Repository: Freie Universit├Ąt Berlin, Math Department

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Number of items: 5.

2019

Hartmann, C. and Neureither, L. and Sharma, U. (2019) Coarse-graining of non-reversible stochastic differential equations: quantitative results and connections to averaging. SIAM J. Math. Anal. . pp. 1-39. (Submitted)

Kebiri, O. and Neureither, L. and Hartmann, C. (2019) Adaptive importance sampling with forward-backward stochastic differential equations. In: Stochastic Dynamics Out of Equilibrium. IHPStochDyn 2017. Springer Proceedings in Mathematics & Statistics, 282 . Springer, pp. 265-281. ISBN 978-3-030-15095-2

Neureither, L. and Hartmann, C. (2019) Time scales and exponential trends to equilibrium: Gaussian model problems. In: Stochastic Dynamics Out of Equilibrium. IHPStochDyn 2017. Springer Proceedings in Mathematics & Statistics, 282 . Springer, pp. 391-410. ISBN 978-3-030-15095-2

Hartmann, C. and Kebiri, O. and Neureither, L. and Richter, L. (2019) Variational approach to rare event simulation using least-squares regression. Chaos, 29 (6). 063107. ISSN 1054-1500 (print); 1089-7682 (online)

2018

Kebiri, O. and Neureither, L. and Hartmann, C. (2018) Singularly perturbed forward-backward stochastic differential equations: application to the optimal control of bilinear systems. Computation, 6 (3). p. 41. ISSN 2079-3197 (online)

This list was generated on Tue Jan 21 12:59:23 2020 CET.