| Publication | Date of Publication | Type |
|---|
| Gradient flows for regularized stochastic control problems | 2024-07-23 | Paper |
| Sig‐Wasserstein GANs for conditional time series generation | 2024-03-14 | Paper |
| Optimal Scheduling of Entropy Regularizer for Continuous-Time Linear-Quadratic Reinforcement Learning | 2024-01-19 | Paper |
| Multi-index antithetic stochastic gradient algorithm | 2023-07-18 | Paper |
| Entropic mean-field min-max problems via Best Response and Fisher-Rao flows | 2023-06-05 | Paper |
| Polyak-Łojasiewicz inequality on the space of measures and convergence of mean-field birth-death processes | 2023-04-03 | Paper |
| Weak quantitative propagation of chaos via differential calculus on the space of measures | 2022-09-05 | Paper |
| Unbiased Deep Solvers for Linear Parametric PDEs | 2022-07-26 | Paper |
| Decaying derivative estimates for functions of solutions to non-autonomous SDEs | 2022-07-26 | Paper |
| Polyak-\L ojasiewicz inequality on the space of measures and convergence of mean-field birth-death processes | 2022-06-06 | Paper |
| Mean-field Langevin dynamics and energy landscape of neural networks | 2022-02-25 | Paper |
| Antithetic multilevel sampling method for nonlinear functionals of measure | 2021-11-04 | Paper |
| A modified MSA for stochastic control problems | 2021-10-19 | Paper |
| McKean-Vlasov SDEs under measure dependent Lyapunov conditions | 2021-07-23 | Paper |
| Weak existence and uniqueness for McKean-Vlasov SDEs with common noise | 2021-07-02 | Paper |
| Nonasymptotic bounds for sampling algorithms without log-concavity | 2021-03-18 | Paper |
| Exponential Convergence and Stability of Howard's Policy Improvement Algorithm for Controlled Diffusions | 2020-05-26 | Paper |
| Multi-level Monte Carlo methods for the approximation of invariant measures of stochastic differential equations | 2020-02-26 | Paper |
| On the geometry of Stein variational gradient descent | 2019-12-02 | Paper |
| Iterative multilevel particle approximation for McKean-Vlasov SDEs | 2019-10-22 | Paper |
| Iterative Multilevel density estimation for McKean-Vlasov SDEs via projections | 2019-09-25 | Paper |
| Weak Existence and Uniqueness for McKean-Vlasov SDEs with Common Noise | 2019-08-02 | Paper |
| New particle representations for ergodic McKean-Vlasov SDEs | 2019-07-11 | Paper |
| An Adaptive Euler--Maruyama Scheme for Stochastic Differential Equations with Discontinuous Drift and its Convergence Analysis | 2019-02-20 | Paper |
| Convergence and qualitative properties of modified explicit schemes for BSDEs with polynomial growth | 2018-11-07 | Paper |
| $V$-integrability, asymptotic stability and comparison property of explicit numerical schemes for non-linear SDEs | 2018-01-12 | Paper |
| An Euler-type method for the strong approximation of the Cox–Ingersoll–Ross process | 2017-06-07 | Paper |
| Iterative Particle Approximation for McKean-Vlasov SDEs with application to Multilevel Monte Carlo estimation | 2017-06-03 | Paper |
| Full-Projection explicit FBSDE scheme for parabolic PDEs with superlinear nonlinearities | 2016-11-30 | Paper |
| Multilevel Monte Carlo for Scalable Bayesian Computations | 2016-09-15 | Paper |
| Convergence and qualitative properties of modified explicit schemes for BSDEs with polynomial growth | 2016-07-22 | Paper |
| Time discretization of FBSDE with polynomial growth drivers and reaction-diffusion PDEs | 2015-10-20 | Paper |
| Antithetic Multilevel Monte Carlo Estimation for Multidimensional SDEs | 2014-10-31 | Paper |
| First order strong approximations of scalar SDEs defined in a domain | 2014-09-09 | Paper |
| Antithetic multilevel Monte Carlo estimation for multi-dimensional SDEs without Lévy area simulation | 2014-08-06 | Paper |
| Strong convergence rates for backward Euler–Maruyama method for non-linear dissipative-type stochastic differential equations with super-linear diffusion coefficients | 2014-04-25 | Paper |
| Convergence, nonnegativity and stability of a new Milstein scheme with applications to finance | 2013-11-12 | Paper |
| $V$-Integrability, Asymptotic Stability And Comparison Theorem of Explicit Numerical Schemes for SDEs | 2013-10-02 | Paper |
| Multilevel Monte Carlo methods for applications in finance | 2013-09-24 | Paper |
| A limit order book model for latency arbitrage | 2013-02-26 | Paper |
| Strong convergence and stability of implicit numerical methods for stochastic differential equations with non-globally Lipschitz continuous coefficients | 2012-11-09 | Paper |
| On Markovian solutions to Markov chain BSDEs | 2012-09-14 | Paper |
| Numerical simulation of a strongly nonlinear Ait-Sahalia-type interest rate model | 2011-08-02 | Paper |
| Hybrid simulation of autoregulation within transcription and translation | 2011-05-04 | Paper |
| Almost sure exponential stability of numerical solutions for stochastic delay differential equations | 2010-07-02 | Paper |
| Comparing Hitting Time Behavior of Markov Jump Processes and Their Diffusion Approximations | 2010-06-10 | Paper |
| Mirror Descent for Stochastic Control Problems with Measure-valued Controls | N/A | Paper |
