Pieper-Sethmacher, Thorben
- 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
- 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)