Hits ?▲ |
Authors |
Title |
Venue |
Year |
Link |
Author keywords |
130 | Pietro Perona |
Orientation diffusions. |
CVPR |
1997 |
DBLP DOI BibTeX RDF |
orientation diffusions, noisy brightness images, multiple scales, curved manifolds, discrete orientation diffusion, edge-process, computer vision, computer vision, image analysis, image representation, anisotropic diffusion, image smoothing, circle, hue |
122 | Pietro Perona |
Orientation diffusions. |
IEEE Trans. Image Process. |
1998 |
DBLP DOI BibTeX RDF |
|
78 | Chenggui Yuan, John Lygeros |
Asymptotic Stability and Boundedness of Delay Switching Diffusions. |
HSCC |
2004 |
DBLP DOI BibTeX RDF |
Itô formula, Switching diffusions, Stochastic asymptotic stability, Lyapunov function |
52 | Chao Zhu 0001, Gang George Yin |
On hybrid diffusions. |
CDC |
2008 |
DBLP DOI BibTeX RDF |
|
43 | Ruth J. Williams |
An invariance principle for semimartingale reflecting Brownian motions in an orthant. |
Queueing Syst. Theory Appl. |
1998 |
DBLP DOI BibTeX RDF |
semimartingale reflecting Brownian motion, invariance principle, Skorokhod problem, oscillation inequality, open multiclass queueing networks, diffusions |
35 | Abdulkadir Çelikkanat |
Graph Representation Learning with Random Walk Diffusions. (Apprentissage de représentations sur graphes par diffusions de marche aléatoire). |
|
2021 |
RDF |
|
35 | Zhixin Yang 0002, Gang George Yin, Haibo Li |
Stability of numerical methods for jump diffusions and Markovian switching jump diffusions. |
J. Comput. Appl. Math. |
2015 |
DBLP DOI BibTeX RDF |
|
35 | Erhan Bayraktar, Hao Xing |
Pricing American options for jump diffusions by iterating optimal stopping problems for diffusions. |
Math. Methods Oper. Res. |
2009 |
DBLP DOI BibTeX RDF |
|
35 | Qingshuo Song, Gang George Yin, Z. Zhang |
Numerical methods for controlled regime-switching diffusions and regime-switching jump diffusions. |
Autom. |
2006 |
DBLP DOI BibTeX RDF |
|
35 | Bruno Casella, Gareth O. Roberts |
Monte Carlo simulation of killed diffusions with a single barrier. |
VALUETOOLS |
2006 |
DBLP DOI BibTeX RDF |
Brownian bridge, crossing probability, exact algorithm, Monte Carlo algorithms, Rao-Blackwellization |
35 | Guoqing Shi, Chuanzhe Liu, Yuhua Hou |
Stdudy on the Pricing of Credit Default Swap with Affine Jump-Diffusions Processes. |
ISDA (1) |
2006 |
DBLP DOI BibTeX RDF |
|
35 | Ashok Patel, Bart Kosko |
Mutual-Information Noise Benefits in Brownian Models of Continuous and Spiking Neurons. |
IJCNN |
2006 |
DBLP DOI BibTeX RDF |
|
35 | Feng Han 0001, Zhuowen Tu, Song Chun Zhu |
Range Image Segmentation by an Effective Jump-Diffusion Method. |
IEEE Trans. Pattern Anal. Mach. Intell. |
2004 |
DBLP DOI BibTeX RDF |
|
26 | Paul Fearnhead |
Computational methods for complex stochastic systems: a review of some alternatives to MCMC. |
Stat. Comput. |
2008 |
DBLP DOI BibTeX RDF |
Particle filter, Diffusions, Importance sampling, Missing data, Forward-backward algorithm, Population genetics |
26 | Turan G. Bali |
Modeling the dynamics of interest rate volatility with skewed fat-tailed distributions. |
Ann. Oper. Res. |
2007 |
DBLP DOI BibTeX RDF |
Modeling interest rates, Stochastic volatility, Interest rate options, Diffusions, GARCH |
26 | Paulette Robinson, Sharon Roushdy |
From innovators to majority: evolution in faculty webCT training. |
