The following pages link to Lukasz Szpruch (Q379048):
Displaying 35 items.
- Convergence, nonnegativity and stability of a new Milstein scheme with applications to finance (Q379049) (← links)
- On Markovian solutions to Markov chain BSDEs (Q450741) (← links)
- Hybrid simulation of autoregulation within transcription and translation (Q533717) (← links)
- Numerical simulation of a strongly nonlinear Ait-Sahalia-type interest rate model (Q634110) (← links)
- First order strong approximations of scalar SDEs defined in a domain (Q740810) (← links)
- Time discretization of FBSDE with polynomial growth drivers and reaction-diffusion PDEs (Q748315) (← links)
- (Q981647) (redirect page) (← links)
- Almost sure exponential stability of numerical solutions for stochastic delay differential equations (Q981648) (← links)
- Convergence and qualitative properties of modified explicit schemes for BSDEs with polynomial growth (Q1617135) (← links)
- Strong convergence and stability of implicit numerical methods for stochastic differential equations with non-globally Lipschitz continuous coefficients (Q1758398) (← links)
- A limit order book model for latency arbitrage (Q1938985) (← links)
- Weak existence and uniqueness for McKean-Vlasov SDEs with common noise (Q2039407) (← links)
- McKean-Vlasov SDEs under measure dependent Lyapunov conditions (Q2041835) (← links)
- Mean-field Langevin dynamics and energy landscape of neural networks (Q2077356) (← links)
- Weak quantitative propagation of chaos via differential calculus on the space of measures (Q2170366) (← links)
- A modified MSA for stochastic control problems (Q2234329) (← links)
- Antithetic multilevel sampling method for nonlinear functionals of measure (Q2240845) (← links)
- Multi-level Monte Carlo methods for the approximation of invariant measures of stochastic differential equations (Q2302502) (← links)
- Iterative multilevel particle approximation for McKean-Vlasov SDEs (Q2330461) (← links)
- Antithetic multilevel Monte Carlo estimation for multi-dimensional SDEs without Lévy area simulation (Q2511559) (← links)
- Nonasymptotic bounds for sampling algorithms without log-concavity (Q2657917) (← links)
- Polyak-Łojasiewicz inequality on the space of measures and convergence of mean-field birth-death processes (Q2694477) (← links)
- Multilevel Monte Carlo methods for applications in finance (Q2849669) (← links)
- Antithetic Multilevel Monte Carlo Estimation for Multidimensional SDEs (Q2926224) (← links)
- Comparing Hitting Time Behavior of Markov Jump Processes and Their Diffusion Approximations (Q3567049) (← links)
- $V$-integrability, asymptotic stability and comparison property of explicit numerical schemes for non-linear SDEs (Q4600707) (← links)
- An Adaptive Euler--Maruyama Scheme for Stochastic Differential Equations with Discontinuous Drift and its Convergence Analysis (Q4624977) (← links)
- New particle representations for ergodic McKean-Vlasov SDEs (Q4967864) (← links)
- Unbiased Deep Solvers for Linear Parametric PDEs (Q5093244) (← links)
- Exponential Convergence and Stability of Howard's Policy Improvement Algorithm for Controlled Diffusions (Q5111071) (← links)
- An Euler-type method for the strong approximation of the Cox–Ingersoll–Ross process (Q5345939) (← links)
- Strong convergence rates for backward Euler–Maruyama method for non-linear dissipative-type stochastic differential equations with super-linear diffusion coefficients (Q5411899) (← links)
- Multi-index antithetic stochastic gradient algorithm (Q6171790) (← links)
- Optimal Scheduling of Entropy Regularizer for Continuous-Time Linear-Quadratic Reinforcement Learning (Q6180253) (← links)
- Sig‐Wasserstein GANs for conditional time series generation (Q6196300) (← links)
