Tigran Nagapetyan

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!

Publication	Date of Publication	Type
Fast optimal control of asymmetric flow field flow fractionation processes	2024-07-05	Paper
Multilevel Monte Carlo method for statistical model checking of hybrid systems Quantitative Evaluation of Systems	2019-09-17	Paper
Variance reduction for discretised diffusions via regression Journal of Mathematical Analysis and Applications	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 Bernoulli	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 SIAM/ASA Journal on Uncertainty Quantification	2015-09-09	Paper
Monte Carlo simulation of asymmetric flow field flow fractionation	2015-08-04	Paper
Pricing Bermudan Options via Multilevel Approximation Methods SIAM Journal on Financial Mathematics	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 Journal of Mathematical Economics	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

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