M. Hutzenthaler

M. Hutzenthaler, D. Metzler, U. Protzer, 2012, Infection, genetics and evolution : journal of molecular epidemiology and evolutionary genetics in infectious diseases.

Survival, extinction and ergodicity in a spatially continuous population model

N. Berestycki, M. Hutzenthaler, Martin Hutzenthaler, 2009 .

Overcoming the Curse of Dimensionality in the Numerical Approximation of Parabolic Partial Differential Equations with Gradient-Dependent Nonlinearities pdf

Arnulf Jentzen, Thomas Kruse, Martin Hutzenthaler, 2019, Foundations of Computational Mathematics.

An overview on deep learning-based approximation methods for partial differential equations

M. Hutzenthaler, Arnulf Jentzen, C. Beck, 2020, Discrete and Continuous Dynamical Systems - B.

Overcoming the curse of dimensionality in the numerical approximation of semilinear parabolic partial differential equations

Arnulf Jentzen, Thomas Kruse, Martin Hutzenthaler, 2018, Proceedings of the Royal Society A.

On Multilevel Picard Numerical Approximations for High-Dimensional Nonlinear Parabolic Partial Differential Equations and High-Dimensional Nonlinear Backward Stochastic Differential Equations

E Weinan, Arnulf Jentzen, Thomas Kruse, 2017, Journal of Scientific Computing.

Interacting diffusions and trees of excursions: convergence and comparison

M. Hutzenthaler, Martin Hutzenthaler, 2011, 1104.1060.

Exponential integrability properties of numerical approximation processes for nonlinear stochastic differential equations

Xiaojie Wang, Arnulf Jentzen, Martin Hutzenthaler, 2013, Math. Comput..

Multilevel Picard Approximations of High-Dimensional Semilinear Parabolic Differential Equations with Gradient-Dependent Nonlinearities

Thomas Kruse, Martin Hutzenthaler, M. Hutzenthaler, 2017, SIAM J. Numer. Anal..

On full history recursive multilevel Picard approximations and numerical approximations for high-dimensional nonlinear parabolic partial differential equations and high-dimensional nonlinear backward stochastic differential equations

E Weinan, Arnulf Jentzen, Thomas Kruse, 2016 .

Linear scaling algorithms for solving high-dimensional nonlinear parabolic differential equations

E. Weinan, M. Hutzenthaler, Arnulf Jentzen, 2016 .

A proof that rectified deep neural networks overcome the curse of dimensionality in the numerical approximation of semilinear heat equations

Tuan Anh Nguyen, Arnulf Jentzen, Thomas Kruse, 2019, SN Partial Differential Equations and Applications.

The Virgin Island Model

Martin Hutzenthaler, M. Hutzenthaler, Martin Hutzenthaler, 2008, 0802.3145.

GRAPHICAL REPRESENTATION OF SOME DUALI- TY RELATIONS IN STOCHASTIC POPULATION MO- DELS

M. Hutzenthaler, Roland Alkemper, 2007, 0706.3852.

Multilevel Picard approximations for high-dimensional decoupled forward-backward stochastic differential equations

M. Hutzenthaler, T. Nguyen, Martin Hutzenthaler, 2022, ArXiv.

Overcoming the curse of dimensionality in the numerical approximation of backward stochastic differential equations pdf

Arnulf Jentzen, Thomas Kruse, Martin Hutzenthaler, 2021, J. Num. Math..

Propagation of chaos and the many-demes limit for weakly interacting diffusions in the sparse regime

M. Hutzenthaler, D. Pieper, Martin Hutzenthaler, 2018, 1804.01034.

Time reversal of some stationary jump diffusion processes from population genetics

M. Hutzenthaler, J. Taylor, Martin Hutzenthaler, 2010, Advances in Applied Probability.

On existence and uniqueness properties for solutions of stochastic fixed point equations

Arnulf Jentzen, Lukas Gonon, Martin Hutzenthaler, 2019, Discrete & Continuous Dynamical Systems - B.

Convergence proof for stochastic gradient descent in the training of deep neural networks with ReLU activation for constant target functions

M. Hutzenthaler, Arnulf Jentzen, Luca Scarpa, 2021, ArXiv.

Differentiability of semigroups of stochastic differential equations with Hölder-continuous diffusion coefficients

M. Hutzenthaler, D. Pieper, Martin Hutzenthaler, 2018, 1803.10608.

Convergence of the Stochastic Euler Scheme for Locally Lipschitz Coefficients

Arnulf Jentzen, Martin Hutzenthaler, M. Hutzenthaler, 2009, Found. Comput. Math..

Multilevel Picard approximations for high-dimensional semilinear second-order PDEs with Lipschitz nonlinearities pdf

Tuan Anh Nguyen, Arnulf Jentzen, Martin Hutzenthaler, 2020, ArXiv.

Numerical simulations for full history recursive multilevel Picard approximations for systems of high-dimensional partial differential equations

Philippe von Wurstemberger, M. Hutzenthaler, Arnulf Jentzen, 2020, Communications in Computational Physics.

Supercritical branching diffusions in random environment

M. Hutzenthaler, Martin Hutzenthaler, 2011, 1109.1849.

On nonlinear Feynman–Kac formulas for viscosity solutions of semilinear parabolic partial differential equations

Arnulf Jentzen, Martin Hutzenthaler, Christian Beck, 2020, Stochastics and Dynamics.