Követés
David Siska
David Siska
School of Mathematics, University of Edinburgh and Vega Research
E-mail megerősítve itt: ed.ac.uk - Kezdőlap
Cím
Hivatkozott rá
Hivatkozott rá
Év
McKean–Vlasov SDEs under measure dependent Lyapunov conditions
WRP Hammersley, D ©iąka, Ł Szpruch
Ann. Inst. H. Poincaré Probab. Statist. 57 (2), 1032-1057, 2021
1052021
Mean-field Langevin dynamics and energy landscape of neural networks
K Hu, Z Ren, D Siska, L Szpruch
Ann. Inst. H. Poincaré Probab. Statist. 57 (4), 2043 - 2065, 2020
942020
Convergence of tamed Euler schemes for a class of stochastic evolution equations
I Gyöngy, S Sabanis, D ©iąka
Stochastics and Partial Differential Equations: Analysis and Computations 4 …, 2016
522016
Unbiased deep solvers for linear parametric PDEs
M Sabate Vidales, D ©iąka, L Szpruch
Applied Mathematical Finance 28 (4), 299-329, 2021
40*2021
Robust pricing and hedging via neural stochastic differential equations
P Gierjatowicz, M Sabate-Vidales, D Siska, L Szpruch, Z Zuric
Journal of Computational Finance 26 (3), 2022
39*2022
Uniform error estimates for artificial neural network approximations for heat equations
L Gonon, P Grohs, A Jentzen, D Kofler, D ©iąka
IMA Journal of Numerical Analysis 42 (3), 1991-2054, 2022
372022
Weak existence and uniqueness for McKean–Vlasov SDEs with common noise
WRP Hammersley, D ©iąka, Ł Szpruch
362021
Mean-field neural odes via relaxed optimal control
JF Jabir, D ©iąka, Ł Szpruch
arXiv preprint arXiv:1912.05475, 2019
322019
Exponential convergence and stability of Howard's policy improvement algorithm for controlled diffusions
B Kerimkulov, D Siska, L Szpruch
SIAM Journal on Control and Optimization 58 (3), 1314-1340, 2020
312020
Gradient flows for regularized stochastic control problems
D ©iąka, Ł Szpruch
arXiv preprint arXiv:2006.05956, 2020
232020
Full discretization of the porous medium/fast diffusion equation based on its very weak formulation
E Etienne, D ©iąka
Communications in Mathematical Sciences 10 (4), 1055-1080, 2012
232012
A modified MSA for stochastic control problems
B Kerimkulov, D ©iąka, L Szpruch
Applied Mathematics & Optimization 84 (3), 3417-3436, 2021
212021
Evolution equations of second order with nonconvex potential and linear damping: existence via convergence of a full discretization
E Emmrich, D ©iąka
Journal of Differential Equations 255 (10), 3719-3746, 2013
192013
On finite-difference approximations for normalized Bellman equations
I Gyöngy, D ©iąka
Applied Mathematics and Optimization 60, 297-339, 2009
192009
Solving path dependent PDEs with LSTM networks and path signatures
M Sabate-Vidales, D ©iąka, L Szpruch
arXiv preprint arXiv:2011.10630, 2020
182020
Itô formula for processes taking values in intersection of finitely many Banach spaces
I Gyöngy, D ©iąka
Stochastics and Partial Differential Equations: Analysis and Computations 5 …, 2017
172017
On randomized stopping
I Gyöngy, D ©iąka
162008
Nonlinear stochastic evolution equations of second order with damping
E Emmrich, D ©iąka
Stochastics and Partial Differential Equations: Analysis and Computations 5 …, 2017
132017
Full discretisation of second-order nonlinear evolution equations: strong convergence and applications
E Emmrich, D ©iąka
Computational Methods in Applied Mathematics 11 (4), 441-459, 2011
132011
Convergence of policy gradient for entropy regularized MDPs with neural network approximation in the mean-field regime
JM Leahy, B Kerimkulov, D Siska, L Szpruch
International Conference on Machine Learning, 12222-12252, 2022
9*2022
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