Tigran Nagapetyan

Available identifiers

zbMath Open nagapetyan.tigranMaRDI QIDQ393283

List of research outcomes

Publication	Date of Publication	Type
Multilevel Monte Carlo Method for Statistical Model Checking of Hybrid Systems	2019-09-17	Paper
Variance reduction for discretised diffusions via regression	2017-11-02	Paper
Adaptive Multilevel Monte Carlo Approximation of Distribution Functions	2017-06-21	Paper
Multilevel path simulation for weak approximation schemes with application to Lévy-driven SDEs	2017-04-05	Paper
Multilevel Monte Carlo for Scalable Bayesian Computations	2016-09-15	Paper
Multilevel Monte Carlo for Reliability Theory	2016-09-01	Paper
Multilevel Monte Carlo Approximation of Distribution Functions and Densities	2015-09-09	Paper
https://portal.mardi4nfdi.de/entity/Q5501588	2015-08-04	Paper
Pricing Bermudan Options via Multilevel Approximation Methods	2015-06-26	Paper
Variance reduced multilevel path simulation: going beyond the complexity $\varepsilon^{-2}$	2014-12-12	Paper
Remarks on Afriat's theorem and the Monge-Kantorovich problem	2014-01-16	Paper
About new dynamical interpretations of entropic model of correspondence matrix calculation and Nash-Wardrop's equilibrium in Beckmann's traffic flow distribution model	2011-12-07	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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