Martin Hutzenthaler
Universität Duisburg-Essen
H-index: 28
Europe-Germany
Top articles of Martin Hutzenthaler
On the Itô-Alekseev-Gröbner formula for stochastic differential equations
2023/7/3
Martin Hutzenthaler
H-Index: 20
Arnulf Jentzen
H-Index: 33
Overcoming the curse of dimensionality in the numerical approximation of backward stochastic differential equations
Journal of Numerical Mathematics
2020/12/16
Christian Beck
H-Index: 24
Fabian Hornung
H-Index: 7
Martin Hutzenthaler
H-Index: 20
Arnulf Jentzen
H-Index: 33
Thomas Kruse
H-Index: 14
On nonlinear Feynman-Kac formulas for viscosity solutions of semilinear parabolic partial differential equations with gradient-dependent nonlinearities
arXiv preprint arXiv:2310.18197
2023/10/27
Martin Hutzenthaler
H-Index: 20
On existence and uniqueness properties for solutions of stochastic fixed point equations with gradient-dependent nonlinearities
arXiv preprint arXiv:1908.03382
2019/8/9
Christian Beck
H-Index: 24
Lukas Gonon
H-Index: 8
Martin Hutzenthaler
H-Index: 20
Arnulf Jentzen
H-Index: 33
An overview on deep learning-based approximation methods for partial differential equations
2020/12/22
Strong convergence rates for full-discrete approximations of stochastic Burgers equations with multiplicative noise
arXiv preprint arXiv:2210.17536
2022/10/31
Martin Hutzenthaler
H-Index: 20
Robert Link
H-Index: 12
A path-dependent stochastic Gronwall inequality and strong convergence rate for stochastic functional differential equations
arXiv preprint arXiv:2206.01049
2022/6/2
Martin Hutzenthaler
H-Index: 20
Tuan Anh Nguyen
H-Index: 13
Deep neural networks overcome the curse of dimensionality in the numerical approximation of semilinear partial differential equations
arXiv preprint arXiv:2205.14398
2022/5/28
Martin Hutzenthaler
H-Index: 20
Stopped Brownian-increment tamed Euler method
arXiv preprint arXiv:2204.12254
2022/4/26
Martin Hutzenthaler
H-Index: 20
Multilevel Picard approximations for high-dimensional decoupled forward-backward stochastic differential equations
arXiv preprint arXiv:2009.02484
2020/9/5
Martin Hutzenthaler
H-Index: 20
Arnulf Jentzen
H-Index: 33
Thomas Kruse
H-Index: 14
Tuan Anh Nguyen
H-Index: 13
The Kolmogorov backward equation for stochastic Burgers equations and for stochastic 2D-Navier-Stokes equations
arXiv preprint arXiv:2204.05240
2022/4/11
Martin Hutzenthaler
H-Index: 20
Robert Link
H-Index: 12
Multilevel Picard approximations for McKean-Vlasov stochastic differential equations
Journal of Mathematical Analysis and Applications
2022/3/1
Multilevel Picard approximations of high-dimensional semilinear partial differential equations with locally monotone coefficient functions
arXiv preprint arXiv:2202.02582
2022/2/5
Martin Hutzenthaler
H-Index: 20
Tuan Anh Nguyen
H-Index: 13
Convergence proof for stochastic gradient descent in the training of deep neural networks with ReLU activation for constant target functions
arXiv preprint arXiv:2112.07369
2021/12/13
On nonlinear Feynman–Kac formulas for viscosity solutions of semilinear parabolic partial differential equations
Stochastics and Dynamics
2021/12/3
Multilevel Picard iterations for solving smooth semilinear parabolic heat equations
Partial Differential Equations and Applications
2021/12
Strong convergence rate of Euler-Maruyama approximations in temporal-spatial Hölder-norms
arXiv preprint arXiv:2111.04630
2021/11/8
Martin Hutzenthaler
H-Index: 20
Tuan Anh Nguyen
H-Index: 13
Strong -error analysis of nonlinear Monte Carlo approximations for high-dimensional semilinear partial differential equations
arXiv preprint arXiv:2110.08297
2021/10/15
On the speed of convergence of Picard iterations of backward stochastic differential equations
arXiv preprint arXiv:2107.01840
2021/7/5
Evolution of altruistic defence traits in structured populations
2021/5/31
Martin Hutzenthaler
H-Index: 20
Co-Authors
