Person:379048

Available identifiers

zbMath Open szpruch.lukaszMaRDI QIDQ379048

List of research outcomes

Publication	Date of Publication	Type
Sig‐Wasserstein GANs for conditional time series generation	2024-03-14	Paper
Optimal Scheduling of Entropy Regularizer for Continuous-Time Linear-Quadratic Reinforcement Learning	2024-01-19	Paper
Multi-index antithetic stochastic gradient algorithm	2023-07-18	Paper
Entropic mean-field min-max problems via Best Response and Fisher-Rao flows	2023-06-05	Paper
Polyak-Łojasiewicz inequality on the space of measures and convergence of mean-field birth-death processes	2023-04-03	Paper
Weak quantitative propagation of chaos via differential calculus on the space of measures	2022-09-05	Paper
Unbiased Deep Solvers for Linear Parametric PDEs	2022-07-26	Paper
Decaying derivative estimates for functions of solutions to non-autonomous SDEs	2022-07-26	Paper
Polyak-\L ojasiewicz inequality on the space of measures and convergence of mean-field birth-death processes	2022-06-06	Paper
Mean-field Langevin dynamics and energy landscape of neural networks	2022-02-25	Paper
Antithetic multilevel sampling method for nonlinear functionals of measure	2021-11-04	Paper
A modified MSA for stochastic control problems	2021-10-19	Paper
McKean-Vlasov SDEs under measure dependent Lyapunov conditions	2021-07-23	Paper
Weak existence and uniqueness for McKean-Vlasov SDEs with common noise	2021-07-02	Paper
Nonasymptotic bounds for sampling algorithms without log-concavity	2021-03-18	Paper
Exponential Convergence and Stability of Howard's Policy Improvement Algorithm for Controlled Diffusions	2020-05-26	Paper
Multi-level Monte Carlo methods for the approximation of invariant measures of stochastic differential equations	2020-02-26	Paper
On the geometry of Stein variational gradient descent	2019-12-02	Paper
Iterative multilevel particle approximation for McKean-Vlasov SDEs	2019-10-22	Paper
Iterative Multilevel density estimation for McKean-Vlasov SDEs via projections	2019-09-25	Paper
Weak Existence and Uniqueness for McKean-Vlasov SDEs with Common Noise	2019-08-02	Paper
New particle representations for ergodic McKean-Vlasov SDEs	2019-07-11	Paper
An Adaptive Euler--Maruyama Scheme for Stochastic Differential Equations with Discontinuous Drift and its Convergence Analysis	2019-02-20	Paper
Convergence and qualitative properties of modified explicit schemes for BSDEs with polynomial growth	2018-11-07	Paper
$V$-integrability, asymptotic stability and comparison property of explicit numerical schemes for non-linear SDEs	2018-01-12	Paper
An Euler-type method for the strong approximation of the Cox–Ingersoll–Ross process	2017-06-07	Paper
Iterative Particle Approximation for McKean-Vlasov SDEs with application to Multilevel Monte Carlo estimation	2017-06-03	Paper
Full-Projection explicit FBSDE scheme for parabolic PDEs with superlinear nonlinearities	2016-11-30	Paper
Multilevel Monte Carlo for Scalable Bayesian Computations	2016-09-15	Paper
Convergence and qualitative properties of modified explicit schemes for BSDEs with polynomial growth	2016-07-22	Paper
Time discretization of FBSDE with polynomial growth drivers and reaction-diffusion PDEs	2015-10-20	Paper
Antithetic Multilevel Monte Carlo Estimation for Multidimensional SDEs	2014-10-31	Paper
First order strong approximations of scalar SDEs defined in a domain	2014-09-09	Paper
Antithetic multilevel Monte Carlo estimation for multi-dimensional SDEs without Lévy area simulation	2014-08-06	Paper
Strong convergence rates for backward Euler–Maruyama method for non-linear dissipative-type stochastic differential equations with super-linear diffusion coefficients	2014-04-25	Paper
Convergence, nonnegativity and stability of a new Milstein scheme with applications to finance	2013-11-12	Paper
$V$-Integrability, Asymptotic Stability And Comparison Theorem of Explicit Numerical Schemes for SDEs	2013-10-02	Paper
Multilevel Monte Carlo methods for applications in finance	2013-09-24	Paper
A limit order book model for latency arbitrage	2013-02-26	Paper
Strong convergence and stability of implicit numerical methods for stochastic differential equations with non-globally Lipschitz continuous coefficients	2012-11-09	Paper
On Markovian solutions to Markov chain BSDEs	2012-09-14	Paper
Numerical simulation of a strongly nonlinear Ait-Sahalia-type interest rate model	2011-08-02	Paper
Hybrid simulation of autoregulation within transcription and translation	2011-05-04	Paper
Almost sure exponential stability of numerical solutions for stochastic delay differential equations	2010-07-02	Paper
Comparing Hitting Time Behavior of Markov Jump Processes and Their Diffusion Approximations	2010-06-10	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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This page was built for person: Lukasz Szpruch