Convergence in Hölder norms with applications to Monte Carlo methods in infinite dimensions
From MaRDI portal
Publication:4964092
DOI10.1093/imanum/drz063zbMath1460.65054arXiv1605.00856OpenAlexW2345598951MaRDI QIDQ4964092
Martin Hutzenthaler, Arnulf Jentzen, Timo Welti, Sonja Cox, J. M. A. M. van Neerven
Publication date: 24 February 2021
Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1605.00856
Related Items
A Proof that Artificial Neural Networks Overcome the Curse of Dimensionality in the Numerical Approximation of Black–Scholes Partial Differential Equations, On a set-valued Young integral with applications to differential inclusions, Maximal inequalities for stochastic convolutions and pathwise uniform convergence of time discretisation schemes, On a perturbation theory and on strong convergence rates for stochastic ordinary and partial differential equations with nonglobally monotone coefficients, Some approximation results for mild solutions of stochastic fractional order evolution equations driven by Gaussian noise, Overall error analysis for the training of deep neural networks via stochastic gradient descent with random initialisation, Monte Carlo convergence rates for \(k\)th moments in Banach spaces, Overcoming the curse of dimensionality in the numerical approximation of backward stochastic differential equations, Weak convergence rates of spectral Galerkin approximations for SPDEs with nonlinear diffusion coefficients, Multilevel Monte Carlo finite volume methods for random conservation laws with discontinuous flux
