4. Mathematics
  5. Numerical Analysis

Martin Hutzenthaler

Mathematics – Numerical Analysis

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A short proof and a generalization of the BKR-inequality

Mathematics – Probability
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Branching diffusions in random environment

Mathematics – Probability
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Convergence of the stochastic Euler scheme for locally Lipschitz coefficients

Mathematics – Numerical Analysis
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Divergence of the multilevel Monte Carlo Euler method for nonlinear stochastic differential equations

Mathematics – Probability
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Ergodic behavior of locally regulated branching populations

Mathematics – Probability
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