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

E. Weinan, Martin Hutzenthaler, Arnulf Jentzen, Thomas Kruse

Research output: Contribution to journalArticlepeer-review

70 Scopus citations

Fingerprint

Dive into the research topics of 'On Multilevel Picard Numerical Approximations for High-Dimensional Nonlinear Parabolic Partial Differential Equations and High-Dimensional Nonlinear Backward Stochastic Differential Equations'. Together they form a unique fingerprint.

Mathematics

Keyphrases