| Publication | Date of Publication | Type |
|---|
| Mean field limits of particle-based stochastic reaction-drift-diffusion models | 2025-01-22 | Paper |
| Quantitative fluctuation analysis of multiscale diffusion systems via Malliavin calculus | 2025-01-06 | Paper |
| Importance sampling for stochastic reaction-diffusion equations in the moderate deviation regime | 2024-11-26 | Paper |
| Moderate deviations for fully coupled multiscale weakly interacting particle systems | 2024-07-12 | Paper |
| Normalization effects on deep neural networks | 2024-02-14 | Paper |
| Fluctuation analysis for particle-based stochastic reaction-diffusion models | 2024-01-09 | Paper |
| Optimal investment, derivative demand, and arbitrage under price impact | 2023-09-27 | Paper |
| Kernel Limit of Recurrent Neural Networks Trained on Ergodic Data Sequences | 2023-08-28 | Paper |
| Moderate deviations for systems of slow-fast stochastic reaction-diffusion equations | 2023-07-18 | Paper |
| Rate of homogenization for fully-coupled McKean–Vlasov SDEs | 2023-05-02 | Paper |
| PDE-constrained models with neural network terms: optimization and global convergence | 2023-04-26 | Paper |
| Transport map unadjusted Langevin algorithms: learning and discretizing perturbed samplers | 2023-02-14 | Paper |
| Quantitative fluctuation analysis of multiscale diffusion systems via Malliavin calculus | 2023-01-21 | Paper |
| Large deviations for interacting multiscale particle systems | 2022-12-08 | Paper |
| Geometry-informed irreversible perturbations for accelerated convergence of Langevin dynamics | 2022-10-07 | Paper |
| Asymptotics of Reinforcement Learning with Neural Networks | 2022-06-24 | Paper |
| Fast and robust RSDM shakedown solutions of structures under cyclic variation of loads and imposed displacements | 2022-06-03 | Paper |
| Mean Field Analysis of Deep Neural Networks | 2022-05-17 | Paper |
| Online adjoint methods for optimization of PDEs | 2022-04-22 | Paper |
| On the large-time behaviour of affine Volterra processes | 2022-04-11 | Paper |
| Moderate deviations for fully coupled multiscale weakly interacting particle systems | 2022-02-16 | Paper |
| Mean Field Limits of Particle-Based Stochastic Reaction-Diffusion Models | 2022-01-27 | Paper |
| Normalization effects on shallow neural networks and related asymptotic expansions | 2022-01-26 | Paper |
| How Reaction-Diffusion PDEs Approximate the Large-Population Limit of Stochastic Particle Models | 2021-12-24 | Paper |
| Typical dynamics and fluctuation analysis of slow–fast systems driven by fractional Brownian motion | 2021-12-17 | Paper |
| Metastability and exit problems for systems of stochastic reaction-diffusion equations | 2021-12-08 | Paper |
| Discrete-Time Inference for Slow-Fast Systems Driven by Fractional Brownian Motion | 2021-10-19 | Paper |
| Online Adjoint Methods for Optimization of PDEs | 2021-01-23 | Paper |
| Large deviations for interacting multiscale particle systems | 2020-11-05 | Paper |
| Stochastic Gradient Descent in Continuous Time: A Central Limit Theorem | 2020-09-04 | Paper |
| How reaction-diffusion PDEs approximate the large-population limit of stochastic particle models | 2020-09-02 | Paper |
| Optimal scaling of the MALA algorithm with irreversible proposals for Gaussian targets | 2020-08-26 | Paper |
| Selection of quasi-stationary states in the stochastically forced Navier-Stokes equation on the torus | 2020-06-21 | Paper |
| Pathwise moderate deviations for option pricing | 2020-05-14 | Paper |
| Network Effects in Default Clustering for Large Systems | 2020-05-06 | Paper |
| Information Geometry for Approximate Bayesian Computation | 2020-04-24 | Paper |
| Importance Sampling for Slow-Fast Diffusions Based on Moderate Deviations | 2020-03-31 | Paper |
| Mean Field Analysis of Neural Networks: A Law of Large Numbers | 2020-03-11 | Paper |
| Large deviations and averaging for systems of slow-fast stochastic reaction-diffusion equations | 2020-03-06 | Paper |
| Mean field analysis of neural networks: a central limit theorem | 2020-02-24 | Paper |
| DGM: a deep learning algorithm for solving partial differential equations | 2019-07-11 | Paper |
| Scaling Limit of Neural Networks with the Xavier Initialization and Convergence to a Global Minimum | 2019-07-09 | Paper |
| Discrete-Time Statistical Inference for Multiscale Diffusions | 2019-03-11 | Paper |
| Analysis of Multiscale Integrators for Multiple Attractors and Irreversible Langevin Samplers | 2019-03-11 | Paper |
| Selection of quasi-stationary states in the Navier–Stokes equation on the torus | 2019-01-08 | Paper |
| Systemic Risk and Default Clustering for Large Financial Systems | 2018-12-11 | Paper |
| Importance Sampling for Metastable and Multiscale Dynamical Systems | 2018-11-19 | Paper |
| Sequential Monte Carlo for fractional stochastic volatility models | 2018-11-14 | Paper |
| Dimension Reduction in Statistical Estimation of Partially Observed Multiscale Processes | 2018-04-19 | Paper |
