On Multilevel Picard Numerical Approximations for High-Dimensional Nonlinear Parabolic Partial Differential Equations and High-Dimensional Nonlinear Backward Stochastic Differential Equations

Thumbnail
Metadata only
Author
Weinan, E.
Hutzenthaler, Martin
Jentzen, Arnulf
Kruse, Thomas
Show all
Date
2019-06
Type
    Journal Article
Publication status
published
External links
Journal / series
Journal of Scientific Computing
Volume
79(3)
Pages / Article No.
1534 - 1571
Publisher
Springer
Subject
Curse of dimensionality; High-dimensional PDEs; High-dimensional nonlinear BSDEs; Multilevel Picard approximations; Multilevel Monte Carlo method
Organisational unit
03951 - Jentzen, Arnulf (ehemalig) / Jentzen, Arnulf (former)  
Related publications and datasets
More
Show all metadata
Citations
Cited 45 times in Web of Science
Cited 52 times in Scopus
ETH Bibliography
yes
Altmetrics