31 citations · 103 across the 32 of their papers we have counts for
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math.AP2024
Krylov-Safonov theory for Pucci-type extremal inequalities on random data clouds
Ángel Arroyo, Pablo Blanc, Mikko Parviainen
We establish Krylov-Safonov type Hölder regularity theory for solutions to quite general discrete dynamic programming equations or equivalently discrete stochastic processes on ran…
math.AP2024
Second order Sobolev regularity results for the generalized -parabolic equation
Yawen Feng, Mikko Parviainen, Saara Sarsa
We study a general class of parabolic equations which can be highly degenerate or singular. This class contains as special cases…
stat.ME2024
Dynamic programming principle in cost-efficient sequential design: optimal update scheduling under cost constraints
Jeongmin Han, Juha Karvanen, Mikko Parviainen
We study sequential cost-efficient design in a situation where each update of covariates involves a fixed time cost typically considerable compared to a single measurement time. Th…