The following pages link to Martin Hutzenthaler (Q373838):
Displayed 50 items.
- Divergence of the multilevel Monte Carlo Euler method for nonlinear stochastic differential equations (Q373839) (← links)
- Ecological and genetic effects of introduced species on their native competitors (Q383324) (← links)
- Supercritical branching diffusions in random environment (Q428718) (← links)
- Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients (Q453249) (← links)
- Interacting diffusions and trees of excursions: convergence and comparison (Q456221) (← links)
- Convergence of the stochastic Euler scheme for locally Lipschitz coefficients (Q656817) (← links)
- The Virgin Island model (Q1039138) (← links)
- Strong convergence of full-discrete nonlinearity-truncated accelerated exponential Euler-type approximations for stochastic Kuramoto-Sivashinsky equations (Q1719596) (← links)
- Overcoming the curse of dimensionality in the numerical approximation of Allen-Cahn partial differential equations via truncated full-history recursive multilevel Picard approximations (Q2025321) (← links)
- On existence and uniqueness properties for solutions of stochastic fixed point equations (Q2033965) (← links)
- A stochastic Gronwall inequality and applications to moments, strong completeness, strong local Lipschitz continuity, and perturbations (Q2041810) (← links)
- Multilevel Picard iterations for solving smooth semilinear parabolic heat equations (Q2063953) (← links)
- Strong convergence rate of Euler-Maruyama approximations in temporal-spatial Hölder-norms (Q2146346) (← links)
- Overcoming the curse of dimensionality in the numerical approximation of parabolic partial differential equations with gradient-dependent nonlinearities (Q2162115) (← links)
- On the speed of convergence of Picard iterations of backward stochastic differential equations (Q2165738) (← links)
- Multilevel Picard approximations of high-dimensional semilinear partial differential equations with locally monotone coefficient functions (Q2165859) (← links)
- On a perturbation theory and on strong convergence rates for stochastic ordinary and partial differential equations with nonglobally monotone coefficients (Q2184812) (← links)
- Overcoming the curse of dimensionality in the approximative pricing of financial derivatives with default risks (Q2201474) (← links)
- A proof that rectified deep neural networks overcome the curse of dimensionality in the numerical approximation of semilinear heat equations (Q2216499) (← links)
- Multilevel Picard approximations for McKean-Vlasov stochastic differential equations (Q2247730) (← links)
- On multilevel Picard numerical approximations for high-dimensional nonlinear parabolic partial differential equations and high-dimensional nonlinear backward stochastic differential equations (Q2316188) (← links)
- Loss of regularity for Kolmogorov equations (Q2338908) (← links)
- Ergodic behavior of locally regulated branching populations (Q2455053) (← links)
- Graphical representation of some duality relations in stochastic population models (Q2461027) (← links)
- Propagation of chaos and the many-demes limit for weakly interacting diffusions in the sparse regime (Q2657941) (← links)
- Overcoming the curse of dimensionality in the numerical approximation of backward stochastic differential equations (Q2694433) (← links)
- An overview on deep learning-based approximation methods for partial differential equations (Q2697278) (← links)
- Branching diffusions in random environment (Q2869740) (← links)
- Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients (Q2944996) (← links)
- Time reversal of some stationary jump diffusion processes from population genetics (Q3074499) (← links)
- Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients (Q3104819) (← links)
- (Q3585139) (← links)
- (Q3645810) (← links)
- Exponential integrability properties of numerical approximation processes for nonlinear stochastic differential equations (Q4605703) (← links)
- Convergence in Hölder norms with applications to Monte Carlo methods in infinite dimensions (Q4964092) (← links)
- On nonlinear Feynman–Kac formulas for viscosity solutions of semilinear parabolic partial differential equations (Q5021119) (← links)
- Overcoming the curse of dimensionality in the numerical approximation of semilinear parabolic partial differential equations (Q5161194) (← links)
- Numerical Simulations for Full History Recursive Multilevel Picard Approximations for Systems of High-Dimensional Partial Differential Equations (Q5162373) (← links)
- Differentiability of semigroups of stochastic differential equations with H\"older-continuous diffusion coefficients (Q5856498) (← links)
- Costly defense traits in structured populations (Q5870414) (← links)
- A short proof and a generalization of the BKR-inequality (Q6210368) (← links)
- Local Lipschitz continuity in the initial value and strong completeness for nonlinear stochastic differential equations (Q6244988) (← links)
- On a perturbation theory and on strong convergence rates for stochastic ordinary and partial differential equations with non-globally monotone coefficients (Q6247775) (← links)
- Strong convergence rates and temporal regularity for Cox-Ingersoll-Ross processes and Bessel processes with accessible boundaries (Q6250128) (← links)
- Stochastic averaging for multiscale Markov processes with an application to a Wright-Fisher model with fluctuating selection (Q6260637) (← links)
- Multi-level Picard approximations of high-dimensional semilinear parabolic differential equations with gradient-dependent nonlinearities (Q6293440) (← links)
- On the It\^o-Alekseev-Gr\"obner formula for stochastic differential equations (Q6311583) (← links)
- Strong and weak divergence of exponential and linear-implicit Euler approximations for stochastic partial differential equations with superlinearly growing nonlinearities (Q6315610) (← links)
- On moments and strong local H\"older regularity of solutions of stochastic differential equations and of their spatial derivative processes (Q6316070) (← links)
- Strong convergence rates on the whole probability space for space-time discrete numerical approximation schemes for stochastic Burgers equations (Q6328567) (← links)