| Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients M Hutzenthaler, A Jentzen, PE Kloeden Proceedings of the Royal Society A: Mathematical, Physical and Engineering …, 2011 | 512 | 2011 |
| Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients M Hutzenthaler, A Jentzen, PE Kloeden | 491 | 2012 |
| Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients M Hutzenthaler, A Jentzen American Mathematical Society 236 (1112), 2015 | 284 | 2015 |
| A proof that rectified deep neural networks overcome the curse of dimensionality in the numerical approximation of semilinear heat equations M Hutzenthaler, A Jentzen, T Kruse, TA Nguyen SN partial differential equations and applications 1 (2), 10, 2020 | 201 | 2020 |
| An overview on deep learning-based approximation methods for partial differential equations C Beck, M Hutzenthaler, A Jentzen, B Kuckuck arXiv preprint arXiv:2012.12348, 2020 | 158 | 2020 |
| On a perturbation theory and on strong convergence rates for stochastic ordinary and partial differential equations with nonglobally monotone coefficients M Hutzenthaler, A Jentzen The Annals of Probability 48 (1), 53-93, 2020 | 143 | 2020 |
| Overcoming the curse of dimensionality in the numerical approximation of semilinear parabolic partial differential equations M Hutzenthaler, A Jentzen, T Kruse, T Anh Nguyen, P von Wurstemberger Proceedings of the Royal Society A 476 (2244), 20190630, 2020 | 135 | 2020 |
| Loss of regularity for Kolmogorov equations M Hairer, M Hutzenthaler, A Jentzen | 117 | 2015 |
| Divergence of the multilevel Monte Carlo Euler method for nonlinear stochastic differential equations M Hutzenthaler, A Jentzen, PE Kloeden | 105 | 2013 |
| On multilevel Picard numerical approximations for high-dimensional nonlinear parabolic partial differential equations and high-dimensional nonlinear backward stochastic … W E, M Hutzenthaler, A Jentzen, T Kruse Journal of Scientific Computing 79 (3), 1534-1571, 2019 | 86* | 2019 |
| Local Lipschitz continuity in the initial value and strong completeness for nonlinear stochastic differential equations S Cox, M Hutzenthaler, A Jentzen American Mathematical Society 296 (1481), 2024 | 79 | 2024 |
| Multilevel Picard iterations for solving smooth semilinear parabolic heat equations W E, M Hutzenthaler, A Jentzen, T Kruse Partial Differential Equations and Applications 2 (6), 1-31, 2021 | 76* | 2021 |
| Exponential integrability properties of numerical approximation processes for nonlinear stochastic differential equations M Hutzenthaler, A Jentzen, X Wang Mathematics of Computation 87 (311), 1353-1413, 2018 | 73 | 2018 |
| Overcoming the curse of dimensionality in the numerical approximation of Allen–Cahn partial differential equations via truncated full-history recursive multilevel Picard … C Beck, F Hornung, M Hutzenthaler, A Jentzen, T Kruse Journal of Numerical Mathematics 28 (4), 197-222, 2020 | 64 | 2020 |
| Multilevel Picard approximations of high-dimensional semilinear parabolic differential equations with gradient-dependent nonlinearities M Hutzenthaler, T Kruse SIAM Journal on Numerical Analysis 58 (2), 929-961, 2020 | 63 | 2020 |
| Overcoming the curse of dimensionality in the approximative pricing of financial derivatives with default risks M Hutzenthaler, A Jentzen, W Wurstemberger | 58 | 2020 |
| Overcoming the curse of dimensionality in the numerical approximation of parabolic partial differential equations with gradient-dependent nonlinearities M Hutzenthaler, A Jentzen, T Kruse Foundations of Computational Mathematics 22 (4), 905-966, 2022 | 55 | 2022 |
| Convergence of the stochastic Euler scheme for locally Lipschitz coefficients M Hutzenthaler, A Jentzen Foundations of Computational Mathematics, 1-50, 2011 | 49 | 2011 |
| Ergodic behavior of locally regulated branching populations M Hutzenthaler, A Wakolbinger | 49 | 2007 |
| Strong convergence rates and temporal regularity for Cox-Ingersoll-Ross processes and Bessel processes with accessible boundaries M Hutzenthaler, A Jentzen, M Noll arXiv preprint arXiv:1403.6385, 2014 | 42 | 2014 |
Arnulf JentzenThe Chinese University of Hong Kong, Shenzhen & University of Münster在 uni-muenster.de 的电子邮件经过验证
