Local Lipschitz Continuity in the Initial Value and Strong Completeness for Nonlinear Stochastic Differential EquationsSonja Cox, Martin Hutzenthaler, Arnulf Jentzen · First published 2024Open the Tome
Proof That Artificial Neural Networks Overcome the Curse of Dimensionality in the Numerical Approximation of Black-Scholes Partial Differential EquationsPhilipp Grohs, Fabian Hornung, Arnulf Jentzen, Philippe von Wurstemberger · First published 2023Open the Tome
Taylor approximations for stochastic partial differential equationsArnulf Jentzen · First published 2011Open the Tome
