David Šiška

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
The modified MSA, a gradient flow and convergence	2024-10-16	Paper
Gradient flows for regularized stochastic control problems	2024-07-23	Paper
The Modified MSA, a Gradient Flow and Convergence	2022-12-12	Paper
Unbiased Deep Solvers for Linear Parametric PDEs	2022-07-26	Paper
Uniform error estimates for artificial neural network approximations for heat equations	2022-07-26	Paper
Decaying derivative estimates for functions of solutions to non-autonomous SDEs	2022-07-26	Paper
Market based mechanisms for incentivising exchange liquidity provision	2022-06-01	Paper
Mean-field Langevin dynamics and energy landscape of neural networks	2022-02-25	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
Exponential Convergence and Stability of Howard's Policy Improvement Algorithm for Controlled Diffusions	2020-05-26	Paper
Weak Existence and Uniqueness for McKean-Vlasov SDEs with Common Noise	2019-08-02	Paper
Itô formula for processes taking values in intersection of finitely many Banach spaces	2017-12-19	Paper
Nonlinear stochastic evolution equations of second order with damping	2017-04-20	Paper
Equations of second order in time with quasilinear damping: existence in Orlicz spaces via convergence of a full discretisation	2016-07-15	Paper
Convergence of tamed Euler schemes for a class of stochastic evolution equations	2016-07-05	Paper
On a full discretisation for nonlinear second-order evolution equations with monotone damping: construction, convergence, and error estimates	2015-12-04	Paper
Evolution equations of second order with nonconvex potential and linear damping: existence via convergence of a full discretization	2015-06-17	Paper
Full discretisation of second-order nonlinear evolution equations: strong convergence and applications	2014-03-31	Paper
Error estimates for approximations of American put option price	2014-03-31	Paper
Full discretization of the porous medium/fast diffusion equation based on its very weak formulation	2014-01-22	Paper
On finite-difference approximations for normalized Bellman equations	2010-01-18	Paper
On randomized stopping	2009-03-02	Paper
Mirror Descent for Stochastic Control Problems with Measure-valued Controls	N/A	Paper

Research outcomes over time

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