Martin Hutzenthaler

Orcid: 0000-0003-0738-8717

According to our database1, Martin Hutzenthaler authored at least 20 papers between 2011 and 2023.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

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Bibliography

2023
Overcoming the curse of dimensionality in the numerical approximation of backward stochastic differential equations.
J. Num. Math., 2023

2022
Strong convergence rate of Euler-Maruyama approximations in temporal-spatial Hölder-norms.
J. Comput. Appl. Math., 2022

Overcoming the Curse of Dimensionality in the Numerical Approximation of Parabolic Partial Differential Equations with Gradient-Dependent Nonlinearities.
Found. Comput. Math., 2022

Deep neural networks overcome the curse of dimensionality in the numerical approximation of semilinear partial differential equations.
CoRR, 2022

Stopped Brownian-increment tamed Euler method.
CoRR, 2022

Multilevel Picard approximations for high-dimensional decoupled forward-backward stochastic differential equations.
CoRR, 2022

Multilevel Picard approximations of high-dimensional semilinear partial differential equations with locally monotone coefficient functions.
CoRR, 2022

2021
Convergence proof for stochastic gradient descent in the training of deep neural networks with ReLU activation for constant target functions.
CoRR, 2021

Strong L<sup>p</sup>-error analysis of nonlinear Monte Carlo approximations for high-dimensional semilinear partial differential equations.
CoRR, 2021

Multilevel Picard approximations for McKean-Vlasov stochastic differential equations.
CoRR, 2021

Full history recursive multilevel Picard approximations for ordinary differential equations with expectations.
CoRR, 2021

2020
Multilevel Picard Approximations of High-Dimensional Semilinear Parabolic Differential Equations with Gradient-Dependent Nonlinearities.
SIAM J. Numer. Anal., 2020

Overcoming the curse of dimensionality in the numerical approximation of Allen-Cahn partial differential equations via truncated full-history recursive multilevel Picard approximations.
J. Num. Math., 2020

An overview on deep learning-based approximation methods for partial differential equations.
CoRR, 2020

Multilevel Picard approximations for high-dimensional semilinear second-order PDEs with Lipschitz nonlinearities.
CoRR, 2020

Numerical simulations for full history recursive multilevel Picard approximations for systems of high-dimensional partial differential equations.
CoRR, 2020

2019
On Multilevel Picard Numerical Approximations for High-Dimensional Nonlinear Parabolic Partial Differential Equations and High-Dimensional Nonlinear Backward Stochastic Differential Equations.
J. Sci. Comput., 2019

Strong convergence rates on the whole probability space for space-time discrete numerical approximation schemes for stochastic Burgers equations.
CoRR, 2019

2018
Exponential integrability properties of numerical approximation processes for nonlinear stochastic differential equations.
Math. Comput., 2018

2011
Convergence of the Stochastic Euler Scheme for Locally Lipschitz Coefficients.
Found. Comput. Math., 2011


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