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Group by: Date | Item Type Number of items: 3. 2020Hartmann, C. and Neureither, L. and Sharma, U. (2020) Coarse-graining of non-reversible stochastic differential equations: quantitative results and connections to averaging. SIAM Journal on Mathematical Analysis, 52 (3). pp. 2689-2733. 2019Neureither, 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 2018Kebiri, 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) |