David Siska 个人学术档案 - 学术资源搜索

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Lukasz SzpruchUniversity of Edinburgh and The Alan Turing Institute在 ed.ac.uk 的电子邮件经过验证
Istvan GyongyThe University of Edinburgh在 ed.ac.uk 的电子邮件经过验证
William R.P. HammersleyPostdoc, Univ. Côte d'Azur在 univ-cotedazur.fr 的电子邮件经过验证
Zhenjie RenCEREMADE, Université Paris Dauphine-PSL在 ceremade.dauphine.fr 的电子邮件经过验证
Kaitong HUCMAP, Ecole Polytechnique在 polytechnique.edu 的电子邮件经过验证
Žan ŽuričQuantitative Researcher, Kaiju Capital Management在 imperial.ac.uk 的电子邮件经过验证
James-Michael LeahyPhysicsX and Imperial College London在 imperial.ac.uk 的电子邮件经过验证
Sotirios SabanisProfessor, University of Edinburgh, Alan Turing Institute, National Technical University of Athens在 ed.ac.uk 的电子邮件经过验证
Arnulf JentzenThe Chinese University of Hong Kong, Shenzhen & University of Münster在 uni-muenster.de 的电子邮件经过验证
Lukas GononImperial College London在 imperial.ac.uk 的电子邮件经过验证
philipp grohsUniversity of Vienna在 univie.ac.at 的电子邮件经过验证
Yufei ZhangImperial College London在 imperial.ac.uk 的电子邮件经过验证
Jean-Francois JABIRDepartment of Statistics, Higher School of Economics在 hse.ru 的电子邮件经过验证
Dr. NeelimaRamjas College, University of Delhi, Delhi在 ramjas.du.ac.in 的电子邮件经过验证
Fayçal DrissiUniversity of Oxford在 eng.ox.ac.uk 的电子邮件经过验证
Leandro Sánchez-BetancourtMathematical Institute, and Oxford-Man Institute, University of Oxford在 maths.ox.ac.uk 的电子邮件经过验证
Álvaro CarteaUniversity of Oxford and Oxford-Man Institute在 maths.ox.ac.uk 的电子邮件经过验证
Aneta Wróblewska-KamińskaInstitute of Mathematics, Polish Academy of Sciences在 impan.pl 的电子邮件经过验证
Samuel N. CohenProfessor of Mathematics, University of Oxford在 maths.ox.ac.uk 的电子邮件经过验证
George DanezisMysten Labs & University College London在 ucl.ac.uk 的电子邮件经过验证

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David Siska

School of Mathematics, University of Edinburgh and Vega Research

在 ed.ac.uk 的电子邮件经过验证 - 首页

Stochastic Optimal Control Reinforcement Learning Quantitative Finance


标题按引用次数排序按年份排序按标题排序	引用次数引用次数	年份
McKean–Vlasov SDEs under measure dependent Lyapunov conditions WRP Hammersley, D Šiška, Ł Szpruch Ann. Inst. H. Poincaré Probab. Statist. 57 (2), 1032-1057, 2021	111	2021
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, 2021	110	2021
Convergence of tamed Euler schemes for a class of stochastic evolution equations I Gyöngy, S Sabanis, D Šiška Stochastics and Partial Differential Equations: Analysis and Computations 4 …, 2016	56	2016
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	48*	2022
Unbiased deep solvers for linear parametric PDEs M Sabate Vidales, D Šiška, L Szpruch Applied Mathematical Finance 28 (4), 299-329, 2021	43*	2021
Uniform error estimates for artificial neural network approximations for heat equations L Gonon, P Grohs, A Jentzen, D Kofler, D Šiška IMA Journal of Numerical Analysis 42 (3), 1991-2054, 2022	41	2022
Weak existence and uniqueness for McKean–Vlasov SDEs with common noise WRP Hammersley, D Šiška, Ł Szpruch Annals of Probability 49 (2), 527-555, 2021	39	2021
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	34	2020
Mean-field neural odes via relaxed optimal control JF Jabir, D Šiška, Ł Szpruch arXiv preprint arXiv:1912.05475, 2019	33	2019
Gradient Flows for Regularized Stochastic Control Problems D Šiška, Ł Szpruch SIAM Journal on Control and Optimization 62 (4), 2036-2070, 2024	25*	2024
A modified MSA for stochastic control problems B Kerimkulov, D Šiška, L Szpruch Applied Mathematics & Optimization 84 (3), 3417-3436, 2021	25	2021
Full discretization of the porous medium/fast diffusion equation based on its very weak formulation E Etienne, D Šiška Communications in Mathematical Sciences 10 (4), 1055-1080, 2012	23	2012
Evolution equations of second order with nonconvex potential and linear damping: existence via convergence of a full discretization E Emmrich, D Šiška Journal of Differential Equations 255 (10), 3719-3746, 2013	19	2013
Solving path dependent PDEs with LSTM networks and path signatures M Sabate-Vidales, D Šiška, L Szpruch arXiv preprint arXiv:2011.10630, 2020	18	2020
On finite-difference approximations for normalized Bellman equations I Gyöngy, D Šiška Applied Mathematics and Optimization 60, 297-339, 2009	18	2009
Itô formula for processes taking values in intersection of finitely many Banach spaces I Gyöngy, D Šiška Stochastics and Partial Differential Equations: Analysis and Computations 5 …, 2017	17	2017
On randomized stopping I Gyöngy, D Šiška Bernoulli 14 (2), 352-361, 2008	17	2008
Nonlinear stochastic evolution equations of second order with damping E Emmrich, D Šiška Stochastics and Partial Differential Equations: Analysis and Computations 5 …, 2017	14	2017
Full discretisation of second-order nonlinear evolution equations: strong convergence and applications E Emmrich, D Šiška Computational Methods in Applied Mathematics 11 (4), 441-459, 2011	14	2011
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	12*	2022

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