The following pages link to Martin Georg Riedler (Q456198):
Displaying 47 items.
- Integrability and tail estimates for Gaussian rough differential equations (Q359700) (← links)
- Adaptive Galerkin approximation algorithms for Kolmogorov equations in infinite dimensions (Q373235) (← links)
- Convergence to the equilibria for self-stabilizing processes in double-well landscape (Q373580) (← links)
- Divergence of the multilevel Monte Carlo Euler method for nonlinear stochastic differential equations (Q373839) (← links)
- Degenerate irregular SDEs with jumps and application to integro-differential equations of Fokker-Planck type (Q388929) (← links)
- A weak trapezoidal method for a class of stochastic differential equations (Q390252) (← links)
- A uniform estimate for rough paths (Q390507) (← links)
- Diffusion limits of the random walk Metropolis algorithm in high dimensions (Q433896) (← links)
- Gibbs/Metropolis algorithms on a convex polytope (Q455635) (← links)
- Limit theorems for infinite-dimensional piecewise deterministic Markov processes. Applications to stochastic excitable membrane models (Q456199) (← links)
- Quantitative non-geometric convergence bounds for independence samplers (Q539523) (← links)
- Efficient simulation of nonlinear parabolic SPDEs with additive noise (Q549862) (← links)
- (Q590996) (redirect page) (← links)
- Limit theorems for some adaptive MCMC algorithms with subgeometric kernels (Q605038) (← links)
- Trajectory averaging for stochastic approximation MCMC algorithms (Q605929) (← links)
- A variance reduction method for parametrized stochastic differential equations using the reduced basis paradigm (Q620036) (← links)
- Geometric analysis for the Metropolis algorithm on Lipschitz domains (Q636824) (← links)
- Uniform large deviations for multivalued stochastic differential equations with Poisson jumps (Q640823) (← links)
- Runge-Kutta methods for jump-diffusion differential equations (Q654140) (← links)
- Optimal scaling of random walk Metropolis algorithms with non-Gaussian proposals (Q655925) (← links)
- Exact simulation of jump-diffusion processes with Monte Carlo applications (Q660166) (← links)
- An exact stochastic hybrid model of excitable membranes including spatio-temporal evolution (Q662573) (← links)
- Optimal scaling of random walk Metropolis algorithms with discontinuous target densities (Q691108) (← links)
- Variational solutions of dissipative jump-type stochastic evolution equations (Q710914) (← links)
- Scaling analysis of multiple-try MCMC methods (Q765876) (← links)
- A cautionary tale on the efficiency of some adaptive Monte Carlo schemes (Q988756) (← links)
- Lifetime simulation of thermo-mechanically loaded components (Q1021190) (← links)
- Solving a selective dial-a-ride problem with logic-based Benders decomposition (Q1652651) (← links)
- (Q1931438) (redirect page) (← links)
- Almost sure convergence of numerical approximations for piecewise deterministic Markov processes (Q1931439) (← links)
- Weak order for the discretization of the stochastic heat equation driven by impulsive noise (Q1935447) (← links)
- Advanced MCMC methods for sampling on diffusion pathspace (Q1939346) (← links)
- Laws of large numbers and Langevin approximations for stochastic neural field equations (Q2251515) (← links)
- Large deviations for nonlocal stochastic neural fields (Q2251604) (← links)
- Spatio-temporal hybrid (PDMP) models: central limit theorem and Langevin approximation for global fluctuations. Application to electrophysiology (Q2348722) (← links)
- A generalized comparison theorem for BSDEs and its applications (Q2428525) (← links)
- A comparison theorem and uniqueness theorem of backward doubly stochastic differential equations (Q2431046) (← links)
- Convergence rates for the full Gaussian rough paths (Q2438259) (← links)
- Numerical solution algorithms for stochastic differential systems with switching diffusion (Q2441251) (← links)
- Feynman-Kac penalization problem for additive functionals with jumping functions (Q2445045) (← links)
- A novel approach to construct numerical methods for stochastic differential equations (Q2453472) (← links)
- Simulation of BSDEs by Wiener chaos expansion (Q2454405) (← links)
- Thermo-mechanical fatigue life assessment of aluminium components using the damage rate model of Sehitoglu (Q2466213) (← links)
- Mean-square exponential stability of stochastic theta methods for nonlinear stochastic delay integro-differential equations (Q2511052) (← links)
- THE NUMERICAL STABILITY OF STOCHASTIC ORDINARY DIFFERENTIAL EQUATIONS WITH ADDITIVE NOISE (Q3173988) (← links)
- Exact Approaches for Network Design Problems with Relays (Q5137444) (← links)
- An iterative time‐bucket refinement algorithm for a high‐resolution resource‐constrained project scheduling problem (Q6066724) (← links)
