443 citations · 2.4k across the 59 of their papers we have counts for
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Supercritical branching diffusions in random environment
Martin Hutzenthaler
Supercritical branching processes in constant environment conditioned on eventual extinction are known to be subcritical branching processes. The case of random environment is more…
Branching diffusions in random environment
Christian Böinghoff, Martin Hutzenthaler
We consider the diffusion approximation of branching processes in random environment (BPREs). This diffusion approximation is similar to and mathematically more tractable than BPRE…
Divergence of the multilevel Monte Carlo Euler method for nonlinear stochastic differential equations
Martin Hutzenthaler, Arnulf Jentzen, Peter E. Kloeden
The Euler-Maruyama scheme is known to diverge strongly and numerically weakly when applied to nonlinear stochastic differential equations (SDEs) with superlinearly growing and glob…
Interacting diffusions and trees of excursions: convergence and comparison
Martin Hutzenthaler
We consider systems of interacting diffusions with local population regulation. Our main result shows that the total mass process of such a system is bounded above by the total mas…