SIGUCCS |
2004 |
DBLP DOI BibTeX RDF |
course management tool, faculty continuum, faculty focus groups, faculty training redesign, innovation of diffusions, instructional development teams, large classes, instructional design, faculty development, faculty support, webCT |
26 | Toshikazu Kimura |
Diffusion Approximations for Queues with Markovian Bases. |
Ann. Oper. Res. |
2002 |
DBLP DOI BibTeX RDF |
piecewise-constant diffusions, Markovian queues, finite sources, birth-and-death processes, lower-triangular infinitesimal generators, steady-state distribution, finite capacity |
26 | Ruth J. Williams |
Diffusion approximations for open multiclass queueing networks: sufficient conditions involving state space collapse. |
Queueing Syst. Theory Appl. |
1998 |
DBLP DOI BibTeX RDF |
FIFO Kelly type, head-of-the-line-proportional processor sharing, semimartingale reflecting Brownian motions, completely-S, diffusions, heavy traffic, multiclass queueing networks |
26 | Harold J. Kushner, Jichuan Yang, Dennis Jarvis |
Controlled and optimally controlled multiplexing systems: A numerical exploration. |
Queueing Syst. Theory Appl. |
1995 |
DBLP DOI BibTeX RDF |
ATM systems, controlled queues, numerical methods in stochastic control, Markov chain approximations, reflected diffusions, optimal stochastic control, Multiplexing systems |
17 | Thomas Lux |
Estimation of regime-switching diffusions via Fourier transforms. |
Stat. Comput. |
2024 |
DBLP DOI BibTeX RDF |
|
17 | Enric Ribera Borrell, Jannes Quer, Lorenz Richter, Christof Schütte |
Improving Control Based Importance Sampling Strategies for Metastable Diffusions via Adapted Metadynamics. |
SIAM J. Sci. Comput. |
2024 |
DBLP DOI BibTeX RDF |
|
17 | Jaihoon Kim, Juil Koo, Kyeongmin Yeo, Minhyuk Sung |
SyncTweedies: A General Generative Framework Based on Synchronized Diffusions. |
CoRR |
2024 |
DBLP DOI BibTeX RDF |
|
17 | Yuga Iguchi, Ajay Jasra, Mohamed Maama, Alexandros Beskos |
Antithetic Multilevel Methods for Elliptic and Hypo-Elliptic Diffusions with Applications. |
CoRR |
2024 |
DBLP DOI BibTeX RDF |
|
17 | Nacira Agram, Giulia Pucci, Bernt Øksendal |
Impulse Control of Conditional McKean-Vlasov Jump Diffusions. |
J. Optim. Theory Appl. |
2024 |
DBLP DOI BibTeX RDF |
|
17 | Yifeng Shao, Qingyi Wang, Leimin Wang, Quan Yin |
Global exponential stability and stabilization of stochastic memristive neural networks with spatial diffusions and hybrid delays. |
Commun. Nonlinear Sci. Numer. Simul. |
2024 |
DBLP DOI BibTeX RDF |
|
17 | Leimin Wang, Chuan-Ke Zhang |
Exponential Synchronization of Memristor-Based Competitive Neural Networks With Reaction- Diffusions and Infinite Distributed Delays. |
IEEE Trans. Neural Networks Learn. Syst. |
2024 |
DBLP DOI BibTeX RDF |
|
17 | Hao Huang, Qian Yan 0001, Keqi Han, Ting Gan, Jiawei Jiang, Quanqing Xu, Chuanhui Yang |
Learning Diffusions under Uncertainty. |
AAAI |
2024 |
DBLP DOI BibTeX RDF |
|
17 | Lars Lorch, Andreas Krause 0001, Bernhard Schölkopf |
Causal Modeling with Stationary Diffusions. |
AISTATS |
2024 |
DBLP BibTeX RDF |
|
17 | Kexin Jin, Chenguang Liu, Jonas Latz |
Subsampling Error in Stochastic Gradient Langevin Diffusions. |
AISTATS |
2024 |
DBLP BibTeX RDF |
|
17 | Lukas Trottner, Cathrine Aeckerle-Willems, Claudia Strauch |
Concentration analysis of multivariate elliptic diffusions. |
