Repository: Freie Universität Berlin, Math Department

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Article

Kebiri, O. and Neureither, L. and Hartmann, C. (2018) Adaptive importance sampling with forward-backward stochastic differential equations. Proceedings of the Institut Henri Poincaré . (Submitted)

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 . (Submitted)

Neureither, L. and Hartmann, C. (2018) Time scales and exponential trends to equilibrium: Gaussian model problems. Proceedings of the Institut Henri Poincaré . (Submitted)

This list was generated on Sun Sep 15 21:10:23 2019 CEST.