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Results: 4

Authors: Hutzenthaler, Martin Jentzen, Arnulf
Citation: Hutzenthaler, Martin et Jentzen, Arnulf, On a perturbation theory and on strong convergence rates for stochastic ordinary and partial differential equations with nonglobally monotone coefficients, Annals of probability (Online) , 48(1), 2020, pp. 52-93

Authors: Hairer, Martin Hutzenthaler, Martin Jentzen, Arnulf
Citation: Hairer, Martin et al., Loss of regularity for Kolmogorov equations, Annals of probability , 43(2), 2015, pp. 468-527

Authors: Jentzen, Arnulf Kloeden, Peter Winkel, Georg
Citation: Jentzen, Arnulf et al., Efficient simulation of nonlinear parabolic SPDEs with additive noise, Annals of applied probability , 21(3), 2011, pp. 908-950

Authors: Hutzenthaler, Martin Jentzen, Arnulf Kloeden, Peter E.
Citation: Hutzenthaler, Martin et al., Divergence of the multilevel Monte Carlo Euler method for nonlinear stochastic differential equations, Annals of applied probability , 23(5), 2013, pp. 1913-1966
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