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20132023
most citedOn multilevel Picard numerical approximations for high-dimensional nonlinear parabolic partial differential equations and high-dimensional nonlinear backward stochastic differential equations

136 citations · 451 across the 26 of their papers we have counts for

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math.PR2018★ 50 cited

Overcoming the curse of dimensionality in the numerical approximation of semilinear parabolic partial differential equations

Martin Hutzenthaler, Arnulf Jentzen, Thomas Kruse +2

For a long time it is well-known that high-dimensional linear parabolic partial differential equations (PDEs) can be approximated by Monte Carlo methods with a computational effort…