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Jentzen, Arnulf

ID:DA17426798

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1

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

Philipp Grohs ... [et al.]

American Mathematical Society c2023 Memoirs of the American Mathematical Society no. 1410

Available at 4 libraries
2

Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients

Martin Hutzenthaler, Arnulf Jentzen

American Mathematical Society 2015, c2014 Memoirs of the American Mathematical Society no. 1112

Available at 8 libraries
3

Taylor approximations for stochastic partial differential equations

Arnulf Jentzen, Peter E. Kloeden

Society for Industrial and Applied Mathematics c2011 CBMS-NSF regional conference series in applied mathematics 83

Available at 20 libraries

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Kloeden, Peter E.