Adam Andersson
- Convergence of a robust deep FBSDE method for stochastic control
2022/01/18 by Kristoffer Andersson, Adam Andersson, Andersson, Kristoffer +3 · 2 citations
Economics, Econometrics and Finance · #49M25 #60H30 #60H35 #65C30 #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (stat.ML) #Numerical Analysis (math.NA) #Optimization and Control (math.OC) #Probability (math.PR) #Stochastic processes and financial applications
- Convergence of a Robust Deep FBSDE Method for Stochastic Control
2023/02/23 by Kristoffer Andersson, Adam Andersson, C. W. Oosterlee · 2 citations
- Poisson Malliavin calculus in Hilbert space with an application to SPDE
2017/03/21 by Adam Andersson, Andersson, Adam, Felix Lindner +1 · 1 citation
Economics, Econometrics and Finance · Mathematics · #Stochastic processes and financial applications #Advanced Banach Space Theory #Geometric Analysis and Curvature Flows