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Fakultät für Mathematik
Anschrift
Thea-Leymann-Str. 9
45127 Essen
Raum
WSC-W-3.21

Funktionen

  • Professor/in, Mathematik / Campus Essen

Die folgenden Publikationen sind in der Online-Universitätsbibliographie der Universität Duisburg-Essen verzeichnet. Weitere Informationen finden Sie gegebenenfalls auch auf den persönlichen Webseiten der Person.

    Artikel in Zeitschriften

  • Hutzenthaler, Martin; Pieper, Daniel
    Differentiability of semigroups of stochastic differential equations with Hölder-continuous diffusion coefficients
    In: ALEA: Latin American Journal of Probability and Mathematical Statistics Jg. 18 (2021) Nr. 1, S. 309 - 324
    ISSN: 1980-0436
  • Hutzenthaler, Martin; Kruse, Thomas
    Multilevel picard approximations of high-dimensional semilinear parabolic differential equations with gradient-dependent nonlinearities
    In: SIAM Journal on Numerical Analysis Jg. 58 (2020) Nr. 2, S. 929 - 961
    ISSN: 0036-1429; 1095-7170; 0887-459X
  • Becker, Sebastian; Braunwarth, Ramon; Hutzenthaler, Martin; Jentzen, Arnulf; von Wurstemberger, Philippe
    Numerical Simulations for Full History Recursive Multilevel Picard Approximations for Systems of High-Dimensional Partial Differential Equations
    In: Communications in Computational Physics Jg. 28 (2020) Nr. 5, S. 2109 - 2138
    ISSN: 1815-2406; 1991-7120
  • Hutzenthaler, Martin; Jentzen, Arnulf
    On a perturbation theory and on strong convergence rates for stochastic ordinary and partial differential equations with nonglobally monotone coefficients
    In: Annals of Probability Jg. 48 (2020) Nr. 1, S. 53 - 93
    ISSN: 2168-894X; 0091-1798
  • Hutzenthaler, Martin; Jentzen, Arnulf; Wurstemberger, von Wurstemberger
    Overcoming the curse of dimensionality in the approximative pricing of financial derivatives with default risks
    In: Electronic Journal of Probability Jg. 25 (2020) S. 101
    ISSN: 1083-6489
  • Hutzenthaler, Martin; Jentzen, Arnulf; Wurstemberger, Philippe von
    Overcoming the curse of dimensionality in the approximative pricing of financial derivatives with default risks
    In: Electronic Journal of Probability Jg. 25 (2020) S. 101
    ISSN: 1083-6489
  • Beck, Christian; Hornung, Fabian; Hutzenthaler, Martin; Jentzen, Arnulf; Kruse, Thomas
    Overcoming the curse of dimensionality in the numerical approximation of Allen-Cahn partial differential equations via truncated full-history recursive multilevel Picard approximations
    In: Journal of Numerical Mathematics Jg. 28 (2020) Nr. 4, S. 197 - 222
    ISSN: 1570-2820; 1569-3953; 0928-0200
  • Hutzenthaler, Martin; Jentzen, Arnulf; Kruse, Thomas; Anh Nguyen, Tuan; von Wurstemberger, Philippe
    Overcoming the curse of dimensionality in the numerical approximation of semilinear parabolic partial differential equations : Overcoming the curse of dimensionality
    In: Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences Jg. 476 (2020) Nr. 2244, S. 20200072
    ISSN: 1471-2946; 1364-5021; 0962-8444
  • Hutzenthaler, Martin; Pieper, Daniel
    Propagation of chaos and the many-demes limit for weakly interacting diffusions in the sparse regime
    In: The Annals of Applied Probability Jg. 30 (2020) Nr. 5, S. 2311 - 2354
    ISSN: 1050-5164; 2168-8737
  • Weinan, E.; Hutzenthaler, Martin; Jentzen, Arnulf; Kruse, Thomas
    On Multilevel Picard Numerical Approximations for High-Dimensional Nonlinear Parabolic Partial Differential Equations and High-Dimensional Nonlinear Backward Stochastic Differential Equations
    In: Journal of Scientific Computing (2019)
    ISSN: 0885-7474
  • Hutzenthaler, Martin; Winter, Anita
    Zufällige Strukturen in der Evolutionsbiologie : Ohne Zufall keine Evolution
    In: Unikate: Berichte aus Forschung und Lehre (2019) Nr. 53: Mathematik - Herausforderung des Nichtlinearen, S. 79 - 88
    ISBN: 978-3-934359-53-6 ISSN: 0944-6060; 1869-3881
  • Hutzenthaler, Martin; Jentzen, Arnulf; Wang, Xiaojie
    Exponential integrability properties of numerical approximation processes for nonlinear stochastic differential equations
    In: Mathematics of Computation Jg. 87 (2018) Nr. 311, S. 1353 - 1413
    ISSN: 1088-6842; 0025-5718
  • Hutzenthaler, Martin; Jentzen, Arnulf; Salimova, Diyora
    Strong convergence of full-discrete nonlinearity-truncated accelerated exponential Euler-type approximations for stochastic Kuramoto-Sivashinsky equations
    In: Communications in Mathematical Sciences Jg. 16 (2018) Nr. 6, S. 1489 - 1529
