DOI10.1007/978-3-642-39363-1zbMath1281.65003OpenAlexW2247836589MaRDI QIDQ2392069
Carl Graham, Denis Talay
Publication date: 6 August 2013
Published in: Stochastic Modelling and Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-642-39363-1
Monte Carlo simulation of electron dynamics in liquid water,
Analysis of the Generalization Error: Empirical Risk Minimization over Deep Artificial Neural Networks Overcomes the Curse of Dimensionality in the Numerical Approximation of Black--Scholes Partial Differential Equations,
Derivative-Free Bayesian Inversion Using Multiscale Dynamics,
A Proof that Artificial Neural Networks Overcome the Curse of Dimensionality in the Numerical Approximation of Black–Scholes Partial Differential Equations,
Multilevel Sequential Monte Carlo with Dimension-Independent Likelihood-Informed Proposals,
Numerical Methods for Stochastic Simulation: When Stochastic Integration Meets Geometric Numerical Integration,
Entropical optimal transport, Schrödinger's system and algorithms,
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Optimal sampling design for global approximation of jump diffusion stochastic differential equations,
Berry-Esseen inequalities for the fractional Black-Karasinski model of term structure of interest rates,
Overcoming the timescale barrier in molecular dynamics: Transfer operators, variational principles and machine learning,
Evolving systems of stochastic differential equations,
Three ways to solve partial differential equations with neural networks — A review,
Total variation bound for Milstein scheme without iterated integrals,
Weak variable step-size schemes for stochastic differential equations based on controlling conditional moments,
Numerical solution of stochastic quantum master equations using stochastic interacting wave functions,
First-order weak balanced schemes for stochastic differential equations,
Multilevel Particle Filters,
A kinetic theory approach to model pedestrian social groups behavior in bounded domain,
Overcoming the curse of dimensionality in the approximative pricing of financial derivatives with default risks,
Unbiased simulation of stochastic differential equations,
Bayesian Static Parameter Estimation for Partially Observed Diffusions via Multilevel Monte Carlo,
Cortical Spatiotemporal Dimensionality Reduction for Visual Grouping,
Thinning and multilevel Monte Carlo methods for piecewise deterministic (Markov) processes with an application to a stochastic Morris–Lecar model,
Multivariate Monte Carlo Approximation Based on Scattered Data,
Solving Wentzell-Dirichlet boundary value problem with superabundant data using reflecting random walk simulation,
A ridge estimator of the drift from discrete repeated observations of the solution of a stochastic differential equation,
Discrete-time simulation of stochastic Volterra equations,
Polynomial convergence order of stochastic Bernstein approximation,
Overcoming the curse of dimensionality in the numerical approximation of semilinear parabolic partial differential equations,
Inhomogeneous functionals and approximations of invariant distributions of ergodic diffusions: central limit theorem and moderate deviation asymptotics,
On the possibility of track length based Monte-Carlo algorithms for stationary drift-diffusion systems with sources and sinks,
A stochastic thermoelastic diffusion interaction in an infinitely long annular cylinder,
A split-step method to include electron-electron collisions via Monte Carlo in multiple rate equation simulations,
Strong convergence for explicit space-time discrete numerical approximation methods for stochastic Burgers equations,
Three-party stochastic evolutionary game analysis of reward and punishment mechanism for green credit,
Multilevel ensemble Kalman filtering,
Solving the Kolmogorov PDE by means of deep learning,
A weak approximation method for irregular functionals of hypoelliptic diffusions,
A Stable Numerical Scheme for Stochastic Differential Equations with Multiplicative Noise,
Multilevel Picard iterations for solving smooth semilinear parabolic heat equations,
On multilevel Picard numerical approximations for high-dimensional nonlinear parabolic partial differential equations and high-dimensional nonlinear backward stochastic differential equations,
On Probabilistic Analytical and Numerical Approaches for Divergence Form Operators with Discontinuous Coefficients,
Modeling and analysis of output processes of linear continuous stochastic systems based on orthogonal expansions of random functions,
Error estimate of a random particle blob method for the Keller-Segel equation
