Documents liés : [4 document(s)]

Documents (Auteurs)

• [MathOuvrage] Local Lipschitz continuity in the initial value and strong completeness for nonlinear stochastic differential equations / Cox, Sonja ; Hutzenthaler, Martin ; Jentzen, Arnulf. -Providence RI : American mathematical Society, 2024. - v, 90 p. ; 26 cm
  ISBN 9781470467012
  https://www.ams.org/books/memo/year/2024/
  
• [MathOuvrage] A Proof that artificial neural networks overcome the curse of dimensionality in the numerical approximation of Black-Scholes partial differential equations / Grohs, Philipp ; Hornung, Fabian ; Jentzen, Arnulf ; Wurstemberger, Philippe von. -Providence RI : American mathematical Society, 2023. - v, 93 p. ; 26 cm
  ISBN 9781470456320
  https://www.ams.org/books/memo/year/2023/
  
• [MathOuvrage] Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients / Hutzenthaler, Martin ; Jentzen, Arnulf. -Providence RI : American mathematical Society, 2015. - v, 99 p. ; 26 cm
  ISBN 9781470409845
  https://www.ams.org/books/memo/year/2015/
  
• [MathOuvrage] Taylor approximations for stochastic partial differential equations / Jentzen, Arnulf ; Kloeden, Peter E.. -Philadelphia PA : Society for industrial and applied mathematics, 2011. - xiv, 220 p. ; 25 cm
  ISBN 9781611972009