Wolfgang Stockinger

1. Well-posedness and tamed schemes for McKean-Vlasov Equations with Common\n Noise
   2020/05/31 by Chaman Kumar, Kumar, Chaman, Neelima Neelima +5 · 7 citations
   Economics, Econometrics and Finance · Social Sciences · #Stochastic processes and financial applications #Financial Markets and Investment Strategies #Insurance, Mortality, Demography, Risk Management
2. An adaptive Euler-Maruyama scheme for McKean-Vlasov SDEs with\n super-linear growth and application to the mean-field FitzHugh-Nagumo model
   2020/05/12 by Christoph Reisinger, Reisinger, Christoph, Wolfgang Stockinger +1 · 5 citations
   Economics, Econometrics and Finance · Physics and Astronomy · Social Sciences · #Advanced Thermodynamics and Statistical Mechanics #FOS: Mathematics #Insurance, Mortality, Demography, Risk Management #Numerical Analysis (math.NA) #Probability (math.PR) #Stochastic processes and financial applications
3. Wellposedness, exponential ergodicity and numerical approximation of fully super-linear McKean--Vlasov SDEs and associated particle systems
   2023/02/10 by Xingyuan Chen, Gonçalo dos Reis, Chen, Xingyuan +3 · 6 citations
   Economics, Econometrics and Finance · Engineering · Mathematics · #FOS: Mathematics #Fluid Dynamics and Turbulent Flows #Mathematical Biology Tumor Growth #Numerical Analysis (math.NA) #Probability (math.PR) #Stochastic processes and financial applications
4. Milstein schemes and antithetic multilevel Monte Carlo sampling for delay McKean-Vlasov equations and interacting particle systems
   2020/05/03 by Jianhai Bao, Bao, Jianhai, Christoph Reisinger +5 · 3 citations
   Economics, Econometrics and Finance · Mathematics · #60H30 #65C20 #65C30 #65C35 #FOS: Mathematics #Gas Dynamics and Kinetic Theory #Markov Chains and Monte Carlo Methods #Numerical Analysis (math.NA) #Probability (math.PR) #Stochastic processes and financial applications
5. On a multi-dimensional Poissonian pair correlation concept and uniform\n distribution
   2018/09/15 by Aicke Hinrichs, Hinrichs, Aicke, Lisa Kaltenböck +7 · 1 citation
   Mathematics · #11K06 #11K31 #FOS: Mathematics #Mathematical Approximation and Integration #Number Theory (math.NT)
6. An Offline Learning Approach to Propagator Models
   2023/09/06 by Eyal Neuman, Neuman, Eyal, Wolfgang Stockinger +3 · 1 citation
   Decision Sciences · #60H30 #62G08 #62L05 #68Q32 #91G80 #93C73 #93E35 #Advanced Bandit Algorithms Research #Auction Theory and Applications #FOS: Computer and information sciences #FOS: Economics and business #FOS: Mathematics #Game Theory and Applications #Machine Learning (stat.ML) #Optimization and Control (math.OC) #Probability (math.PR) #Statistical Finance (q-fin.ST) #Trading and Market Microstructure (q-fin.TR)