Department of Mathematics

• Submitted

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

  Research output: Working paper/Preprint › Working paper

• Accepted/In press

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

  Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review

• Published

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

  Research output: Working paper/Preprint › Working paper

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

  Project: Research

• Learning diffusion dynamics and strategies for optimal control

  Project: Research

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