User-friendly guarantees for the Langevin Monte Carlo with inaccurate gradient
Dalalyan, Arnak S., Karagulyan, Avetik
Published in Stochastic processes and their applications (01.12.2019)
Published in Stochastic processes and their applications (01.12.2019)
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Journal Article
Mean field analysis of neural networks: A central limit theorem
Sirignano, Justin, Spiliopoulos, Konstantinos
Published in Stochastic processes and their applications (01.03.2020)
Published in Stochastic processes and their applications (01.03.2020)
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Journal Article
Selection of equilibria in a linear quadratic mean-field game
Delarue, François, Foguen Tchuendom, Rinel
Published in Stochastic processes and their applications (01.02.2020)
Published in Stochastic processes and their applications (01.02.2020)
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Journal Article
A central limit theorem for the stochastic heat equation
Huang, Jingyu, Nualart, David, Viitasaari, Lauri
Published in Stochastic processes and their applications (01.12.2020)
Published in Stochastic processes and their applications (01.12.2020)
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Journal Article
Multilevel sequential Monte Carlo samplers
Beskos, Alexandros, Jasra, Ajay, Law, Kody, Tempone, Raul, Zhou, Yan
Published in Stochastic processes and their applications (01.05.2017)
Published in Stochastic processes and their applications (01.05.2017)
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Journal Article
Multi-class oscillating systems of interacting neurons
Ditlevsen, Susanne, Löcherbach, Eva
Published in Stochastic processes and their applications (01.06.2017)
Published in Stochastic processes and their applications (01.06.2017)
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Journal Article
On the interpretation of the Master Equation
Bensoussan, A., Frehse, J., Yam, S.C.P.
Published in Stochastic processes and their applications (01.07.2017)
Published in Stochastic processes and their applications (01.07.2017)
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Journal Article
General nonlinear stochastic systems motivated by chemostat models: Complete characterization of long-time behavior, optimal controls, and applications to wastewater treatment
Nguyen, Dang H., Nguyen, Nhu N., Yin, George
Published in Stochastic processes and their applications (01.08.2020)
Published in Stochastic processes and their applications (01.08.2020)
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Journal Article
The tamed unadjusted Langevin algorithm
Brosse, Nicolas, Durmus, Alain, Moulines, Éric, Sabanis, Sotirios
Published in Stochastic processes and their applications (01.10.2019)
Published in Stochastic processes and their applications (01.10.2019)
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Journal Article
Volatility estimation for stochastic PDEs using high-frequency observations
Bibinger, Markus, Trabs, Mathias
Published in Stochastic processes and their applications (01.05.2020)
Published in Stochastic processes and their applications (01.05.2020)
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Journal Article