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20182026
most citedA proof that artificial neural networks overcome the curse of dimensionality in the numerical approximation of Black-Scholes partial differential equations

153 citations · 294 across the 8 of their papers we have counts for

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cs.LG2026

Physics-informed diffusion models in spectral space

Davide Gallon, Philippe von Wurstemberger, Patrick Cheridito +1

We propose physics-informed spectral diffusion (PISD), a methodology that combines generative latent diffusion models with physics-informed machine learning to generate solutions o…

cs.LG2023★ 7 cited

Mathematical Introduction to Deep Learning: Methods, Implementations, and Theory

Arnulf Jentzen, Benno Kuckuck, Philippe von Wurstemberger

This book aims to provide an introduction to the topic of deep learning algorithms. We review essential components of deep learning algorithms in full mathematical detail including…