Timo Welti

Publication Activity (10 Years)

Years Active: 2018-2023
Publications (10 Years): 5

Top Topics

Optimal Stopping

Top Venues

Publications

Arnulf Jentzen, Timo Welti
Overall error analysis for the training of deep neural networks via stochastic gradient descent with random initialisation. Appl. Math. Comput. 455 (2023)
Arnulf Jentzen, Timo Welti
Overall error analysis for the training of deep neural networks via stochastic gradient descent with random initialisation. CoRR (2020)
Sebastian Becker, Patrick Cheridito, Arnulf Jentzen, Timo Welti
Solving high-dimensional optimal stopping problems using deep learning. CoRR (2019)
Michael B. Giles, Arnulf Jentzen, Timo Welti
Generalised multilevel Picard approximations. CoRR (2019)
Arnulf Jentzen, Diyora Salimova, Timo Welti
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. CoRR (2018)