Arnulf Jentzen

Arnulf Jentzen publication distribution in Mathematics in 2026

The chart shows the distribution of publications by all Research.com ranked scientists in the field of Mathematics in 2026. The highlighted bar marks where Arnulf Jentzen sits on this spectrum.

Arnulf Jentzen D-index placement in Mathematics in 2026

The chart shows the D-index (discipline H-index) distribution of Mathematics scientists ranked by Research.com in 2026. The highlighted bar marks where Arnulf Jentzen sits on this spectrum.

Overview

Best Publications

• Solving high-dimensional partial differential equations using deep learning

  Jiequn Han;Arnulf Jentzen;Weinan E

  1751
  Citations

• Deep Learning-Based Numerical Methods for High-Dimensional Parabolic Partial Differential Equations and Backward Stochastic Differential Equations

  Weinan E;Weinan E;Jiequn Han;Arnulf Jentzen

  846
  Citations

• Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients

  Martin Hutzenthaler;Arnulf Jentzen;Peter E. Kloeden

  496
  Citations

• Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients

  Martin Hutzenthaler;Arnulf Jentzen;Peter E. Kloeden

  481
  Citations

• Machine Learning Approximation Algorithms for High-Dimensional Fully Nonlinear Partial Differential Equations and Second-order Backward Stochastic Differential Equations

  Christian Beck;Weinan E;Arnulf Jentzen

  325
  Citations

• Numerical Approximations of Stochastic Differential Equations With Non-globally Lipschitz Continuous Coefficients

  Martin Hutzenthaler;Arnulf Jentzen

  273
  Citations

• A proof that artificial neural networks overcome the curse of dimensionality in the numerical approximation of Black-Scholes partial differential equations

  Philipp Grohs;Fabian Hornung;Arnulf Jentzen;Philippe von Wurstemberger

  235
  Citations

• Analysis of the generalization error: Empirical risk minimization over deep artificial neural networks overcomes the curse of dimensionality in the numerical approximation of Black-Scholes partial differential equations

  Julius Berner;Philipp Grohs;Arnulf Jentzen

  234
  Citations

• A proof that rectified deep neural networks overcome the curse of dimensionality in the numerical approximation of semilinear heat equations

  Martin Hutzenthaler;Arnulf Jentzen;Arnulf Jentzen;Thomas Kruse;Tuan Anh Nguyen

  221
  Citations

• The Numerical Approximation of Stochastic Partial Differential Equations

  A. Jentzen;P. E. Kloeden

  197
  Citations

• Taylor Approximations for Stochastic Partial Differential Equations

  Arnulf Jentzen;Peter E. Kloeden

  189
  Citations

• Overcoming the order barrier in the numerical approximation of stochastic partial differential equations with additive space–time noise

  Arnulf Jentzen;Peter E Kloeden

  185
  Citations

• On a perturbation theory and on strong convergence rates for stochastic ordinary and partial differential equations with non-globally monotone coefficients

  Martin Hutzenthaler;Arnulf Jentzen

  165
  Citations

• Deep Splitting Method for Parabolic PDEs

  Christian Beck;Sebastian Becker;Patrick Cheridito;Arnulf Jentzen

  155
  Citations

• Solving stochastic differential equations and Kolmogorov equations by means of deep learning.

  Christian Beck;Sebastian Becker;Philipp Grohs;Nor Jaafari

  153
  Citations

• Algorithms for Solving High Dimensional PDEs: From Nonlinear Monte Carlo to Machine Learning.

  Weinan E;Jiequn Han;Arnulf Jentzen

  147
  Citations

• A proof that deep artificial neural networks overcome the curse of dimensionality in the numerical approximation of Kolmogorov partial differential equations with constant diffusion and nonlinear drift coefficients

  Arnulf Jentzen;Diyora Salimova;Timo Welti

  143
  Citations

• DNN Expression Rate Analysis of High-Dimensional PDEs: Application to Option Pricing

  Dennis Elbrächter;Philipp Grohs;Philipp Grohs;Arnulf Jentzen;Arnulf Jentzen;Christoph Schwab

  128
  Citations

• Deep Optimal Stopping

  Sebastian Becker;Patrick Cheridito;Arnulf Jentzen

  127
  Citations

• Regularity analysis for stochastic partial differential equations with nonlinear multiplicative trace class noise

  Arnulf Jentzen;Michael Röckner;Michael Röckner

  121
  Citations

• On multilevel Picard numerical approximations for high-dimensional nonlinear parabolic partial differential equations and high-dimensional nonlinear backward stochastic differential equations

  Weinan E;Martin Hutzenthaler;Arnulf Jentzen;Thomas Kruse

  108
  Citations

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

  Weinan E;Martin Hutzenthaler;Arnulf Jentzen;Thomas Kruse

  104
  Citations

• Strong convergence of an explicit numerical method for SDEs with non-globally Lipschitz

  Arnulf Jentzen;Peter E. Kloeden

  0
  Citations