Samuel Herrmann

Available identifiers

zbMath Open herrmann.samuelMaRDI QIDQ210676

List of research outcomes

Publication	Date of Publication	Type
Strong approximation of some particular one-dimensional diffusions	2024-02-20	Paper
Strong approximation of Bessel processes	2023-07-04	Paper
Exact simulation of the first passage time through a given level of jump diffusions	2022-09-29	Paper
Exact simulation of the first passage time through a given level for jump diffusions	2021-06-10	Paper
The walk on moving spheres: a new tool for simulating Brownian motion's exit time from a domain	2021-02-19	Paper
Approximation of exit times for one-dimensional linear diffusion processes	2020-11-07	Paper
Exit problem for Ornstein-Uhlenbeck processes: a random walk approach	2020-06-04	Paper
Exact simulation of first exit times for one-dimensional diffusion processes	2020-05-07	Paper
Exact simulation of diffusion first exit times: algorithm acceleration	2020-04-05	Paper
Exact simulation of the first-passage time of diffusions	2019-07-26	Paper
Exit problem for Ornstein-Uhlenbeck processes: a random walk approach	2019-06-04	Paper
Initial-boundary value problem for the heat equation -- a stochastic algorithm	2018-08-16	Paper
Simulation of hitting times for Bessel processes with non-integer dimension	2017-09-21	Paper
The First-passage Time of the Brownian Motion to a Curved Boundary: an Algorithmic Approach	2016-01-27	Paper
Statistics of transitions for Markov chains with periodic forcing	2015-11-20	Paper
Mean-field limit versus small-noise limit for some interacting particle systems	2014-09-03	Paper
Hitting time for Bessel processes-walk on moving spheres algorithm (WoMS)	2014-01-17	Paper
https://portal.mardi4nfdi.de/entity/Q2872512	2014-01-15	Paper
The walk on moving spheres: a new tool for simulating Brownian motion's exit time from a domain	2014-01-15	Paper
Persistent random walks, variable length Markov chains and piecewise deterministic Markov processes	2013-11-11	Paper
Non-uniqueness of stationary measures for self-stabilizing processes	2013-05-14	Paper
Stationary measures for self-stabilizing processes: asymptotic analysis in the small noise limit	2011-09-09	Paper
FROM PERSISTENT RANDOM WALK TO THE TELEGRAPH NOISE	2010-07-20	Paper
Non-uniqueness of stationary measures for self-stabilizing processes	2010-07-08	Paper
Large deviations and a Kramers' type law for self-stabilizing diffusions	2008-08-20	Paper
Transition times and stochastic resonance for multidimensional diffusions with time periodic drift: a large deviations approach	2007-08-06	Paper
https://portal.mardi4nfdi.de/entity/Q5718844	2006-01-16	Paper
Rate of convergence of some self-attracting diffusions	2005-08-05	Paper
The exit problem for diffusions with time-periodic drift and stochastic resonance	2005-04-29	Paper
BARRIER CROSSINGS CHARACTERIZE STOCHASTIC RESONANCE	2003-11-03	Paper
Système de processus auto-stabilisants	2003-09-09	Paper
Boundedness and convergence of some self-attracting diffusions	2003-03-27	Paper
A singular large deviations phenomenon	2002-09-15	Paper
Phénomène de Peano et grandes déviations	2002-07-29	Paper

Research outcomes over time

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