Institut for Matematik

• Afsendt

  On Lasso and Slope drift estimators for Lévy-driven Ornstein-Uhlenbeck processes

  Publikation: Working paper/Preprint › Working paper › Forskning

• Accepteret/In press

  Adaptive invariant density estimation for continuous-time mixing Markov processes under sup-norm risk

  Publikation: Bidrag til tidsskrift/Konferencebidrag i tidsskrift /Bidrag til avis › Tidsskriftartikel › Forskning › peer review

• Udgivet

  Learning to reflect: A unifying approach for data-driven stochastic control strategies

  Publikation: Working paper/Preprint › Working paper › Forskning

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• Exploring the potential of nonparametric modelling of complex systems via stochastic partial differential equations

  Projekter: Projekt › Forskning

• Learning diffusion dynamics and strategies for optimal control

  Projekter: Projekt › Forskning

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