    ISSN: 1945-0796; 1539-6746
  • Hutzenthaler, Martin; Jordan, Felix; Metzler, Dirk
    Altruistic defense traits in structured populations
    In: De.arxiv.org Jg. 2015 (2015) S. 1505.02154
  • Hairer, Martin; Hutzenthaler, Martin; Jentzen, Arnulf
    Loss of regularity for Kolmogorov equations
    In: The annals of probability Jg. 43 (2015) Nr. 2, S. 468 - 527
    ISSN: 2168-894X; 0091-1798
  • Hutzenthaler, Martin; Jentzen, Arnulf
    Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients
    In: Memoirs of the American Mathematical Society Jg. 236 (2015) Nr. 1112,
    ISSN: 1947-6221
  • Hutzenthaler, Martin; Pfaffelhuber, Peter
    Stochastic averaging for multiscale Markov processes with an application to branching random walk in random environment
    In: De.arxiv.org Jg. 2015 (2015) S. 1504.01508
  • Cox, Sonja; Hutzenthaler, Martin; Jentzen, Arnulf
    Local Lipschitz continuity in the initial value and strong completeness for nonlinear stochastic differential equations
    In: De.arxiv.org Jg. 2014 (2014) S. 1309.5595
  • Hutzenthaler, Martin; Jentzen, Arnulf
    On a perturbation theory and on strong convergence rates for stochastic ordinary and partial differential equations with non-globally monotone coefficients
    In: De.arxiv.org Jg. 2014 (2014) S. 1401.0295
  • Hutzenthaler, Martin; Jentzen, Arnulf; Noll, Marco
    Strong convergence rates and temporal regularity for Cox-Ingersoll-Ross processes and Bessel processes with accessible boundaries
    In: De.arxiv.org Jg. 2014 (2014) S. 1403.6385
  • Hutzenthaler, Martin; Jentzen, Arnulf; Kloeden, Peter E.
    Divergence of the multilevel Monte Carlo Euler method for nonlinear stochastic differential equations
    In: The annals of applied probability Jg. 23 (2013) Nr. 5, S. 1913 - 1966
  • Wittmann, Meike J.; Metzler, Dirk; Hutzenthaler, Martin; Gabriel, Wilfried
    Ecological and genetic effects of introduced species on their native competitors
    In: Theoretical population biology : TPB Jg. 84 (2013) S. 25 - 35
    ISSN: 1096-0325
  • Hutzenthaler, Martin
    Interacting diffusions and trees of excursions : convergence and comparison
    In: Electronic journal of probability : EJP Jg. 17 (2012) Nr. paper no. 71,
    ISSN: 1083-6489
  • Hoffmann, Dieter; Protzer, Ulrike; Menzel, Helge; Umgelter, Andreas; Panning, Marcus; Seebach, Judith; Hutzenthaler, Martin
    Norovirus GII.4 and GII.7 capsid sequences undergo positive selection in chronically infected patients
    In: Infection, genetics and evolution Jg. 12 (2012) Nr. 2, S. 461 - 466
    ISSN: 1567-7257
  • Hutzenthaler, Martin; Jentzen, Arnulf; Kloeden, Peter E.
    Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients
    In: The annals of applied probability Jg. 22 (2012) Nr. 4, S. 1611 - 1641
  • Hutzenthaler, Martin; Jentzen, Arnulf
    Convergence of the Stochastic Euler Scheme for Locally Lipschitz Coefficients
    In: Foundations of computational mathematics Jg. 11 (2011) Nr. 6, S. 657 - 706
    ISSN: 1615-3383
  • Hutzenthaler, Martin; Jentzen, Arnulf; Kloeden, Peter E.
    Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients
    In: Proceedings of the Royal Society of London. Series A Jg. 467 (2011) Nr. 2130, S. 1563 - 1576
    ISSN: 1471-2946
  • Hutzenthaler, Martin
    Supercritical branching diffusions in random environment
    In: Electronic communications in probability : ECP Jg. 16 (2011) Nr. paper no. 69, S. 781 - 791
    ISSN: 1083-589X
  • Hutzenthaler, Martin; Taylor, Jesse Earl
    Time reversal of some stationary jump diffusion processes from population genetics
    In: Advances in applied probability Jg. 42 (2010) Nr. 4, S. 1147 - 1171
    ISSN: 1475-6064
  • Hutzenthaler, Martin; Etheridge, A.M.; Berestycki, Julien
    Survival, Extinction and Ergodicity in a Spatially Continuous Population Model
    In: Markov Processes and Related Fields Jg. 15 (2009) Nr. 3, S. 265 - 288
    ISSN: 1024-2953
  • Hutzenthaler, Martin
    The Virgin Island Model
    In: Electronic journal of probability : EJP Jg. 14 (2009) Nr. paper no. 39, S. 1117 - 1161
    ISSN: 1083-6489
  • Hutzenthaler, Martin; Wakolbinger, Anton
    Ergodic Behavior of Locally Regulated Branching Populations
    In: The annals of applied probability Jg. 17 (2007) Nr. 2, S. 474 - 501
  • Hutzenthaler, Martin; Alkemper, Roland
    Graphical representation of some duality relations in stochastic population models
    In: Electronic communications in probability : ECP Jg. 12 (2007) Nr. paper no. 21, S. 206 - 220
    ISSN: 1083-589X