1 citations · 2 across the 2 of their papers we have counts for
3 papers
math.CA2021★ 1 cited
A Feynman-Kac Type Theorem for ODEs: Solutions of Second Order ODEs as Modes of Diffusions
Zachary Selk, Harsha Honnappa
In this article, we prove a Feynman-Kac type result for a broad class of second order ordinary differential equations. The classical Feynman-Kac theorem says that the solution to a…
math.PR2020
Information Projection on Banach spaces with Applications to State Independent KL-Weighted Optimal Control
Zachary Selk, William Haskell, Harsha Honnappa
This paper studies constrained information projections on Banach spaces with respect to a Gaussian reference measure. Specifically our interest lies in characterizing projections o…
math.PR2020★ 1 cited
Convergence of trapezoid rule to rough integrals
Yanghui Liu, Zachary Selk, Samy Tindel
Rough paths techniques give the ability to define solutions of stochastic differential equations driven by signals which are not semimartingales and whose -variation is fini…