Arnulf Jentzen

109 papers and 3.7k indexed citations i.

Arnulf Jentzen has authored 109 papers that have received a total of 3.7k indexed citations. This includes 69 papers in Finance, 27 papers in Statistical and Nonlinear Physics and 25 papers in Computational Theory and Mathematics. The topics of these papers are Stochastic processes and financial applications (69 papers), Model Reduction and Neural Networks (24 papers) and Advanced Mathematical Modeling in Engineering (22 papers). Arnulf Jentzen is often cited by papers focused on Stochastic processes and financial applications (69 papers), Model Reduction and Neural Networks (24 papers) and Advanced Mathematical Modeling in Engineering (22 papers) and collaborates with scholars based in Germany, Switzerland and China. Arnulf Jentzen's co-authors include Martin Hutzenthaler, Peter E. Kloeden, Patrick Cheridito, S. Becker and Christian Beck and has published in prestigious journals such as Proceedings of the National Academy of Sciences, IEEE Transactions on Automatic Control and Mathematics of Computation