443 citations · 2.4k across the 59 of their papers we have counts for
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math.NA2017★ 8 cited
Multi-level Picard approximations of high-dimensional semilinear parabolic differential equations with gradient-dependent nonlinearities
Martin Hutzenthaler, Thomas Kruse
Parabolic partial differential equations (PDEs) and backward stochastic differential equations (BSDEs) have a wide range of applications. In particular, high-dimensional PDEs with…
math.NA2017★ 136 cited
On multilevel Picard numerical approximations for high-dimensional nonlinear parabolic partial differential equations and high-dimensional nonlinear backward stochastic differential equations
Weinan E, Martin Hutzenthaler, Arnulf Jentzen +1
Parabolic partial differential equations (PDEs) and backward stochastic differential equations (BSDEs) are key ingredients in a number of models in physics and financial engineerin…