18 citations · 50 across the 11 of their papers we have counts for
15 papers
An Approximate Ascent Approach To Prove Convergence of PPO
Leif Doering, Daniel Schmidt, Moritz Melcher +4
Proximal Policy Optimization (PPO) is among the most widely used deep reinforcement learning algorithms, yet its theoretical foundations remain incomplete. Most importantly, conver…
General path integrals and stable SDEs
Sam Baguley, Leif Doering, Andreas Kyprianou
The theory of one-dimensional stochastic differential equations driven by Brownian motion is classical and has been largely understood for several decades. For stochastic different…
Levy Processes with finite variance conditioned to avoid an interval
Leif Doering, Alexander R. Watson, Philip Weissmann
Conditioning Markov processes to avoid a set is a classical problem that has been studied in many settings. In the present article we study the question if a Levy process can be co…
Entrance and exit at infinity for stable jump diffusions
Leif Doering, Andreas E. Kyprianou
In his seminal work from the 1950s, William Feller classified all one-dimensional diffusions on in terms of their ability to access the boundary (Felle…
Random Interlacements via Kuznetsov Measures
Steffen Dereich, Leif Doering
The aim of this note is to give an alternative construction of interlacements - as introduced by Sznitman - which makes use of classical probabilistic potential theory. In particul…
Parameter estimation for a subcritical affine two factor model
Matyas Barczy, Leif Doering, Zenghu Li +1
For an affine two factor model, we study the asymptotic properties of the maximum likelihood and least squares estimators of some appearing parameters in the so-called subcritical…