On Itô formulas for jump processes. - István Gyöngy; Sizhou Wu (Queueing Syst. Theory Appl., 2021)

Multilevel Picard approximation algorithm for semilinear partial integro-differential equations and its complexity analysis. - Ariel Neufeld; Sizhou Wu (CoRR, 2022)

Multilevel Picard algorithm for general semilinear parabolic PDEs with gradient-dependent nonlinearities. - Ariel Neufeld; Sizhou Wu (CoRR, 2023)

Deep ReLU neural networks overcome the curse of dimensionality when approximating semilinear partial integro-differential equations. - Ariel Neufeld; Tuan Anh Nguyen; Sizhou Wu (CoRR, 2023)

Full error analysis of the random deep splitting method for nonlinear parabolic PDEs and PIDEs with infinite activity. - Ariel Neufeld; Philipp Schmocker; Sizhou Wu (CoRR, 2024)

Full error analysis of the random deep splitting method for nonlinear parabolic PDEs and PIDEs. - Ariel Neufeld; Philipp Schmocker; Sizhou Wu (Commun. Nonlinear Sci. Numer. Simul., 2025)

Multilevel Picard approximations overcome the curse of dimensionality in the numerical approximation of general semilinear PDEs with gradient-dependent nonlinearities. - Ariel Neufeld; Tuan Anh Nguyen; Sizhou Wu (J. Complex., 2025)