Suche
Ergebnisse
-
Deep neural networks, generic universal interpolation, and controlled ODEs
(2019)arXivWorking Paper -
-
-
Linearized Filtering of Affine Processes Using Stochastic Riccati Equations
(2018)arXivWorking Paper -
-
-
Generalized Feller processes and Markovian lifts of stochastic Volterra processes: the affine case
(2018)arXivWorking Paper -
-
Stochastic Analysis with Modelled Distributions
(2016)arXivUsing a Besov topology on spaces of modelled distributions in the framework of Hairer's regularity structures, we prove the reconstruction theorem on these Besov spaces with negative regularity. The Besov spaces of modelled distributions are shown to be UMD Banach spaces and of martingale type 2. As a consequence, this gives access to a rich stochastic integration theory and to existence and uniqueness results for mild solutions of ...Working Paper -