1 citations · 1 across the 6 of their papers we have counts for
7 papers
Weak solutions of Navier-Stokes Equation with purely discontinuous Lévy Noise
Zdzisław Brzeźniak, Tomasz Kosmala, Elżbieta Motyl +1
In this paper we prove the existence of weak martingale solutions to the stochastic Navier-Stokes Equations driven by pure jump Lévy processes. Our proof consists of two parts. In…
Optimal stopping with nonlinear expectation: geometric and algorithmic solutions
Tomasz Kosmala, John Moriarty
We use the geometry of suitably generalised potentials to solve risk-sensitive Markovian optimal stopping problems. As in the linear case due to Dynkin and Yushkievich (1967), the…
RangL: A Reinforcement Learning Competition Platform
Viktor Zobernig, Richard A. Saldanha, Jinke He +12
The RangL project hosted by The Alan Turing Institute aims to encourage the wider uptake of reinforcement learning by supporting competitions relating to real-world dynamic decisio…
Stochastic evolution equations driven by cylindrical stable noise
Tomasz Kosmala, Markus Riedle
We prove existence and uniqueness of a mild solution of a stochastic evolution equation driven by a standard -stable cylindrical Lévy process defined on a Hilbert space for $α\i…
Markov risk mappings and risk-sensitive optimal prediction
Tomasz Kosmala, Randall Martyr, John Moriarty
We formulate a probabilistic Markov property in discrete time under a dynamic risk framework with minimal assumptions. This is useful for recursive solutions to risk-sensitive vers…
Stochastic integration with respect to cylindrical Lévy processes by p-summing operators
Tomasz Kosmala, Markus Riedle
We introduce a stochastic integral with respect to cylindrical Lévy processes with finite -th weak moment for . The space of integrands consists of -summing opera…
Variational solutions of stochastic partial differential equations with cylindrical Lévy noise
Tomasz Kosmala, Markus Riedle
In this article, the existence of a unique solution in the variational approach of the stochastic evolution equation $$\dX(t) = F(X(t)) \dt + G(X(t)) \dL(t)$$ driven by a cylindric…