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20072025
most citedStrong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients

443 citations · 2.4k across the 59 of their papers we have counts for

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math.NA2025

Full history recursive multilevel Picard approximations suffer from the curse of dimensionality for the Hamilton-Jacobi-Bellman equation of a stochastic control problem

Martin Hutzenthaler, Tuan Anh Nguyen

Full history recursive multilevel Picard (MLP) approximations have been proved to overcome the curse of dimensionality in the numerical approximation of semilinear heat equations w…