Machine learning approximation algorithms for high-dimensional fully nonlinear partial differential equations and second-order backward stochastic differential equations C Beck, W E, A Jentzen Journal of Nonlinear Science 29, 1563-1619, 2019 | 261 | 2019 |
Solving stochastic differential equations and Kolmogorov equations by means of deep learning C Beck, S Becker, P Grohs, N Jaafari, A Jentzen arXiv preprint arXiv:1806.00421 1 (1), 2018 | 223* | 2018 |
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 | 172 | 2020 |
Deep splitting method for parabolic PDEs C Beck, S Becker, P Cheridito, A Jentzen, A Neufeld SIAM Journal on Scientific Computing 43 (5), A3135-A3154, 2021 | 160 | 2021 |
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 | 66 | 2020 |
Full error analysis for the training of deep neural networks C Beck, A Jentzen, B Kuckuck Infinite Dimensional Analysis, Quantum Probability and Related Topics 25 (02 …, 2022 | 60 | 2022 |
Overcoming the curse of dimensionality in the numerical approximation of high-dimensional semilinear elliptic partial differential equations C Beck, L Gonon, A Jentzen arXiv preprint arXiv:2003.00596, 2020 | 49 | 2020 |
On nonlinear Feynman–Kac formulas for viscosity solutions of semilinear parabolic partial differential equations C Beck, M Hutzenthaler, A Jentzen Stochastics and Dynamics 21 (08), 2150048, 2021 | 35 | 2021 |
Deep learning based numerical approximation algorithms for stochastic partial differential equations and high-dimensional nonlinear filtering problems C Beck, S Becker, P Cheridito, A Jentzen, A Neufeld arXiv preprint arXiv:2012.01194, 2020 | 21 | 2020 |
On existence and uniqueness properties for solutions of stochastic fixed point equations C Beck, L Gonon, M Hutzenthaler, A Jentzen arXiv preprint arXiv:1908.03382, 2019 | 14 | 2019 |
Nonlinear Monte Carlo methods with polynomial runtime for high-dimensional iterated nested expectations C Beck, A Jentzen, T Kruse arXiv preprint arXiv:2009.13989, 2020 | 8 | 2020 |