Sebastian Becker

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
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
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
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
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
Lower and upper bounds for strong approximation errors for numerical approximations of stochastic heat equations BIT	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
Deep optimal stopping (available as arXiv preprint)	2019-06-07	Paper
Strong convergence rates for nonlinearity-truncated Euler-type approximations of stochastic Ginzburg-Landau equations Stochastic Processes and their Applications	2018-12-28	Paper
An exponential Wagner-Platen type scheme for SPDEs SIAM Journal on Numerical Analysis	2016-08-18	Paper
Numerical NLO QCD calculations Journal of High Energy Physics	2014-08-29	Paper

Research outcomes over time

This page was built for person: Sebastian Becker