Research area C: Models and Approximations
Unit C1: Evolution and asymptotics
Unit C4: Geometry-based modelling, approximation, and reduction
• Mathematische Theorie zu Tiefem Lernen online
$\bullet $ A. Jentzen, B. Kuckuck, T. Müller-Gronbach, and L. Yaroslavtseva. Counterexamples to local Lipschitz and local Hölder continuity with respect to the initial values for additive noise driven SDEs with smooth drift coefficient functions with at most polynomially growing derivatives. arXiv e-prints, January 2020. arXiv:2001.03472.