Concepedia

Ariel Neufeld

AN

Statistics

Publications

10

Citations

461

H-Index

10

Active since

2013

Affiliations

ETH Zurich(Current)

Nanyang Technological University

Columbia University

Ariel Neufeld is an author at ETH Zurich specializing in probability theory, asset pricing, and engineering.

ORCID

Top concepts

Publications per year

2013–2022

10

Publications

10

Deep Splitting Method for Parabolic PDEs

Christian Beck, S. Becker, Patrick Cheridito et al. · SIAM Journal on Scientific Computing · 2021 · 130 citations · Full text

Superreplication under volatility uncertainty for measurable claims

Ariel Neufeld, Marcel Nutz · Electronic Journal of Probability · 2013 · 97 citations · Full text

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Nonlinear Lévy processes and their characteristics

Ariel Neufeld, Marcel Nutz · Transactions of the American Mathematical Society · 2015 · 71 citations

Measurability of semimartingale characteristics with respect to the probability law

Ariel Neufeld, Marcel Nutz · Stochastic Processes and their Applications · 2014 · 53 citations

, , +7

Strong error analysis for stochastic gradient descent optimization algorithms

Arnulf Jentzen, Benno Kuckuck, Ariel Neufeld et al. · IMA Journal of Numerical Analysis · 2019 · 46 citations · Full text

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