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T. Meyer‐Brandis

33 papers hereh-index 232k citations91 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author1
  • middle author17
  • last author15

Across the 33 of 33 papers where every author was matched, so the position is known.

fields
  • math.PR12
  • q-fin.MF12
  • q-fin.RM4
  • math.OC2
  • cs.LG1
  • math.FA1

identity via Semantic Scholar / OpenAlex

activity
20092026
most citedA stochastic maximum principle via Malliavin calculus

8 citations · 53 across the 24 of their papers we have counts for

collaborators
Showing 2015 · math.PRShow all

2 papers · 2 filters

math.PR2015★ 6 cited

Bootstrap percolation in directed and inhomogeneous random graphs

Nils Detering, Thilo Meyer-Brandis, Konstantinos Panagiotou

Bootstrap percolation is a process that is used to model the spread of an infection on a given graph. In the model considered here each vertex is equipped with an individual thresh…

math.PR2015

Construction of Malliavin differentiable strong solutions of SDEs under an integrability condition on the drift without the Yamada-Watanabe principle

David R. Baños, Sindre Duedahl, Thilo Meyer-Brandis +1

In this paper we aim at employing a compactness criterion of Da Prato, Malliavin, Nualart for square integrable Brownian functionals to construct unique strong solutions of SDE's u…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.