Showing 1–20 of 28 results
/ Date/ Name
Jun 7, 2022Monte Carlo integration of $C^r$ functions with adaptive variance reduction: an asymptotic analysisDec 27, 2018Optimal approximation of stochastic integrals in analytic noise modelOct 5, 2020Existence and uniqueness of solutions of SDEs with discontinuous drift and finite activity jumpsJun 22, 2020Randomized Runge-Kutta method -- stability and convergence under inexact informationAug 5, 2021Efficient approximation of SDEs driven by countably dimensional Wiener process and Poisson random measureApr 5, 2022Existence, uniqueness and approximation of solutions to Carathéodory delay differential equationsAug 10, 2022Foundations of Monte Carlo methods and stochastic simulations -- From Monte Carlo Lebesgue integration to weak approximation of SDEsJun 15, 2023On approximation of solutions of stochastic delay differential equations via randomized Euler schemeDec 14, 2019Randomized derivative-free Milstein algorithm for efficient approximation of solutions of SDEs under noisy informationNov 17, 2020On mathematical aspects of evolution of dislocation density in metallic materialsJan 28, 2017Optimal sampling design for global approximation of jump diffusion SDEsDec 9, 2019Existence, uniqueness, and approximation of solutions of jump-diffusion SDEs with discontinuous driftApr 30, 2021On the randomized Euler schemes for ODEs under inexact informationNov 16, 2022A higher order approximation method for jump-diffusion SDEs with discontinuous drift coefficientMar 10, 2023Lower error bounds and optimality of approximation for jump-diffusion SDEs with discontinuous driftJun 7, 2021Approximation of solutions of DDEs under nonstandard assumptions via Euler schemeDec 16, 2025StPINNs - Deep learning framework for approximation of stochastic differential equationsSep 15, 2022Euler scheme for approximation of solution of nonlinear ODEs under inexact informationJul 10, 2023On the randomized Euler algorithm under inexact informationDec 1, 2022Randomized Milstein algorithm for approximation of solutions of jump-diffusion SDEs