5 citations · 6 across the 6 of their papers we have counts for
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math.ST2025
Model-free filtering in high dimensions via projection and score-based diffusions
Sören Christensen, Jan Kallsen, Claudia Strauch +1
We consider the problem of recovering a latent signal from its noisy observation . The unknown law of , and in particular its support , are ac…
math.ST2023
Data-driven optimal stopping: A pure exploration analysis
Sören Christensen, Niklas Dexheimer, Claudia Strauch
The standard theory of optimal stopping is based on the idealised assumption that the underlying process is essentially known. In this paper, we drop this restriction and study dat…
math.ST2021★ 5 cited
Learning to reflect: A unifying approach for data-driven stochastic control strategies
Sören Christensen, Claudia Strauch, Lukas Trottner
Stochastic optimal control problems have a long tradition in applied probability, with the questions addressed being of high relevance in a multitude of fields. Even though theoret…