	Paper
Deep optimal stopping	2019-06-07	Paper
Strong convergence rates for nonlinearity-truncated Euler-type approximations of stochastic Ginzburg-Landau equations	2018-12-28	Paper
An Exponential Wagner--Platen Type Scheme for SPDEs	2016-08-18	Paper
Numerical NLO QCD calculations	2014-08-29	Paper

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