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Arnulf Jentzen

Arnulf JentzenArnulf Jentzen is appointed as a Visiting Fellow in the Department of Applied and Computational Mathematics at Princeton University. His research focuses on analytical and numerical aspects of stochastic differential equations with non-globally Lipscitz continuous nonlinearities. Read More Read Less

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1.
A Proof that Artificial Neural Networks Overcome the Curse of Dimensionality in the Numerical Approximation of Black-Scholes Partial Differential Equations24 %
A Proof that Artificial Neural Networks Overcome the Curse of Dimensionality in the Numerical Approximation of Black-Scholes Partial Differential Equations
By: Philipp Grohs, Arnulf Jentzen, Grohs, Philipp, Hornung, Fabian, Jentzen, Arnulf
Publisher: American Mathematical Society
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₹8,246
₹6,267
Binding:
Paperback
Release:
4/7/2023
Language:
English
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2.
Taylor Approximations for Stochastic Partial Differential Equations22 %
Taylor Approximations for Stochastic Partial Differential Equations
By: Arnulf Jentzen, Peter Kloeden
Publisher: Society for Industrial and Applied Mathematics (SIAM)
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₹5,251
₹4,096
Binding:
Paperback
Release:
08 Dec 2011
Language:
English
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3.
Numerical Approximations of Stochastic Differential Equations with Non-Globally Lipschitz Continuous Coefficients32 % NR
Numerical Approximations of Stochastic Differential Equations with Non-Globally Lipschitz Continuous Coefficients
By: Arnulf Jentzen, Martin Hutzenthaler
Publisher: American Mathematical Society
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₹7,810
₹5,311
Binding:
Paperback
Release:
30 Jul 2015
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