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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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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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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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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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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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On the center of mass of the elephant random walk
Bercu, Bernard, Laulin, Lucile
Published in Stochastic processes and their applications (01.03.2021)
Published in Stochastic processes and their applications (01.03.2021)
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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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Large Deviations and Exit-times for reflected McKean–Vlasov equations with self-stabilising terms and superlinear drifts
Adams, Daniel, dos Reis, Gonçalo, Ravaille, Romain, Salkeld, William, Tugaut, Julian
Published in Stochastic processes and their applications (01.04.2022)
Published in Stochastic processes and their applications (01.04.2022)
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L q ( L p ) -theory of stochastic differential equations
Xia, Pengcheng, Xie, Longjie, Zhang, Xicheng, Zhao, Guohuan
Published in Stochastic processes and their applications (01.08.2020)
Published in Stochastic processes and their applications (01.08.2020)
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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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