Wolfgang Stockinger

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Improved weak convergence for the long time simulation of mean-field Langevin equations
Electronic Journal of Probability
2025-06-27Paper
First-order convergence of Milstein schemes for McKean-Vlasov equations and interacting particle systems
Proceedings of the Royal Society of London. A. Mathematical, Physical and Engineering Sciences
2025-05-07Paper
Wellposedness, exponential ergodicity and numerical approximation of fully super-linear McKean-Vlasov SDEs and associated particle systems
Electronic Journal of Probability
2025-03-17Paper
Milstein schemes and antithetic multilevel Monte Carlo sampling for delay McKean-Vlasov equations and interacting particle systems
IMA Journal of Numerical Analysis
2024-11-01Paper
\textit{A posteriori} error estimates for fully coupled McKean-Vlasov forward-backward SDEs
IMA Journal of Numerical Analysis
2024-11-01Paper
A fast iterative PDE-based algorithm for feedback controls of nonsmooth mean-field control problems
SIAM Journal on Scientific Computing
2024-09-05Paper
Linear Convergence of a Policy Gradient Method for Some Finite Horizon Continuous Time Control Problems
SIAM Journal on Control and Optimization
2024-01-02Paper
Wellposedness, exponential ergodicity and numerical approximation of fully super-linear McKean--Vlasov SDEs and associated particle systems2023-02-10Paper
Well-posedness and numerical schemes for one-dimensional McKean-Vlasov equations and interacting particle systems with discontinuous drift
BIT
2022-11-22Paper
An adaptive Euler-Maruyama scheme for Mckean-Vlasov SDEs with super-linear growth and application to the mean-field Fitzhugh-Nagumo model
Journal of Computational and Applied Mathematics
2021-09-17Paper
A fast iterative PDE-based algorithm for feedback controls of nonsmooth mean-field control problems2021-08-15Paper
Path regularity of coupled McKean-Vlasov FBSDEs2020-11-12Paper
Optimal regularity of extended mean field controls and their piecewise constant approximation2020-09-17Paper
On pair correlation of sequences
Discrepancy Theory
2020-07-27Paper
A posteriori error estimates for fully coupled McKean-Vlasov forward-backward SDEs2020-07-15Paper
Milstein schemes and antithetic multilevel Monte Carlo sampling for delay McKean-Vlasov equations and interacting particle systems2020-05-03Paper
First order convergence of Milstein schemes for McKean-Vlasov equations and interacting particle systems2020-04-07Paper
Pair correlation of sequences with maximal additive energy
Mathematical Proceedings of the Cambridge Philosophical Society
2020-02-14Paper
Some negative results related to Poissonian pair correlation problems
Discrete Mathematics
2019-12-17Paper
On a multi-dimensional Poissonian pair correlation concept and uniform distribution
Monatshefte für Mathematik
2019-09-19Paper
On M. B. Levin's proofs for the exact lower discrepancy bounds of special sequences and point sets (a survey)
Uniform distribution theory
2019-08-28Paper
The champernowne constant is not Poissonian
Functiones et Approximatio. Commentarii Mathematici
2019-06-20Paper
The champernowne constant is not Poissonian
Functiones et Approximatio. Commentarii Mathematici
2019-06-20Paper
Pair correlation of sequences $(\lbrace a_n \alpha \rbrace)_{n \in \mathbb{N}}$ with maximal order of additive energy2018-02-07Paper
A survey on M. B. Levin's proofs for the exact lower discrepancy bounds of special sequences and point sets2017-08-10Paper
Improved weak convergence for the long time simulation of Mean-field Langevin equations
(available as arXiv preprint)
N/APaper


Research outcomes over time


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