2.3k citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- Shuguang Cui5 profiles29 · h 63
- Arnulf Jentzen22 · h 49
- Z. Luo18 · h 89
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- Xiaoguang Han2 profiles15 · h 42
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- Tsung-Hui Chang11 · h 45
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- Chinese University of Hong Kong, ShenzhenCN158 papers
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Showing 2018 · math.PRShow all
2 papers · 2 filters
math.PR2018★ 5 cited
On the Itô-Alekseev-Gröbner formula for stochastic differential equations
Anselm Hudde, Martin Hutzenthaler, Arnulf Jentzen +1
In this article we establish a new formula for the difference of a test function of the solution of a stochastic differential equation and of the test function of an Itô process. T…
math.PR2018★ 4 cited
A General Framework of Multi-Armed Bandit Processes by Arm Switch Restrictions
Wenqing Bao, Xiaoqiang Cai, Xianyi Wu
This paper proposes a general framework of multi-armed bandit (MAB) processes by introducing a type of restrictions on the switches among arms evolving in continuous time. The Gitt…