J. Mach. Learn. Res. |
2023 |
DBLP BibTeX RDF |
|
17 | Shan Qu, Hui Xu 0011, Luoyi Fu, Huan Long, Xinbing Wang, Guihai Chen, Chenghu Zhou |
Tracing Truth and Rumor Diffusions Over Mobile Social Networks: Who are the Initiators? |
IEEE Trans. Mob. Comput. |
2023 |
DBLP DOI BibTeX RDF |
|
17 | Yiqi Gu, John Harlim, Senwei Liang, Haizhao Yang |
Stationary Density Estimation of Itô Diffusions Using Deep Learning. |
SIAM J. Numer. Anal. |
2023 |
DBLP DOI BibTeX RDF |
|
17 | Assyr Abdulle, Giacomo Garegnani, Grigorios A. Pavliotis, Andrew M. Stuart, Andrea Zanoni |
Drift Estimation of Multiscale Diffusions Based on Filtered Data. |
Found. Comput. Math. |
2023 |
DBLP DOI BibTeX RDF |
|
17 | Samuel Herrmann, Nicolas Massin |
Exact simulation of the first passage time through a given level of jump diffusions. |
Math. Comput. Simul. |
2023 |
DBLP DOI BibTeX RDF |
|
17 | Peter Kink |
A Spectral Method Approach to Quadratic Normal Volatility Diffusions. |
Symmetry |
2023 |
DBLP DOI BibTeX RDF |
|
17 | Hao Shen 0001, Xuelian Wang, Peiyong Duan, Jinde Cao, Jing Wang 0071 |
H∞ Bipartite Synchronization Control of Markov Jump Cooperation-Competition Networks With Reaction-Diffusions. |
IEEE Trans. Cybern. |
2023 |
DBLP DOI BibTeX RDF |
|
17 | Siyu Lv, Jie Xiong 0004, Xin Zhang |
Linear quadratic leader-follower stochastic differential games for mean-field switching diffusions. |
Autom. |
2023 |
DBLP DOI BibTeX RDF |
|
17 | Tianwei Zhang 0001, Yuntao Liu, Huizhen Qu |
Global mean-square exponential stability and random periodicity of discrete-time stochastic inertial neural networks with discrete spatial diffusions and Dirichlet boundary condition. |
Comput. Math. Appl. |
2023 |
DBLP DOI BibTeX RDF |
|
17 | Ye He, Tyler Farghly, Krishnakumar Balasubramanian 0002, Murat A. Erdogdu |
Mean-Square Analysis of Discretized Itô Diffusions for Heavy-tailed Sampling. |
CoRR |
2023 |
DBLP DOI BibTeX RDF |
|
17 | Sitan Chen, Giannis Daras, Alexandros G. Dimakis |
Restoration-Degradation Beyond Linear Diffusions: A Non-Asymptotic Analysis For DDIM-Type Samplers. |
CoRR |
2023 |
DBLP DOI BibTeX RDF |
|
17 | Olivier Peltre |
Local Max-Entropy and Free Energy Principles, Belief Diffusions and their Singularities. |
CoRR |
2023 |
DBLP DOI BibTeX RDF |
|
17 | Andrea Montanari |
Sampling, Diffusions, and Stochastic Localization. |
CoRR |
2023 |
DBLP DOI BibTeX RDF |
|
17 | Konstantinos Ameranis, Antares Chen, Adela Frances DePavia, Lorenzo Orecchia, Erasmo Tani |
Hypergraph Diffusions and Resolvents for Norm-Based Hypergraph Laplacians. |
CoRR |
2023 |
DBLP DOI BibTeX RDF |
|
17 | Raghav Singhal, Mark Goldstein, Rajesh Ranganath |
Where to Diffuse, How to Diffuse, and How to Get Back: Automated Learning for Multivariate Diffusions. |
CoRR |
2023 |
DBLP DOI BibTeX RDF |
|
17 | Lorenz Richter, Julius Berner, Guan-Horng Liu |
Improved sampling via learned diffusions. |
CoRR |
2023 |
DBLP DOI BibTeX RDF |
|
17 | Lars Lorch, Andreas Krause 0001, Bernhard Schölkopf |
Causal Modeling with Stationary Diffusions. |
CoRR |
2023 |
DBLP DOI BibTeX RDF |
|
17 | Chun-Mei Feng, Kai Yu 0009, Yong Liu 0026, Salman H. Khan 0001, Wangmeng Zuo |
Diverse Data Augmentation with Diffusions for Effective Test-time Prompt Tuning. |
CoRR |
2023 |
DBLP DOI BibTeX RDF |
|
17 | Kexin Jin, Chenguang Liu, Jonas Latz |
