Martin Hutzenthaler
Title
Cited by
Cited by
Year
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
3012011
Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients
M Hutzenthaler, A Jentzen, PE Kloeden
The Annals of Applied Probability 22 (4), 1611-1641, 2012
2812012
Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients
M Hutzenthaler, A Jentzen
American Mathematical Society 236 (1112), 2015
1772015
Loss of regularity for Kolmogorov equations
M Hairer, M Hutzenthaler, A Jentzen
The Annals of Probability 43 (2), 468-527, 2015
842015
Divergence of the multilevel Monte Carlo Euler method for nonlinear stochastic differential equations
M Hutzenthaler, A Jentzen, PE Kloeden
The Annals of Applied Probability 23 (5), 1913-1966, 2013
832013
On a perturbation theory and on strong convergence rates for stochastic ordinary and partial differential equations with non-globally monotone coefficients
M Hutzenthaler, A Jentzen
arXiv preprint arXiv:1401.0295, 2014
78*2014
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
512013
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
472018
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, 1-34, 2020
442020
Convergence of the stochastic Euler scheme for locally Lipschitz coefficients
M Hutzenthaler, A Jentzen
Foundations of Computational Mathematics, 1-50, 2011
392011
Overcoming the curse of dimensionality in the numerical approximation of semilinear parabolic partial differential equations
M Hutzenthaler, A Jentzen, T Kruse, TA Nguyen, P von Wurstemberger
arXiv preprint arXiv:1807.01212, 2018
362018
Ergodic behavior of locally regulated branching populations
M Hutzenthaler, A Wakolbinger
The Annals of Applied Probability 17 (2), 474-501, 2007
362007
Branching diffusions in random environment
C Boeinghoff, M Hutzenthaler
arXiv preprint arXiv:1107.2773, 2011
312011
Strong convergence of full-discrete nonlinearity-truncated accelerated exponential Euler-type approximations for stochastic Kuramoto-Sivashinsky equations
M Hutzenthaler, A Jentzen, D Salimova
arXiv preprint arXiv:1604.02053, 2016
292016
Strong convergence rates and temporal regularity for Cox-Ingersoll-Ross processes and Bessel processes with accessible boundaries
M Hutzenthaler, A Jentzen, M Noll
arXiv preprint arXiv:1403.6385, 2014
282014
Norovirus GII. 4 and GII. 7 capsid sequences undergo positive selection in chronically infected patients
D Hoffmann, M Hutzenthaler, J Seebach, M Panning, A Umgelter, ...
Infection, Genetics and Evolution 12 (2), 461-466, 2012
282012
Multilevel Picard iterations for solving smooth semilinear parabolic heat equations
W E, M Hutzenthaler, A Jentzen, T Kruse
arXiv preprint arXiv:1607.03295, 2016
24*2016
Convergence in H\" older norms with applications to Monte Carlo methods in infinite dimensions
S Cox, M Hutzenthaler, A Jentzen, J van Neerven, T Welti
arXiv preprint arXiv:1605.00856, 2016
212016
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
20*2019
Supercritical branching diffusions in random environment
M Hutzenthaler
Electronic Communications in Probability 16, 781-791, 2011
202011
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Articles 1–20