The following pages link to (Q2803233):
Displayed 21 items.
- Solving high-dimensional Hamilton-Jacobi-Bellman PDEs using neural networks: perspectives from the theory of controlled diffusions and measures on path space (Q825596) (← links)
- A transformed stochastic Euler scheme for multidimensional transmission PDE (Q2029425) (← links)
- An adaptive time-stepping method based on a posteriori weak error analysis for large SDE systems (Q2055987) (← links)
- Variance reduction for additive functionals of Markov chains via martingale representations (Q2114045) (← links)
- Variance reduction for Markov chains with application to MCMC (Q2195839) (← links)
- Global sensitivity analysis for models described by stochastic differential equations (Q2195959) (← links)
- Controlled sequential Monte Carlo (Q2215764) (← links)
- Multilevel Monte Carlo for computing the SCR with the standard formula and other stress tests (Q2234762) (← links)
- An implementation of Milstein's method for general bounded diffusions (Q2311990) (← links)
- Hybrid PDE solver for data-driven problems and modern branching (Q3133609) (← links)
- A class of finite-dimensional numerically solvable McKean-Vlasov control problems (Q4967867) (← links)
- Variance Reduction for Dependent Sequences with Applications to Stochastic Gradient MCMC (Q4995114) (← links)
- Sequential convex programming for non-linear stochastic optimal control (Q5043060) (← links)
- Stochastic Methods for Solving High-Dimensional Partial Differential Equations (Q5117925) (← links)
- A posteriori error analysis and adaptivity for high-dimensional elliptic and parabolic boundary value problems (Q6044435) (← links)
- Three ways to solve partial differential equations with neural networks — A review (Q6068232) (← links)
- Uniform strong and weak error estimates for numerical schemes applied to multiscale SDEs in a Smoluchowski-Kramers diffusion approximation regime (Q6075446) (← links)
- Weak variable step-size schemes for stochastic differential equations based on controlling conditional moments (Q6106936) (← links)
- A probabilistic reduced basis method for parameter-dependent problems (Q6126536) (← links)
- How many inner simulations to compute conditional expectations with least-square Monte Carlo? (Q6176176) (← links)
- Uniform error bounds for numerical schemes applied to multiscale SDEs in a Wong-Zakai diffusion approximation regime (Q6192520) (← links)