18 citations · 68 across the 27 of their papers we have counts for
3 papers · 1 filter
Computing eigenfunctions of the multidimensional Ornstein-Uhlenbeck operator
Benjamin J. Zhang, Tuhin Sahai, Youssef M. Marzouk
We discuss approaches to computing eigenfunctions of the Ornstein--Uhlenbeck (OU) operator in more than two dimensions. While the spectrum of the OU operator and theoretical proper…
Talaria: A Framework for Simulation of Permissioned Blockchains for Logistics and Beyond
Jiali Xing, David Fischer, Nitya Labh +5
In this paper, we present Talaria, a novel permissioned blockchain simulator that supports numerous protocols and use cases, most notably in supply chain management. Talaria extend…
A Koopman framework for rare event simulation in stochastic differential equations
Benjamin Zhang, Tuhin Sahai, Youssef Marzouk
We exploit the relationship between the stochastic Koopman operator and the Kolmogorov backward equation to construct importance sampling schemes for stochastic differential equati…