Sirignano, Justin; Spiliopoulos, Konstantinos Mean field analysis of neural networks: a law of large numbers. (English) Zbl 1440.60008 SIAM J. Appl. Math. 80, No. 2, 725-752 (2020). MSC: 60-08 60F15 62M45 PDFBibTeX XMLCite \textit{J. Sirignano} and \textit{K. Spiliopoulos}, SIAM J. Appl. Math. 80, No. 2, 725--752 (2020; Zbl 1440.60008) Full Text: DOI arXiv
Sirignano, Justin; Spiliopoulos, Konstantinos Mean field analysis of neural networks: a central limit theorem. (English) Zbl 1441.60022 Stochastic Processes Appl. 130, No. 3, 1820-1852 (2020). MSC: 60F05 60F17 60K35 62M45 PDFBibTeX XMLCite \textit{J. Sirignano} and \textit{K. Spiliopoulos}, Stochastic Processes Appl. 130, No. 3, 1820--1852 (2020; Zbl 1441.60022) Full Text: DOI arXiv
Giesecke, Kay; Spiliopoulos, Konstantinos; Sowers, Richard B.; Sirignano, Justin A. Large portfolio asymptotics for loss from default. (English) Zbl 1314.91228 Math. Finance 25, No. 1, 77-114 (2015). MSC: 91G40 91G10 60F99 60H15 91G60 PDFBibTeX XMLCite \textit{K. Giesecke} et al., Math. Finance 25, No. 1, 77--114 (2015; Zbl 1314.91228) Full Text: DOI arXiv
Spiliopoulos, Konstantinos; Sirignano, Justin A.; Giesecke, Kay Fluctuation analysis for the loss from default. (English) Zbl 1333.60035 Stochastic Processes Appl. 124, No. 7, 2322-2362 (2014). MSC: 60F05 60K35 91G10 91G40 91G80 PDFBibTeX XMLCite \textit{K. Spiliopoulos} et al., Stochastic Processes Appl. 124, No. 7, 2322--2362 (2014; Zbl 1333.60035) Full Text: DOI arXiv