| INDIFFERENCE PRICING FOR CONTINGENT CLAIMS: LARGE DEVIATIONS EFFECTS | 2018-04-13 | Paper |
| Rare event simulation via importance sampling for linear SPDE's | 2018-03-28 | Paper |
| Stochastic Gradient Descent in Continuous Time | 2018-03-12 | Paper |
| Moderate deviations for systems of slow-fast diffusions | 2018-03-08 | Paper |
| On the effect of heterogeneity on flocking behavior and systemic risk | 2017-10-10 | Paper |
| Markov processes with spatial delay: Path space characterization, occupation time and properties | 2017-09-29 | Paper |
| The pricing of contingent claims and optimal positions in asymptotically complete markets | 2017-09-15 | Paper |
| Hypoelliptic multiscale Langevin diffusions: large deviations, invariant measures and small mass asymptotics | 2017-07-10 | Paper |
| Statistical inference for perturbed multiscale dynamical systems | 2016-12-27 | Paper |
| Improving the convergence of reversible samplers | 2016-10-26 | Paper |
| Rare Event Simulation for Multiscale Diffusions in Random Environments | 2016-01-11 | Paper |
| Nonasymptotic performance analysis of importance sampling schemes for small noise diffusions | 2015-10-30 | Paper |
| Escaping from an attractor: Importance sampling and rest points. I. | 2015-10-20 | Paper |
| Irreversible Langevin samplers and variance reduction: a large deviations approach | 2015-08-28 | Paper |
| Variance reduction for irreversible Langevin samplers and diffusion on graphs | 2015-08-17 | Paper |
| Quenched large deviations for multiscale diffusion processes in random environments | 2015-08-07 | Paper |
| Filtering the Maximum Likelihood for Multiscale Problems | 2015-05-21 | Paper |
| Default Clustering in Large Pools: Large Deviations | 2015-05-15 | Paper |
| LARGE PORTFOLIO ASYMPTOTICS FOR LOSS FROM DEFAULT | 2015-02-20 | Paper |
| Fluctuation analysis for the loss from default | 2014-08-28 | Paper |
| A powerful force-based approach for the limit analysis of three-dimensional frames | 2014-08-12 | Paper |
| Fluctuation analysis and short time asymptotics for multiple scales diffusion processes | 2014-07-18 | Paper |
| Scaling limits and exit law for multiscale diffusions | 2014-05-15 | Paper |
| Maximum likelihood estimation for small noise multiscale diffusions | 2013-11-19 | Paper |
| Default clustering in large portfolios: typical events | 2013-04-24 | Paper |
| Large deviations and importance sampling for systems of slow-fast motion | 2013-04-15 | Paper |
| Large deviations principle for a large class of one-dimensional Markov processes | 2013-01-11 | Paper |
| A direct method to predict cyclic steady states of elastoplastic structures | 2012-12-17 | Paper |
| Importance sampling for multiscale diffusions | 2012-08-30 | Paper |
| Large deviations for multiscale diffusion via weak convergence methods | 2012-06-01 | Paper |
| Recovery rates in investment-grade pools of credit assets: a large deviations analysis | 2011-11-10 | Paper |
| Wiener process with reflection in non-smooth narrow tubes | 2009-11-20 | Paper |
| Reaction Diffusion Equations with Nonlinear Boundary Conditions in Narrow Domains | 2009-01-15 | Paper |
| Method of Moments Estimation of Ornstein-Uhlenbeck Processes Driven by General L\'{e}vy Process | 2008-07-17 | Paper |
| Manufacturing cell design with alternative routings in generalized group technology: reducing the complexity of the solution space | 2008-02-25 | Paper |
| A NOTE ON THE SMOLUCHOWSKI–KRAMERS APPROXIMATION FOR THE LANGEVIN EQUATION WITH REFLECTION | 2007-08-10 | Paper |
| A Simplified Method to Predict the Steady Cyclic Stress State of Creeping Structures | 2007-06-01 | Paper |
| Calculating distances for dissimilar strings: the shortest path formulation revisited | 2006-12-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4669317 | 2005-04-15 | Paper |
| Designing manufacturing cells: A staged approach and a tabu search algorithm | 2004-07-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4806165 | 2003-05-05 | Paper |
| An optimal tree search method for the manufacturing systems cell formation problem | 2001-05-13 | Paper |
| A fully automatic force method for the optimal shakedown design of frames | 2000-11-12 | Paper |
| Modelling of crack closure for finite-element analysis of structural concrete | 1999-11-16 | Paper |
| Automatic collapse load analysis of regular plane frames using the force method | 1999-10-04 | Paper |
| Evaluation of structural-concrete design-concepts based on finite-element analysis | 1999-02-14 | Paper |
| On the automation of the force method in the optimal plastic design of frames | 1998-10-06 | Paper |
| Large displacement analysis of elasto-plastic frames | 1988-01-01 | Paper |
| A simplified method of solution for the short cycle creep-plasticity problem | 1987-01-01 | Paper |
| Mean field limits of particle-based stochastic reaction-drift-diffusion models | N/A | Paper |
| Uniform in time bounds for a stochastic hybrid system with fast periodic sampling and small white-noise | N/A | Paper |