Subsampling Error in Stochastic Gradient Langevin Diffusions. |
CoRR |
2023 |
DBLP DOI BibTeX RDF |
|
17 | Francisco Vargas 0001, Nikolas Nüsken |
Transport, Variational Inference and Diffusions: with Applications to Annealed Flows and Schrödinger Bridges. |
CoRR |
2023 |
DBLP DOI BibTeX RDF |
|
17 | Stefano Peluchetti |
Non-Denoising Forward-Time Diffusions. |
CoRR |
2023 |
DBLP DOI BibTeX RDF |
|
17 | Kushagra Pandey, Stephan Mandt |
Generative Diffusions in Augmented Spaces: A Complete Recipe. |
CoRR |
2023 |
DBLP DOI BibTeX RDF |
|
17 | Pierre Del Moral, Shulan Hu, Ajay Jasra, Hamza M. Ruzayqat, Xinyu Wang |
Bayesian Parameter Inference for Partially Observed Diffusions using Multilevel Stochastic Runge-Kutta Methods. |
CoRR |
2023 |
DBLP DOI BibTeX RDF |
|
17 | Linan Chen, Florence Clerc, Prakash Panangaden |
Behavioural pseudometrics for continuous-time diffusions. |
CoRR |
2023 |
DBLP DOI BibTeX RDF |
|
17 | Charles Curry |
Simulating elliptic diffusions and orthogonal invariance. |
CoRR |
2023 |
DBLP DOI BibTeX RDF |
|
17 | Zehong Zhang, Fei Lu 0016, Esther Xu Fei, Terry Lyons, Yannis G. Kevrekidis, Tom Woolf |
Benchmarking optimality of time series classification methods in distinguishing diffusions. |
CoRR |
2023 |
DBLP DOI BibTeX RDF |
|
17 | Elsiddig Awadelkarim, Ajay Jasra, Hamza M. Ruzayqat |
Unbiased Parameter Estimation for Partially Observed Diffusions. |
CoRR |
2023 |
DBLP DOI BibTeX RDF |
|
17 | Junlong Lyu, Zhitang Chen, Wenlong Lyu, Jianye Hao |
Reweighted Interacting Langevin Diffusions: an Accelerated Sampling Methodfor Optimization. |
CoRR |
2023 |
DBLP DOI BibTeX RDF |
|
17 | Miguel Alvarez, Ajay Jasra, Hamza M. Ruzayqat |
Unbiased and Multilevel Methods for a Class of Diffusions Partially Observed via Marked Point Processes. |
CoRR |
2023 |
DBLP DOI BibTeX RDF |
|
17 | Hao Huang 0001, Qian Yan 0001, Keqi Han, Ting Gan, Jiawei Jiang, Quanqing Xu, Chuanhui Yang |
Learning Diffusions under Uncertainty. |
CoRR |
2023 |
DBLP DOI BibTeX RDF |
|
17 | Yuseung Lee, Kunho Kim, Hyunjin Kim, Minhyuk Sung |
SyncDiffusion: Coherent Montage via Synchronized Joint Diffusions. |
CoRR |
2023 |
DBLP DOI BibTeX RDF |
|
17 | Michael S. Albergo, Nicholas M. Boffi, Eric Vanden-Eijnden |
Stochastic Interpolants: A Unifying Framework for Flows and Diffusions. |
CoRR |
2023 |
DBLP DOI BibTeX RDF |
|
17 | Huiguo He, Tianfu Wang 0002, Huan Yang 0005, Jianlong Fu, Nicholas Jing Yuan, Jian Yin 0001, Hongyang Chao, Qi Zhang |
Learning Profitable NFT Image Diffusions via Multiple Visual-Policy Guided Reinforcement Learning. |
CoRR |
2023 |
DBLP DOI BibTeX RDF |
|
17 | Wenjing Wang 0001, Huan Yang 0005, Zixi Tuo, Huiguo He, Junchen Zhu, Jianlong Fu, Jiaying Liu 0001 |
VideoFactory: Swap Attention in Spatiotemporal Diffusions for Text-to-Video Generation. |
CoRR |
2023 |
DBLP DOI BibTeX RDF |
|
17 | Philip A. Ernst, Hongwei Mei |
Exact Optimal Stopping for Multidimensional Linear Switching Diffusions. |
Math. Oper. Res. |
2023 |
DBLP DOI BibTeX RDF |
|
17 | Christian Meier, Lingfei Li, Gongqiu Zhang |
Simulation of multidimensional diffusions with sticky boundaries via Markov chain approximation. |
Eur. J. Oper. Res. |
2023 |
DBLP DOI BibTeX RDF |
|
17 | Jing Sun 0011, Daxin Nie, Weihua Deng |
An Efficient Numerical Algorithm for the Model Describing the Competition Between Super- and Sub-diffusions Driven by Fractional Brownian Sheet Noise. |
