12 citations · 57 across the 23 of their papers we have counts for
4 papers · 1 filter
Uncertainty Analysis for Drift-Diffusion Equations
Greta Marino, Jan-Frederik Pietschmann, Alois Pichler
We study evolution equations of drift-diffusion type when various parameters are random. Motivated by applications in pedestrian dynamics, we focus on the case when the total mass…
Wasserstein sensitivity of Risk and Uncertainty Propagation
Oliver G. Ernst, Alois Pichler, Björn Sprungk
When propagating uncertainty in the data of differential equations, the probability laws describing the uncertainty are typically themselves subject to uncertainty. We present a se…
Entropy Based Risk Measures
Alois Pichler, Ruben Schlotter
Entropy is a measure of self-information which is used to quantify losses. Entropy was developed in thermodynamics, but is also used to compare probabilities based on their deviati…
Geometry Of The Expected Value Set And The Set-Valued Sample Mean Process
Alois Pichler
The law of large numbers extends to random sets by employing Minkowski addition. Above that, a central limit theorem is available for set-valued random variables. The existing resu…