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Thomas Kruse
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2020 – today
- 2024
- [j14]Julia Ackermann
, Thomas Kruse
Self-exciting price impact via negative resilience in stochastic order books. Ann. Oper. Res. 336(1-2): 637-659 (2024) - [j13]Thomas Kruse
Optimal Dynamic Control of an Epidemic. Oper. Res. 72(3): 1031-1048 (2024) - 2023
- [j12]Martin Hutzenthaler, Arnulf Jentzen, Thomas Kruse, Tuan Anh Nguyen:
Overcoming the curse of dimensionality in the numerical approximation of backward stochastic differential equations. J. Num. Math. 31(1): 1-28 (2023) - [i7]Julia Ackermann, Arnulf Jentzen, Thomas Kruse, Benno Kuckuck, Joshua Lee Padgett:
Deep neural networks with ReLU, leaky ReLU, and softplus activation provably overcome the curse of dimensionality for Kolmogorov partial differential equations with Lipschitz nonlinearities in the Lp-sense. CoRR abs/2309.13722 (2023) - 2022
- [j11]Martin Hutzenthaler, Arnulf Jentzen
Overcoming the Curse of Dimensionality in the Numerical Approximation of Parabolic Partial Differential Equations with Gradient-Dependent Nonlinearities. Found. Comput. Math. 22(4): 905-966 (2022) - 2021
- [j10]Thomas Kruse
A Toolkit for Robust Risk Assessment Using F-Divergences. Manag. Sci. 67(10): 6529-6552 (2021) - [j9]Julia Ackermann
Optimal Trade Execution in an Order Book Model with Stochastic Liquidity Parameters. SIAM J. Financial Math. 12(2): 788-822 (2021) - [i6]Martin Hutzenthaler, Thomas Kruse, Tuan Anh Nguyen:
Multilevel Picard approximations for McKean-Vlasov stochastic differential equations. CoRR abs/2103.10870 (2021) - [i5]Martin Hutzenthaler, Arnulf Jentzen, Thomas Kruse, Tuan Anh Nguyen:
Overcoming the curse of dimensionality in the numerical approximation of backward stochastic differential equations. CoRR abs/2108.10602 (2021) - 2020
- [j8]Christian Beck
Overcoming the curse of dimensionality in the numerical approximation of Allen-Cahn partial differential equations via truncated full-history recursive multilevel Picard approximations. J. Num. Math. 28(4): 197-222 (2020) - [j7]Martin Hutzenthaler
Multilevel Picard Approximations of High-Dimensional Semilinear Parabolic Differential Equations with Gradient-Dependent Nonlinearities. SIAM J. Numer. Anal. 58(2): 929-961 (2020) - [i4]Martin Hutzenthaler, Arnulf Jentzen, Thomas Kruse, Tuan Anh Nguyen:
Multilevel Picard approximations for high-dimensional semilinear second-order PDEs with Lipschitz nonlinearities. CoRR abs/2009.02484 (2020) - [i3]Christian Beck
Nonlinear Monte Carlo methods with polynomial runtime for high-dimensional iterated nested expectations. CoRR abs/2009.13989 (2020)
2010 – 2019
- 2019
- [j6]Thomas Kruse
Technical Note - The Joint Impact of F-Divergences and Reference Models on the Contents of Uncertainty Sets. Oper. Res. 67(2): 428-435 (2019) - [j5]Weinan E, Martin Hutzenthaler
On Multilevel Picard Numerical Approximations for High-Dimensional Nonlinear Parabolic Partial Differential Equations and High-Dimensional Nonlinear Backward Stochastic Differential Equations. J. Sci. Comput. 79(3): 1534-1571 (2019) - [j4]Thomas Kruse, Philipp Strack
An Inverse Optimal Stopping Problem for Diffusion Processes. Math. Oper. Res. 44(2): 423-439 (2019) - [i2]Christian Beck
