Research output per year
Research output per year
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Dive into the research topics where Lukas Szpruch is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Research output
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A modified MSA for stochastic control problems
Kerimkulov, B., Siska, D. & Szpruch, L., 25 Feb 2021, In: Applied Mathematics and Optimization. 15 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile -
Exponential Convergence and stability of Howards's Policy Improvement Algorithm for Controlled Diffusions
Kerimkulov, B., Siska, D. & Szpruch, L., 30 Jun 2020, In: SIAM Journal on Control and Optimization. 58, 3, p. 1314-1340 27 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile -
Multilevel Monte Carlo methods for the approximation of invariant measures of stochastic differential equations
Zygalakis, K., Vollmer, S. J., Szpruch, L., Giles, M. B. & Majka, M., 31 May 2020, In: Statistics and Computing. 30, p. 507–524 18 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile -
Nonasymptotic bounds for sampling algorithms without log-concavity
Majka, M. B., Mijatović, A. & Szpruch, Ł., 31 Aug 2020, In: Annals of Applied Probability. 30, 4, p. 1534-1581Research output: Contribution to journal › Article › peer-review
Open AccessFile -
Weak Existence and Uniqueness for McKean-Vlasov SDEs with Common Noise
Hammersley, W. R. P., Šiška, D. & Szpruch, Ł., 21 Jun 2020, (Accepted/In press) In: Annals of Probability.Research output: Contribution to journal › Article › peer-review
Open AccessFile
Projects
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TRAIN@Ed: Transnational Research and Innovation Network at Edinburgh
Hickey, J., Bell, C., Duncan, A., Farrington, S., Florian, L., Forde, M., Gorjanc, G., Lacka, E., Mcneill, G., Medina-Lopez, E., Rosser, S., Rossi, R., Sabanis, S., Szpruch, L., Tenesa, A., Wake, D. & Yang, Y.
EU government bodies, Non-EU industry, commerce and public corporations
1/11/19 → 19/04/23
Project: Research
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