Timo Welti
Timo Welti
Bestätigte E-Mail-Adresse bei sam.math.ethz.ch - Startseite
Titel
Zitiert von
Zitiert von
Jahr
A proof that deep artificial neural networks overcome the curse of dimensionality in the numerical approximation of Kolmogorov partial differential equations with constant …
A Jentzen, D Salimova, T Welti
arXiv preprint arXiv:1809.07321, 2018
652018
Solving high-dimensional optimal stopping problems using deep learning
S Becker, P Cheridito, A Jentzen, T Welti
European Journal of Applied Mathematics 32 (3), 470-514, 2021
352021
Convergence in Hölder norms with applications to Monte Carlo methods in infinite dimensions
S Cox, M Hutzenthaler, A Jentzen, J van Neerven, T Welti
IMA Journal of Numerical Analysis 41 (1), 493-548, 2021
272021
Strong convergence for explicit space–time discrete numerical approximation methods for stochastic Burgers equations
A Jentzen, D Salimova, T Welti
Journal of Mathematical Analysis and Applications 469 (2), 661-704, 2019
222019
Weak convergence rates for spatial spectral Galerkin approximations of semilinear stochastic wave equations with multiplicative noise
LJ de Naurois, A Jentzen, T Welti
arXiv preprint arXiv:1508.05168, 2015
19*2015
Generalised multilevel Picard approximations
MB Giles, A Jentzen, T Welti
arXiv preprint arXiv:1911.03188, 2019
172019
On the differentiability of solutions of stochastic evolution equations with respect to their initial values
A Andersson, A Jentzen, R Kurniawan, T Welti
Nonlinear Analysis 162, 128-161, 2017
112017
Overall error analysis for the training of deep neural networks via stochastic gradient descent with random initialisation
A Jentzen, T Welti
arXiv preprint arXiv:2003.01291, 2020
92020
Lower bounds for weak approximation errors for spatial spectral Galerkin approximations of stochastic wave equations
LJ de Naurois, A Jentzen, T Welti
International Conference on Stochastic Partial Differential Equations and …, 2016
72016
Proof that deep artificial neural networks overcome the curse of dimensionality in the numerical approximation of Kolmogorov partial differential equations with constant …
A Jentzen, D Salimova, T Welti
Communications in Mathematical Sciences 19 (5), 1167-1205, 2021
22021
High-dimensional Stochastic Approximation: Algorithms and Convergence Rates
T Welti
ETH Zurich, 2020
12020
On approximation algorithms for stochastic ordinary differential equations (SDEs) and stochastic partial differential equations (SPDEs)
A Jentzen, G Da Prato, E Weinan, M Gerencsér, M Hairer, M Hefter, ...
Workshop on Infinite Dimensional Probability, King's College London, 2017
2017
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