Overcoming the curse of dimensionality in the numerical approximation of Allen-Cahn partial differential equations via truncated full-history recursive multilevel Picard approximations. CoRR abs/1907.06729 (2019) - [i1]Martin Hutzenthaler, Arnulf Jentzen, Thomas Kruse:
Overcoming the curse of dimensionality in the numerical approximation of parabolic partial differential equations with gradient-dependent nonlinearities. CoRR abs/1912.02571 (2019) - 2016
- [c12]Bogdan-Andrei Tabacaru, Moomen Chaari, Wolfgang Ecker, Thomas Kruse, Cristiano Novello:
Efficient Checkpointing-Based Safety-Verification Flow Using Compiled-Code Simulation. DSD 2016: 364-371 - [c11]Moomen Chaari, Wolfgang Ecker, Thomas Kruse, Cristiano Novello, Bogdan-Andrei Tabacaru:
Transformation of Failure Propagation Models into Fault Trees for Safety Evaluation Purposes. DSN Workshops 2016: 226-229 - [c10]Bogdan-Andrei Tabacaru, Moomen Chaari, Wolfgang Ecker, Thomas Kruse, Cristiano Novello:
Fault-effect analysis on system-level hardware modeling using virtual prototypes. FDL 2016: 1-7 - [c9]Bogdan-Andrei Tabacaru, Moomen Chaari, Wolfgang Ecker, Thomas Kruse, Cristiano Novello:
Gate-Level-Accurate Fault-Effect Analysis at Virtual-Prototype Speed. SAFECOMP Workshops 2016: 144-156 - [c8]Bogdan-Andrei Tabacaru, Moomen Chaari, Wolfgang Ecker, Thomas Kruse, Cristiano Novello:
Speeding up safety verification by fault abstraction and simulation to transaction level. VLSI-SoC 2016: 1-6 - 2015
- [j3]Thomas Kruse, Philipp Strack
Optimal stopping with private information. J. Econ. Theory 159: 702-727 (2015) - [c7]Moomen Chaari, Wolfgang Ecker, Cristiano Novello, Bogdan-Andrei Tabacaru, Thomas Kruse:
A model-based and simulation-assisted FMEDA approach for safety-relevant E/E systems. DAC 2015: 1:1-1:6 - 2014
- [j2]Stefan Ankirchner, Monique Jeanblanc, Thomas Kruse:
BSDEs with Singular Terminal Condition and a Control Problem with Constraints. SIAM J. Control. Optim. 52(2): 893-913 (2014) - [c6]Jan-Hendrik Oetjens, Nico Bannow, Markus Becker, Oliver Bringmann, Andreas Burger, Moomen Chaari, Samarjit Chakraborty
Safety Evaluation of Automotive Electronics Using Virtual Prototypes: State of the Art and Research Challenges. DAC 2014: 113:1-113:6 - 2013
- [j1]Stefan Ankirchner, Peter Kratz, Thomas Kruse:
Hedging Forward Positions: Basis Risk Versus Liquidity Costs. SIAM J. Financial Math. 4(1): 668-696 (2013)
2000 – 2009
- 2007
- [c5]Andreas R. Vedral, Thomas Kruse, Jörg F. Wollert:
Development and performance evaluation of an antenna diversity module for industrial communication based on IEEE 802.15.4. ETFA 2007: 177-186 - 2004
- [c4]Peter Jensen, Wolfgang Ecker, Thomas Kruse, Martin Zambaldi:
SystemVerilog: Interface Based Design. FDL 2004: 505-518 - [c3]Martin Zambaldi, Wolfgang Ecker, Thomas Kruse, Wolfgang Müller:
The Formal Simulation Semantics of SystemVerilog. FDL 2004: 568-578
1990 – 1999
- 1995
- [c2]Stefan Kahlert, Thomas Kruse, Dieter Monjau:
A Formal Semantics for a Graphical Model Representation in System Design. EUROCAST 1995: 217-227 - 1993
- [c1]Wolfgang Glunz, Thomas Kruse, Torsten Rössel, Dieter Monjau:
Integrating SDL and VHDL for System-Level Hardware Design. CHDL 1993: 187-204
Coauthor Index
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last updated on 2024-08-05 20:23 CEST by the dblp team
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