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20122026
most citedDeep neural networks algorithms for stochastic control problems on finite horizon: convergence analysis

97 citations

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math.PR2013★ 10 cited

The Vervaat transform of Brownian bridges and Brownian motion

Titus Lupu, Jim Pitman, Wenpin Tang

For a continuous function , define the Vervaat transform , where corresponds to the fir…

math.PR2013★ 11 cited

Poisson ensembles of loops of one-dimensional diffusions

Titus Lupu

We study the analogue of Poisson ensembles of Markov loops ('loop soups') in the setting of one-dimensional diffusions. We give a detailed description of the corresponding intensit…