Marvin S. Müller

Available identifiers

Publication	Date of Publication	Type
Learning the random variables in Monte Carlo simulations with stochastic gradient descent: Machine learning for parametric PDEs and financial derivative pricing	2024-01-18	Paper
A stochastic partial differential equation model for limit order book dynamics	2021-09-08	Paper
Forward invariance and Wong-Zakai approximation for stochastic moving boundary problems	2020-09-07	Paper
Approximation of the interface condition for stochastic Stefan-type problems	2019-08-28	Paper
Weak convergence rates for stochastic evolution equations and applications to nonlinear stochastic wave, HJMM, stochastic Schrödinger and linearized stochastic Korteweg-de Vries equations	2019-03-01	Paper
A stochastic Stefan-type problem under first-order boundary conditions	2018-11-07	Paper
A Stefan-type stochastic moving boundary problem	2018-02-02	Paper

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