| Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients M Hutzenthaler, A Jentzen, PE Kloeden Proceedings of the Royal Society A: Mathematical, Physical and Engineering …, 2011 | 550 | 2011 |
| Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients M Hutzenthaler, A Jentzen, PE Kloeden | 533 | 2012 |
| Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients M Hutzenthaler, A Jentzen American Mathematical Society 236 (1112), 2015 | 299 | 2015 |
| A proof that rectified deep neural networks overcome the curse of dimensionality in the numerical approximation of semilinear heat equations M Hutzenthaler, A Jentzen, T Kruse, TA Nguyen SN partial differential equations and applications 1 (2), 10, 2020 | 226 | 2020 |
| An overview on deep learning-based approximation methods for partial differential equations C Beck, M Hutzenthaler, A Jentzen, B Kuckuck arXiv preprint arXiv:2012.12348, 2020 | 208 | 2020 |
| On a perturbation theory and on strong convergence rates for stochastic ordinary and partial differential equations with nonglobally monotone coefficients M Hutzenthaler, A Jentzen The Annals of Probability 48 (1), 53-93, 2020 | 156 | 2020 |
| Overcoming the curse of dimensionality in the numerical approximation of semilinear parabolic partial differential equations M Hutzenthaler, A Jentzen, T Kruse, T Anh Nguyen, P von Wurstemberger Proceedings of the Royal Society A 476 (2244), 20190630, 2020 | 149 | 2020 |
| Loss of regularity for Kolmogorov equations M Hairer, M Hutzenthaler, A Jentzen | 122 | 2015 |
| Divergence of the multilevel Monte Carlo Euler method for nonlinear stochastic differential equations M Hutzenthaler, A Jentzen, PE Kloeden | 106 | 2013 |
| On multilevel Picard numerical approximations for high-dimensional nonlinear parabolic partial differential equations and high-dimensional nonlinear backward stochastic … W E, M Hutzenthaler, A Jentzen, T Kruse Journal of Scientific Computing 79 (3), 1534-1571, 2019 | 99* | 2019 |
| Multilevel Picard iterations for solving smooth semilinear parabolic heat equations W E, M Hutzenthaler, A Jentzen, T Kruse Partial Differential Equations and Applications 2 (6), 1-31, 2021 | 89* | 2021 |
| Local Lipschitz continuity in the initial value and strong completeness for nonlinear stochastic differential equations S Cox, M Hutzenthaler, A Jentzen arXiv preprint arXiv:1309.5595, 2013 | 84 | 2013 |
| Exponential integrability properties of numerical approximation processes for nonlinear stochastic differential equations M Hutzenthaler, A Jentzen, X Wang Mathematics of Computation 87 (311), 1353-1413, 2018 | 75 | 2018 |
| Overcoming the curse of dimensionality in the numerical approximation of Allen–Cahn partial differential equations via truncated full-history recursive multilevel Picard … C Beck, F Hornung, M Hutzenthaler, A Jentzen, T Kruse Journal of Numerical Mathematics 28 (4), 197-222, 2020 | 70 | 2020 |
| Multilevel Picard approximations of high-dimensional semilinear parabolic differential equations with gradient-dependent nonlinearities M Hutzenthaler, T Kruse SIAM Journal on Numerical Analysis 58 (2), 929-961, 2020 | 67 | 2020 |
| Overcoming the curse of dimensionality in the numerical approximation of parabolic partial differential equations with gradient-dependent nonlinearities M Hutzenthaler, A Jentzen, T Kruse Foundations of Computational Mathematics 22 (4), 905-966, 2022 | 64 | 2022 |
| Overcoming the curse of dimensionality in the approximative pricing of financial derivatives with default risks M Hutzenthaler, A Jentzen, W Wurstemberger | 64 | 2020 |
| Convergence of the stochastic Euler scheme for locally Lipschitz coefficients M Hutzenthaler, A Jentzen Foundations of Computational Mathematics, 1-50, 2011 | 53 | 2011 |
| Ergodic behavior of locally regulated branching populations M Hutzenthaler, A Wakolbinger | 51 | 2007 |
| Convergence in Hölder norms with applications to Monte Carlo methods in infinite dimensions S Cox, M Hutzenthaler, A Jentzen, J van Neerven, T Welti IMA Journal of Numerical Analysis 41 (1), 493-548, 2021 | 45 | 2021 |
Arnulf JentzenThe Chinese University of Hong Kong, Shenzhen (CUHK-Shenzhen) & University of MünsterVerified email at uni-muenster.de