J. Sci. Comput. |
2023 |
DBLP DOI BibTeX RDF |
|
17 | Fabienne Comte, Nicolas Marie |
Nonparametric drift estimation from diffusions with correlated Brownian motions. |
J. Multivar. Anal. |
2023 |
DBLP DOI BibTeX RDF |
|
17 | Cheng Cai, Tiziano De Angelis, Jan Palczewski |
On the Continuity of Optimal Stopping Surfaces for Jump-Diffusions. |
SIAM J. Control. Optim. |
2023 |
DBLP DOI BibTeX RDF |
|
17 | Nacira Agram, Bernt Øksendal |
Stochastic Fokker-Planck Equations for Conditional McKean-Vlasov Jump Diffusions and Applications to Optimal Control. |
SIAM J. Control. Optim. |
2023 |
DBLP DOI BibTeX RDF |
|
17 | Yin Sheng, Yun Xing, Tingwen Huang, Zhigang Zeng |
Global Exponential Synchronization of Delayed Fuzzy Neural Networks With Reaction Diffusions. |
IEEE Trans. Fuzzy Syst. |
2023 |
DBLP DOI BibTeX RDF |
|
17 | Hui Zhou, Shufan Li, Chunmei Zhang |
Synchronization of hybrid switching diffusions delayed networks via stochastic event-triggered control. |
Neural Networks |
2023 |
DBLP DOI BibTeX RDF |
|
17 | Hassan Hmedi, Ari Arapostathis, Guodong Pang |
On the global convergence of relative value iteration for infinite-horizon risk-sensitive control of diffusions. |
Syst. Control. Lett. |
2023 |
DBLP DOI BibTeX RDF |
|
17 | Ganna Leonenko, Tim N. Phillips |
Transient numerical approximation of hyperbolic diffusions and beyond. |
J. Comput. Appl. Math. |
2023 |
DBLP DOI BibTeX RDF |
|
17 | Chun-Mei Feng, Kai Yu 0009, Yong Liu, Salman Khan 0001, Wangmeng Zuo |
Diverse Data Augmentation with Diffusions for Effective Test-time Prompt Tuning. |
ICCV |
2023 |
DBLP DOI BibTeX RDF |
|
17 | Huiguo He, Tianfu Wang 0002, Huan Yang 0005, Jianlong Fu, Nicholas Jing Yuan, Jian Yin 0001, Hongyang Chao, Qi Zhang |
Learning Profitable NFT Image Diffusions via Multiple Visual-Policy Guided Reinforcement Learning. |
ACM Multimedia |
2023 |
DBLP DOI BibTeX RDF |
|
17 | Yuseung Lee, Kunho Kim, Hyunjin Kim, Minhyuk Sung |
SyncDiffusion: Coherent Montage via Synchronized Joint Diffusions. |
NeurIPS |
2023 |
DBLP BibTeX RDF |
|
17 | Francois Buet-Golfouse, Nicholas William David Martin |
Lifting Volterra Diffusions via Kernel Decomposition. |
ICAIF |
2023 |
DBLP DOI BibTeX RDF |
|
17 | Raghav Singhal, Mark Goldstein, Rajesh Ranganath |
Where to Diffuse, How to Diffuse, and How to Get Back: Automated Learning for Multivariate Diffusions. |
ICLR |
2023 |
DBLP BibTeX RDF |
|
17 | Sitan Chen, Giannis Daras, Alex Dimakis |
Restoration-Degradation Beyond Linear Diffusions: A Non-Asymptotic Analysis For DDIM-type Samplers. |
ICML |
2023 |
DBLP BibTeX RDF |
|
17 | Nicolas Chopin, Andras Fulop, Jeremy Heng, Alexandre H. Thiery |
Computational Doob h-transforms for Online Filtering of Discretely Observed Diffusions. |
ICML |
2023 |
DBLP BibTeX RDF |
|
17 | Xiaojie Mu, Daqing Jiang, Ahmed Alsaedi |
Analysis of a Stochastic Phytoplankton-Zooplankton Model under Non-degenerate and Degenerate Diffusions. |
J. Nonlinear Sci. |
2022 |
DBLP DOI BibTeX RDF |
|
17 | Assyr Abdulle, Grigorios A. Pavliotis, Andrea Zanoni |
Eigenfunction martingale estimating functions and filtered data for drift estimation of discretely observed multiscale diffusions. |
Stat. Comput. |
2022 |
DBLP DOI BibTeX RDF |
|
17 | Justin Lars Kirkby, Nguyen Hai Dang 0001, Duy Nguyen, Nhu N. Nguyen |
