| Publication | Date of Publication | Type |
|---|
| Non-asymptotic estimates for TUSLA algorithm for non-convex learning with applications to neural networks with ReLU activation function | 2024-11-01 | Paper |
| Kinetic Langevin MCMC sampling without gradient Lipschitz continuity -- the strongly convex case | 2024-10-07 | Paper |
| A strongly monotonic polygonal Euler scheme | 2024-02-05 | Paper |
| Convergence Of The Unadjusted Langevin Algorithm For Discontinuous Gradients | 2023-12-04 | Paper |
| Taming Neural Networks with TUSLA: Nonconvex Learning via Adaptive Stochastic Gradient Langevin Algorithms | 2023-06-28 | Paper |
| Interacting Particle Langevin Algorithm for Maximum Marginal Likelihood Estimation | 2023-03-23 | Paper |
| Statistical Finite Elements via Langevin Dynamics | 2023-03-03 | Paper |
| Nonasymptotic estimates for stochastic gradient Langevin dynamics under local conditions in nonconvex optimization | 2023-01-31 | Paper |
| Optimising portfolio diversification and dimensionality | 2023-01-19 | Paper |
| Existence, uniqueness and approximation of solutions of SDEs with superlinear coefficients in the presence of discontinuities of the drift coefficient | 2022-04-05 | Paper |
| On Stochastic Gradient Langevin Dynamics with Dependent Data Streams: The Fully Nonconvex Case | 2021-11-03 | Paper |
| Model-independent price bounds for catastrophic mortality bonds | 2021-03-17 | Paper |
| On stochastic gradient Langevin dynamics with dependent data streams in the logconcave case | 2020-12-07 | Paper |
| On Milstein approximations with varying coefficients: the case of super-linear diffusion coefficients | 2019-11-27 | Paper |
| Higher order Langevin Monte Carlo algorithm | 2019-10-04 | Paper |
| Nonasymptotic estimates for Stochastic Gradient Langevin Dynamics under local conditions in nonconvex optimization | 2019-10-04 | Paper |
| The tamed unadjusted Langevin algorithm | 2019-09-19 | Paper |
| On fixed gain recursive estimators with discontinuity in the parameters | 2019-07-11 | Paper |
| Optimising portfolio diversification and dimensionality | 2019-06-03 | Paper |
| On stochastic gradient Langevin dynamics with dependent data streams: the fully non-convex case | 2019-05-30 | Paper |
| On explicit order 1.5 approximations with varying coefficients: the case of super-linear diffusion coefficients | 2018-12-20 | Paper |
| On explicit approximations for Lévy driven SDEs with super-linear diffusion coefficients | 2017-10-25 | Paper |
| General Price Bounds for Guaranteed Annuity Options | 2017-07-03 | Paper |
| On tamed Milstein schemes of SDEs driven by Lévy noise | 2017-04-25 | Paper |
| Euler approximations with varying coefficients: the case of superlinearly growing diffusion coefficients | 2016-11-16 | Paper |
| Convergence of tamed Euler schemes for a class of stochastic evolution equations | 2016-07-05 | Paper |
| On tamed Euler approximations of SDEs driven by Lévy noise with applications to delay equations | 2016-06-22 | Paper |
| A note on tamed Euler approximations | 2014-09-22 | Paper |
| Multiscale stochastic volatility for equity, interest rate and credit derivatives By Jean-Pierre Fouque, George Papanicolaou, Ronnie Sircar and Knut Sølna | 2014-06-06 | Paper |
| Strong convergence of Euler approximations of stochastic differential equations with delay under local Lipschitz condition | 2014-05-02 | Paper |
| Delay geometric Brownian motion in financial option valuation | 2014-04-25 | Paper |
| A note on Euler approximations for stochastic differential equations with delay | 2014-03-24 | Paper |
| A class of stochastic volatility models and theq-optimal martingale measure | 2014-01-24 | Paper |
| Arithmetic Asian options under stochastic delay models | 2012-06-08 | Paper |
| STOCHASTIC VOLATILITY | 2005-06-22 | Paper |
| Asymptotic behaviour of the stochastic Lotka-Volterra model. | 2003-11-19 | Paper |
| Numerical solutions of stochastic differential delay equations under local Lipschitz condition | 2003-03-16 | Paper |
| Taming the Interacting Particle Langevin Algorithm -- the superlinear case | N/A | Paper |
