A proof that rectified deep neural networks overcome the curse of dimensionality in the numerical approximation of semilinear heat equations M Hutzenthaler, A Jentzen, T Kruse, TA Nguyen SN Partial Differential Equations and Applications 1 (2), 1-34, 2020 | 183 | 2020 |
Overcoming the curse of dimensionality in the numerical approximation of semilinear parabolic partial differential equations M Hutzenthaler, A Jentzen, T Kruse, T Anh Nguyen, P von Wurstemberger Proceedings of the Royal Society A 476 (2244), 20190630, 2020 | 123 | 2020 |
BSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration T Kruse, A Popier Stochastics 88 (4), 491-539, 2016 | 100 | 2016 |
On multilevel Picard numerical approximations for high-dimensional nonlinear parabolic partial differential equations and high-dimensional nonlinear backward stochastic … E Weinan, M Hutzenthaler, A Jentzen, T Kruse Journal of Scientific Computing 79 (3), 1534-1571, 2019 | 79 | 2019 |
Optimal control of an epidemic through social distancing T Kruse, P Strack Available at SSRN 3581295, 2020 | 75 | 2020 |
Multilevel Picard iterations for solving smooth semilinear parabolic heat equations M Hutzenthaler, A Jentzen, T Kruse Partial Differential Equations and Applications 2 (6), 1-31, 2021 | 74* | 2021 |
BSDEs with singular terminal condition and a control problem with constraints S Ankirchner, M Jeanblanc, T Kruse SIAM Journal on Control and Optimization 52 (2), 893-913, 2014 | 71 | 2014 |
Optimal stopping with private information T Kruse, P Strack Journal of Economic Theory 159, 702-727, 2015 | 69 | 2015 |
Multilevel Picard Approximations of High-Dimensional Semilinear Parabolic Differential Equations with Gradient-Dependent Nonlinearities M Hutzenthaler, T Kruse SIAM Journal on Numerical Analysis 58 (2), 929-961, 2020 | 58 | 2020 |
Overcoming the curse of dimensionality in the numerical approximation of Allen–Cahn partial differential equations via truncated full-history recursive multilevel Picard … C Beck, F Hornung, M Hutzenthaler, A Jentzen, T Kruse Journal of Numerical Mathematics 28 (4), 197-222, 2020 | 57 | 2020 |
Overcoming the curse of dimensionality in the numerical approximation of parabolic partial differential equations with gradient-dependent nonlinearities M Hutzenthaler, A Jentzen, T Kruse Foundations of Computational Mathematics 22 (4), 905-966, 2022 | 49 | 2022 |
Minimal supersolutions for BSDEs with singular terminal condition and application to optimal position targeting T Kruse, A Popier Stochastic Processes and their Applications 126 (9), 2554-2592, 2016 | 49 | 2016 |
Optimal position targeting with stochastic linear-quadratic costs S Ankirchner, T Kruse Banach Center Publ 104 (1), 9-24, 2015 | 25 | 2015 |
Multilevel Picard approximations for high-dimensional semilinear second-order PDEs with Lipschitz nonlinearities M Hutzenthaler, A Jentzen, T Kruse, TA Nguyen arXiv preprint arXiv:2009.02484, 2020 | 24 | 2020 |
Lp-solution for BSDEs with jumps in the case p<2: Corrections to the paper ‘BSDEs with monotone generator driven by Brownian and Poisson noises in a general … T Kruse, A Popier Stochastics 89 (8), 1201-1227, 2017 | 23 | 2017 |
A verification theorem for optimal stopping problems with expectation constraints S Ankirchner, M Klein, T Kruse Applied Mathematics & Optimization 79, 145-177, 2019 | 18 | 2019 |
Càdlàg semimartingale strategies for optimal trade execution in stochastic order book models J Ackermann, T Kruse, M Urusov Finance and Stochastics 25 (4), 757-810, 2021 | 15 | 2021 |
An inverse optimal stopping problem for diffusion processes T Kruse, P Strack Mathematics of Operations Research 44 (2), 423-439, 2019 | 15* | 2019 |
Numerical approximation of irregular SDEs via Skorokhod embeddings S Ankirchner, T Kruse, M Urusov Journal of Mathematical Analysis and Applications 440 (2), 692-715, 2016 | 15 | 2016 |
Multilevel Picard approximations for McKean-Vlasov stochastic differential equations M Hutzenthaler, T Kruse, TA Nguyen Journal of Mathematical Analysis and Applications 507 (1), 125761, 2022 | 14 | 2022 |