Multilevel Monte Carlo approximation of distribution functions and densities M Giles, T Nagapetyan, K Ritter
SIAM/ASA Journal on Uncertainty Quantification 3 (1), 267-295, 2015
103 2015 The true cost of stochastic gradient Langevin dynamics T Nagapetyan, AB Duncan, L Hasenclever, SJ Vollmer, L Szpruch, ...
arXiv preprint arXiv:1706.02692, 2017
62 2017 Multilevel Monte Carlo for reliability theory LJM Aslett, T Nagapetyan, SJ Vollmer
Reliability Engineering & System Safety 165, 188-196, 2017
54 2017 Pricing Bermudan options via multilevel approximation methods D Belomestny, F Dickmann, T Nagapetyan
SIAM Journal on Financial Mathematics 6 (1), 448-466, 2015
21 2015 Variance reduction for discretised diffusions via regression D Belomestny, S Häfner, T Nagapetyan, M Urusov
Journal of Mathematical Analysis and Applications 458 (1), 393-418, 2018
20 2018 Adaptive multilevel Monte Carlo approximation of distribution functions MB Giles, T Nagapetyan, K Ritter
arXiv preprint arXiv:1706.06869, 2017
16 2017 Multilevel path simulation for weak approximation schemes with application to Lévy-driven SDEs D Belomestny, T Nagapetyan
15 * 2017 Multilevel monte carlo method for statistical model checking of hybrid systems S Esmaeil Zadeh Soudjani, R Majumdar, T Nagapetyan
Quantitative Evaluation of Systems: 14th International Conference, QEST 2017 …, 2017
15 2017 Multilevel monte carlo for scalable bayesian computations M Giles, T Nagapetyan, L Szpruch, S Vollmer, K Zygalakis
arXiv preprint arXiv:1609.06144, 2016
14 2016 Efficient algorithms for Asymmetric Flow Field Flow Fractionation T Nagapetyan
TU Kaiserslautern, 2014
11 * 2014 Monte Carlo simulation of asymmetric flow field flow fractionation O Iliev, T Nagapetyan, K Ritter
Monte Carlo Methods and Applications: Proceedings of the 8th IMACS Seminar …, 2013
9 * 2013 Pricing American options via multi-level approximation methods D Belomestny, F Dickmann, T Nagapetyan
arXiv preprint arXiv:1303.1334, 2013
7 2013 Estimating the Spread of Fire in Buildings A Champneys, C Fresneda-Portillo, I Hewitt, X Liu, M Hunt, T Nagapetyan, ...
6 2013 Multilevel Path Simulation for Weak Approximation Schemes: Myth or Reality D Belomestny, T Nagapetyan, V Shiryaev
Preprint 168, 2014
5 2014 A Two-grid Infinite-volume/reduced Basis Scheme for the Approximation of the Solution of Parameter Dependent PDE with Applications the AFFFF Devices O Iliev, Y Maday, T Nagapetyan
Fraunhofer Inst. für Techno-und Wirtschaftsmathematik, ITWM, 2013
4 2013 Fast Optimal Control of Asymmetric Flow Field Flow Fractionation Processes N Bayramov, T Nagapetyan, R Pinnau
SIAM Conference on Control and Its Applications, 207-213, 2013
4 2013 Remarks on Afriat’s theorem and the Monge–Kantorovich problem AV Kolesnikov, OV Kudryavtseva, T Nagapetyan
Journal of Mathematical Economics 49 (6), 501-505, 2013
3 2013 About new dynamical interpretations of entropic model of correspondence matrix calculation and Nash-Wardrop’s equilibrium in Beckmann’s traffic flow distribution model EV Gasnikova, TA Nagapetyan
Traffic and Granular Flow'11, 465-474, 2013
3 2013 Variance reduced multilevel path simulation: going beyond the complexity D Belomestny, T Nagapetyan
arXiv preprint arXiv:1412.4045, 2014
2 2014 A two-grid infinite-volume/reduced basis scheme for the approximation of the solution of parameter dependent PDE with applications to AFFFF Devices O Iliev, Y Maday, T Nagapetyan
Berichte des Fraunhofer ITWM, 2014
1 2014 
Prof. Dr. Denis BelomestnyDuisburg-Essen UniversityE-mail megerősítve itt: uni-due.de
