Robert Vosshall

activity

20122024

most citedConstruction and analysis of sticky reflected diffusions

3 citations · 5 across the 7 of their papers we have counts for

collaborators

8 papers

stat.ML2024

Quantifying Local Model Validity using Active Learning

Sven Lämmle, Can Bogoclu, Robert Voßhall +2

Real-world applications of machine learning models are often subject to legal or policy-based regulations. Some of these regulations require ensuring the validity of the model, i.e…

cs.LG2024★ 1 cited

Deep Gaussian Covariance Network with Trajectory Sampling for Data-Efficient Policy Search

Can Bogoclu, Robert Vosshall, Kevin Cremanns +1

Probabilistic world models increase data efficiency of model-based reinforcement learning (MBRL) by guiding the policy with their epistemic uncertainty to improve exploration and a…

math.PR2016

Integration by parts on the law of the modulus of the Brownian bridge

Martin Grothaus, Robert Voßhall

We prove an infinite dimensional integration by parts formula on the law of the modulus of the Brownian bridge $B B = (B B_{t})_{0 \leq t \leq 1}$ from $0$ to $0$ in use of methods from…

math.PR2015

Interacting particle systems with sticky boundary

Robert Voßhall

In this paper, we construct under general assumptions the stochastic dynamics of an interacting particle system in a bounded domain $Ω$ with sticky boundary. Under appropriate cond…

math.PR2015★ 3 cited

Construction and analysis of sticky reflected diffusions

Martin Grothaus, Robert Voßhall

We give a Dirichlet form approach for the construction of distorted Brownian motion in a bounded domain $Ω$ of $R^{d}$ , $d \geq 1$ , with boundary $Γ$ , where the behavior at…

math.PR2014★ 1 cited

Strong Feller property of sticky reflected distorted Brownian motion

Martin Grothaus, Robert Voßhall

Using Girsanov transformations we construct from sticky reflected Brownian motion on $[0, \infty)$ a conservative diffusion on $E := [0, \infty)^{n}$ , $n \in N$ , and prove that…

math.PR2014

Construction and analysis of a sticky reflected distorted Brownian motion

Torben Fattler, Martin Grothaus, Robert Voßhall

We give a Dirichlet form approach for the construction of a distorted Brownian motion in $E := [0, \infty)^{n}$ , $n \in N$ , where the behavior on the boundary is determined by th…

math.PR2012

Construction of a finite volume dynamical wetting model with δ-pinning in (d+1)-dimension via Dirichlet forms

Torben Fattler, Martin Grothaus, Robert Voßhall

We give a Dirichlet form approach for the construction of a distorted Brownian motion in $E := [0; \infty)^{n}$ , $n \in N$ , where the behavior on the boundary is determined by…