The Citing articles tool gives a list of articles citing the current article. The citing articles come from EDP Sciences database, as well as other publishers participating in CrossRef Cited-by Linking Program. You can set up your personal account to receive an email alert each time this article is cited by a new article (see the menu on the right-hand side of the abstract page).
Christian Beck, Sebastian Becker, Patrick Cheridito, Arnulf Jentzen and Ariel Neufeld SIAM Journal on Scientific Computing 43(5) A3135 (2021) https://doi.org/10.1137/19M1297919
Overcoming the curse of dimensionality in the approximative pricing of financial derivatives with default risks
Martin Hutzenthaler, Arnulf Jentzen and von Wurstemberger Wurstemberger Electronic Journal of Probability 25(none) (2020) https://doi.org/10.1214/20-EJP423
Overcoming the curse of dimensionality in the numerical approximation of semilinear parabolic partial differential equations
Martin Hutzenthaler, Arnulf Jentzen, Thomas Kruse, Tuan Anh Nguyen and Philippe von Wurstemberger Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences 476(2244) (2020) https://doi.org/10.1098/rspa.2019.0630
Machine Learning Approximation Algorithms for High-Dimensional Fully Nonlinear Partial Differential Equations and Second-order Backward Stochastic Differential Equations
Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications
Gonçalo dos Reis and Greig Smith Springer Proceedings in Mathematics & Statistics, Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications 289 221 (2019) https://doi.org/10.1007/978-3-030-22285-7_8
On Multilevel Picard Numerical Approximations for High-Dimensional Nonlinear Parabolic Partial Differential Equations and High-Dimensional Nonlinear Backward Stochastic Differential Equations
An introduction to probabilistic methods with applications
Pierre Del Moral and Nicolas G. Hadjiconstantinou ESAIM: Mathematical Modelling and Numerical Analysis 44(5) 805 (2010) https://doi.org/10.1051/m2an/2010043