Maximum likelihood estimation of diffusions by continuous time Markov chain. |
Comput. Stat. Data Anal. |
2022 |
DBLP DOI BibTeX RDF |
|
17 | Naho Akiyama, Toshihiro Yamada |
A high order weak approximation for jump-diffusions using Malliavin calculus and operator splitting. |
Monte Carlo Methods Appl. |
2022 |
DBLP DOI BibTeX RDF |
|
17 | Ky Quan Tran, Phan Trong Tien |
Explicit criteria for moment exponential stability and instability of switching diffusions with Lévy noise. |
Int. J. Control |
2022 |
DBLP DOI BibTeX RDF |
|
17 | Chunting Ji, Zhengqiang Zhang |
Adaptive Boundary Observer Design for Coupled Parabolic PDEs With Different Diffusions and Parameter Uncertainty. |
IEEE Trans. Circuits Syst. I Regul. Pap. |
2022 |
DBLP DOI BibTeX RDF |
|
17 | Farshid Mehrdoust, Somayeh Fallah |
On the calibration of fractional two-factor stochastic volatility model with non-Lipschitz diffusions. |
Commun. Stat. Simul. Comput. |
2022 |
DBLP DOI BibTeX RDF |
|
17 | Kosuke Yamato |
A unifying approach to non-minimal quasi-stationary distributions for one-dimensional diffusions. |
J. Appl. Probab. |
2022 |
DBLP DOI BibTeX RDF |
|
17 | Joe Benton, Yuyang Shi 0002, Valentin De Bortoli, George Deligiannidis, Arnaud Doucet |
From Denoising Diffusions to Denoising Markov Models. |
CoRR |
2022 |
DBLP DOI BibTeX RDF |
|
17 | Nicolas Chopin, Andras Fulop, Jeremy Heng, Alexandre H. Thiery |
Computational Doob's h-transforms for Online Filtering of Discretely Observed Diffusions. |
CoRR |
2022 |
DBLP DOI BibTeX RDF |
|
17 | Yuga Iguchi, Alexandros Beskos, Matthew M. Graham |
Numerical Schemes for Effective Calibration of Elliptic and Hypo-elliptic Diffusions. |
CoRR |
2022 |
DBLP DOI BibTeX RDF |
|
17 | Lancelot Da Costa, Grigorios A. Pavliotis |
The entropy production of stationary diffusions. |
CoRR |
2022 |
DBLP DOI BibTeX RDF |
|
17 | Csaba Tóth, Darrick Lee, Celia Hacker, Harald Oberhauser |
Capturing Graphs with Hypo-Elliptic Diffusions. |
CoRR |
2022 |
DBLP DOI BibTeX RDF |
|
17 | Jing Sun 0011, Daxin Nie, Weihua Deng |
Optimal convergence for the regularized solution of the model describing the competition between super- and sub- diffusions driven by fractional Brownian sheet noise. |
CoRR |
2022 |
DBLP DOI BibTeX RDF |
|
17 | Richard Nickl |
Inference for diffusions from low frequency measurements. |
CoRR |
2022 |
DBLP DOI BibTeX RDF |
|
17 | Håkon Hoel, Sankarasubramanian Ragunathan |
Higher-order adaptive methods for exit times of Itô diffusions. |
CoRR |
2022 |
DBLP DOI BibTeX RDF |
|
17 | Kailin Ding, Zhenyu Cui |
A General Framework to Simulate Diffusions with Discontinuous Coefficients and Local Times. |
ACM Trans. Model. Comput. Simul. |
2022 |
DBLP DOI BibTeX RDF |
|
17 | Banban Shi, Ya Wang, Fuke Wu |
Ergodicity of Regime-Switching Functional Diffusions with Infinite Delay and Application to a Numerical Algorithm for Stochastic Optimization. |
SIAM J. Control. Optim. |
2022 |
DBLP DOI BibTeX RDF |
|
17 | Xuefeng Gao, Zuo Quan Xu, Xun Yu Zhou |
State-Dependent Temperature Control for Langevin Diffusions. |
SIAM J. Control. Optim. |
2022 |
DBLP DOI BibTeX RDF |
|
17 | Erhan Bayraktar, Zhenhua Wang, Zhou Zhou 0004 |
Short Communication: Stability of Time-Inconsistent Stopping for One-Dimensional Diffusions. |
SIAM J. Financial Math. |
2022 |
DBLP DOI BibTeX RDF |
|