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Deep splitting method for parabolic PDEs.

, , , , и . CoRR, (2019)

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Yves Cheridito

Patrick Pfeffer

Optimiertes Design kombinatorischer Verbindungsbibliotheken durch genetische Algorithmen und deren Bewertung anhand wissensbasierter Protein-Ligand-Bindungsprofile. Uni Marburg, (2009)

Patrick Hansen

Entwicklung eines energetischen Sanierungsmodells für den europäischen Wohngebäudesektor unter dem Aspekt der Erstellung von Szenarien für Energie- und Co_1tn2-Einsparpotenziale bis 2030. Uni Siegen, (2009)

Patrick Saur

Patrick Heinze

 

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Equilibrium Pricing in Incomplete Markets Under Translation Invariant Preferences., , , и . Math. Oper. Res., 41 (1): 174-195 (2016)Coherent and convex monetary risk measures for unbounded càdlàg processes., , и . Finance and Stochastics, 9 (3): 369-387 (2005)A proof of convergence for gradient descent in the training of artificial neural networks for constant target functions., , , и . J. Complex., (2022)Gaussian moving averages, semimartingales and option pricing. Stochastic Processes and their Applications, 109 (1): 47--68 (января 2004)Efficient Sobolev approximation of linear parabolic PDEs in high dimensions., и . CoRR, (2023)Computation of conditional expectations with guarantees., и . CoRR, (2021)A proof of convergence for gradient descent in the training of artificial neural networks for constant target functions., , , и . CoRR, (2021)An efficient Monte Carlo scheme for Zakai equations., , , , и . CoRR, (2022)Non-convergence of stochastic gradient descent in the training of deep neural networks., , и . J. Complex., (2021)Market price of risk specifications for affine models: Theory and evidence, , и . Journal of Financial Economics, 83 (1): 123--170 (января 2007)