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Found 1,057 Documents (Results 1–100)

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Cecchin, Alekos; Conforti, Giovanni; Durmus, Alain; Eichinger, Katharina

The exponential turnpike phenomenon for mean field game systems: weakly monotone drifts and small interactions. arXiv:2409.09193

Preprint, arXiv:2409.09193 [math.PR] (2024).
MSC:  60H30 60J60 49N80 93E20 35B40
BibTeX Cite
\textit{A. Cecchin} et al., ``The exponential turnpike phenomenon for mean field game systems: weakly monotone drifts and small interactions'', Preprint, arXiv:2409.09193 [math.PR] (2024)
Full Text: arXiv
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Eldan, Ronen

Analysis of high-dimensional distributions using pathwise methods. (English) Zbl 1533.60119

Beliaev, Dmitry (ed.) et al., International congress of mathematicians 2022, ICM 2022, Helsinki, Finland, virtual, July 6–14, 2022. Volume 6. Sections 12–14. Berlin: European Mathematical Society (EMS). 4246-4270 (2023).
MSC:  60H30 60G17 60G44 52A23 60-02
PDFBibTeX XMLCite
\textit{R. Eldan}, in: International congress of mathematicians 2022, ICM 2022, Helsinki, Finland, virtual, July 6--14, 2022. Volume 6. Sections 12--14. Berlin: European Mathematical Society (EMS). 4246--4270 (2023; Zbl 1533.60119)
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Xiao, Jichang; Wang, Xiaoqun

Error analysis for empirical risk minimization over clipped ReLU networks in solving linear Kolmogorov partial differential equations. arXiv:2310.12582

Preprint, arXiv:2310.12582 [math.NA] (2023).
MSC:  60H30 65C30 62M45 68T07
BibTeX Cite
\textit{J. Xiao} and \textit{X. Wang}, ``Error analysis for empirical risk minimization over clipped ReLU networks in solving linear Kolmogorov partial differential equations'', Preprint, arXiv:2310.12582 [math.NA] (2023)
Full Text: arXiv
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Georgiou, Kyriakos; Yannacopoulos, Athanasios N.

Probability of Default modelling with Lévy-driven Ornstein-Uhlenbeck processes and applications in credit risk under the IFRS 9. arXiv:2309.12384

Preprint, arXiv:2309.12384 [q-fin.RM] (2023).
MSC:  60H30 45K05 91G40 91G60 91-08
BibTeX Cite
\textit{K. Georgiou} and \textit{A. N. Yannacopoulos}, ``Probability of Default modelling with Lévy-driven Ornstein-Uhlenbeck processes and applications in credit risk under the IFRS 9'', Preprint, arXiv:2309.12384 [q-fin.RM] (2023)
Full Text: arXiv
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Lescot, Paul; Valade, Laurène

Bernstein processes, isovectors and mechanics. (English) Zbl 1499.60247

Ugolini, Stefania (ed.) et al., Geometry and invariance in stochastic dynamics. Selected papers based on the presentations at the the conference on random transformations and invariance in stochastic dynamics, Verona, Italy, March 25–29, 2019. Cham: Springer. Springer Proc. Math. Stat. 378, 213-229 (2021).
MSC:  60H30 35R60 60J60 91G80
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\textit{P. Lescot} and \textit{L. Valade}, Springer Proc. Math. Stat. 378, 213--229 (2021; Zbl 1499.60247)
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Zadorozhniy, V. G.

Lanchester model with the random coefficients. (English) Zbl 1483.60099

Karapetyants, Alexey N. (ed.) et al., Operator theory and harmonic analysis. OTHA 2020, Part II – probability-analytical models, methods and applications. Based on the international conference on modern methods, problems and applications of operator theory and harmonic analysis. Cham: Springer. Springer Proc. Math. Stat. 358, 407-418 (2021).
MSC:  60H30 91C99
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\textit{V. G. Zadorozhniy}, Springer Proc. Math. Stat. 358, 407--418 (2021; Zbl 1483.60099)
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Belopolskaya, Ya. I.

A probabilistic interpretation of conservation and balance laws. (English) Zbl 1483.60097

Karapetyants, Alexey N. (ed.) et al., Operator theory and harmonic analysis. OTHA 2020, Part II – probability-analytical models, methods and applications. Based on the international conference on modern methods, problems and applications of operator theory and harmonic analysis. Cham: Springer. Springer Proc. Math. Stat. 358, 19-41 (2021).
MSC:  60H30 60J60 60H15
PDFBibTeX XMLCite
\textit{Ya. I. Belopolskaya}, Springer Proc. Math. Stat. 358, 19--41 (2021; Zbl 1483.60097)
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