output
19992022
most citedSolving high-dimensional partial differential equations using deep learning

1.8k citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

collaborating institutions
Showing 2017 · math.PRShow all

2 papers · 2 filters

math.PR2017★ 8 cited

Approximation methods for piecewise deterministic Markov processes and their costs

Peter Kritzer, Gunther Leobacher, Michaela Szölgyenyi +1

In this paper, we analyse piecewise deterministic Markov processes, as introduced in Davis (1984). Many models in insurance mathematics can be formulated in terms of the general co…

math.PR2017★ 40 cited

Strong convergence rates for explicit space-time discrete numerical approximations of stochastic Allen-Cahn equations

Sebastian Becker, Benjamin Gess, Arnulf Jentzen +1

The scientific literature contains a number of numerical approximation results for stochastic partial differential equations (SPDEs) with superlinearly growing nonlinearities but,…