Arnulf Jentzen – författare
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3 produkter
Proof That Artificial Neural Networks Overcome the Curse of Dimensionality in the Numerical Approximation of Black-Scholes Partial Differential Equations
Av Philipp Grohs, Fabian Hornung m. fl.
Häftad, 2023
1028 kr
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View the abstract.
Local Lipschitz Continuity in the Initial Value and Strong Completeness for Nonlinear Stochastic Differential Equations
Av Sonja Cox, Martin Hutzenthaler m. fl.
Häftad, 2024
1028 kr
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The Memoirs of the AMS is devoted to the publication of new research in all areas of pure and applied mathematics. The Memoirs is designed particularly to publish long papers of groups of cognate papers in book form, and is under the supervision of the Editorial Committee of the AMS journal …
Taylor Approximations for Stochastic Partial Differential Equations
Av Arnulf Jentzen, Peter E. Kloeden
Häftad, 2011
1098 kr
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Presents a systematic theory of Taylor expansions of evolutionary-type stochastic partial differential equations (SPDEs). The authors show how Taylor expansions can be used to derive higher order numerical methods for SPDEs, with a focus on pathwise and strong convergence.In the case of …