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David Siska
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
标题
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
1112021
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
1102021
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
562016
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
412022
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
392021
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
342020
Mean-field neural odes via relaxed optimal control
JF Jabir, D Šiška, Ł Szpruch
arXiv preprint arXiv:1912.05475, 2019
332019
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
252021
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
232012
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
192013
Solving path dependent PDEs with LSTM networks and path signatures
M Sabate-Vidales, D Šiška, L Szpruch
arXiv preprint arXiv:2011.10630, 2020
182020
On finite-difference approximations for normalized Bellman equations
I Gyöngy, D Šiška
Applied Mathematics and Optimization 60, 297-339, 2009
182009
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
172017
On randomized stopping
I Gyöngy, D Šiška
Bernoulli 14 (2), 352-361, 2008
172008
Nonlinear stochastic evolution equations of second order with damping
E Emmrich, D Šiška
Stochastics and Partial Differential Equations: Analysis and Computations 5 …, 2017
142017
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
142011
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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