Thomas Kruse

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

E Weinan, Martin Hutzenthaler, Arnulf Jentzen et al. · Journal of Scientific Computing · 2019 · 133 citations · Full text

Numerical Analysis, Natural Sciences, Semi-implicit Method +6

BSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration

Thomas Kruse, Alexandre Popier · Stochastics · 2015 · 87 citations · Full text

Engineering, Physics, Poisson Random Measure +11

BSDEs with Singular Terminal Condition and a Control Problem with Constraints

Stefan Ankirchner, Monique Jeanblanc, Thomas Kruse · SIAM Journal on Control and Optimization · 2014 · 71 citations

Mathematical Programming, Singular Terminal Condition, Engineering +16

Optimal Control of an Epidemic through Social Distancing

Thomas Kruse, Philipp Strack · SSRN Electronic Journal · 2020 · 63 citations · Full text

Overcoming the curse of dimensionality in the numerical approximation of Allen–Cahn partial differential equations via truncated full-history recursive multilevel Picard approximations

Christian Beck, Fabian Hornung, Martin Hutzenthaler et al. · Journal of Numerical Mathematics · 2020 · 45 citations · Full text