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Pieper-Sethmacher, Thorben

  1. On a class of exponential changes of measure for stochastic PDEs
    2024/09/12 by Thorben Pieper-Sethmacher, Pieper-Sethmacher, Thorben, Frank van der Meulen +3 · 3 citations
    Economics, Econometrics and Finance · #FOS: Mathematics #Probability (math.PR) #Stochastic processes and financial applications
  2. Simulation of infinite-dimensional diffusion bridges
    2025/03/17 by Pieper-Sethmacher, Thorben, van der Meulen, Frank, van der Vaart, Aad · 2 citations
    #FOS: Mathematics #Probability (math.PR)