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Martin Hutzenthaler

Identifiers

  • name variant Martin Hutzenthaler 0.60 · backfill

Papers (24)

  1. Strong and weak divergence of exponential and linear-implicit Euler approximations for stochastic partial differential equations with superlinearly growing nonlinearities math.NA · 2019 · author #2
  2. Overcoming the curse of dimensionality in the approximative pricing of financial derivatives with default risks math.NA · 2019 · author #1
  3. Multi-level Picard approximations of high-dimensional semilinear parabolic differential equations with gradient-dependent nonlinearities math.NA · 2017 · author #1
  4. On multilevel Picard numerical approximations for high-dimensional nonlinear parabolic partial differential equations and high-dimensional nonlinear backward stochastic differential equations math.NA · 2017 · author #2
  5. Multilevel Picard iterations for solving smooth semilinear parabolic heat equations math.NA · 2016 · author #2
  6. Convergence in H\"older norms with applications to Monte Carlo methods in infinite dimensions math.NA · 2016 · author #2
  7. Strong convergence of full-discrete nonlinearity-truncated accelerated exponential Euler-type approximations for stochastic Kuramoto-Sivashinsky equations math.PR · 2016 · author #1
  8. Stochastic averaging for multiscale Markov processes with an application to a Wright-Fisher model with fluctuating selection math.PR · 2015 · author #1
  9. Strong convergence rates and temporal regularity for Cox-Ingersoll-Ross processes and Bessel processes with accessible boundaries math.NA · 2014 · author #1
  10. On a perturbation theory and on strong convergence rates for stochastic ordinary and partial differential equations with non-globally monotone coefficients math.PR · 2014 · author #1
  11. Exponential integrability properties of numerical approximation processes for nonlinear stochastic differential equations math.NA · 2013 · author #1
  12. Loss of regularity for Kolmogorov equations math.AP · 2012 · author #2
  13. Ecological and genetic effects of introduced species on their native competitors q-bio.PE · 2012 · author #2
  14. Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients math.PR · 2012 · author #1
  15. Supercritical branching diffusions in random environment math.PR · 2011 · author #1
  16. Branching diffusions in random environment math.PR · 2011 · author #2
  17. Divergence of the multilevel Monte Carlo Euler method for nonlinear stochastic differential equations math.PR · 2011 · author #1
  18. Interacting diffusions and trees of excursions: convergence and comparison math.PR · 2011 · author #1
  19. Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients math.NA · 2010 · author #1
  20. Convergence of the stochastic Euler scheme for locally Lipschitz coefficients math.NA · 2009 · author #1
  21. Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients math.NA · 2009 · author #1
  22. A short proof and a generalization of the BKR-inequality math.PR · 2008 · author #1
  23. The Virgin Island Model math.PR · 2008 · author #1
  24. Graphical Representation of some Duality Relations in Stochastic Population Models math.PR · 2007 · author #2

Mentions

  • 1903.06066 #2 · arxiv_oai · confidence 0.70 Martin Hutzenthaler
  • 1903.05985 #1 · arxiv_oai · confidence 0.70 Martin Hutzenthaler
  • 1711.01080 #1 · arxiv_oai · confidence 0.70 Martin Hutzenthaler
  • 1708.03223 #2 · arxiv_oai · confidence 0.70 Martin Hutzenthaler
  • 1607.03295 #2 · arxiv_oai · confidence 0.70 Martin Hutzenthaler
  • 1605.00856 #2 · arxiv_oai · confidence 0.70 Martin Hutzenthaler
  • 1604.02053 #1 · arxiv_oai · confidence 0.70 Martin Hutzenthaler
  • 1403.6385 #1 · arxiv_oai · confidence 0.70 Martin Hutzenthaler
  • 1401.0295 #1 · arxiv_oai · confidence 0.70 Martin Hutzenthaler
  • 1309.7657 #1 · arxiv_oai · confidence 0.70 Martin Hutzenthaler
  • 1203.5809 #1 · arxiv_oai · confidence 0.70 Martin Hutzenthaler
  • 1105.0226 #1 · arxiv_oai · confidence 0.70 Martin Hutzenthaler
  • 1010.3756 #1 · arxiv_oai · confidence 0.70 Martin Hutzenthaler
  • 0912.2609 #1 · arxiv_oai · confidence 0.70 Martin Hutzenthaler
  • 0905.0273 #1 · arxiv_oai · confidence 0.70 Martin Hutzenthaler
  • 1504.01508 #1 · backfill · confidence 0.70 Martin Hutzenthaler
  • 1403.6385 #1 · backfill · confidence 0.70 Martin Hutzenthaler
  • 1209.6035 #2 · backfill · confidence 0.70 Martin Hutzenthaler
  • 1208.1294 #2 · backfill · confidence 0.70 Martin Hutzenthaler
  • 1109.1849 #1 · backfill · confidence 0.70 Martin Hutzenthaler
  • 1107.2773 #2 · backfill · confidence 0.70 Martin Hutzenthaler
  • 1105.0226 #1 · backfill · confidence 0.70 Martin Hutzenthaler
  • 1104.1060 #1 · backfill · confidence 0.70 Martin Hutzenthaler
  • 1010.3756 #1 · backfill · confidence 0.70 Martin Hutzenthaler
  • 0912.2609 #1 · backfill · confidence 0.70 Martin Hutzenthaler
  • 0807.4038 #1 · backfill · confidence 0.70 Martin Hutzenthaler
  • 0802.3145 #1 · backfill · confidence 0.70 Martin Hutzenthaler
  • 0706.3852 #2 · backfill · confidence 0.70 Martin Hutzenthaler

Frequent Coauthors