A stochastic partial differential equation model for limit order book dynamics R Cont, MS Müller SIAM Journal on Financial Mathematics 12 (2), 744-787, 2021 | 30 | 2021 |
A Stefan-type stochastic moving boundary problem M Keller-Ressel, MS Müller Stochastics and Partial Differential Equations: Analysis and Computations 4 …, 2016 | 21 | 2016 |
Weak convergence rates for stochastic evolution equations and applications to nonlinear stochastic wave, HJMM, stochastic Schrödinger and linearized stochastic Korteweg–de … P Harms, MS Müller Zeitschrift für angewandte Mathematik und Physik 70 (1), 1-28, 2019 | 17 | 2019 |
Learning the random variables in Monte Carlo simulations with stochastic gradient descent: Machine learning for parametric PDEs and financial derivative pricing S Becker, A Jentzen, MS Müller, P von Wurstemberger arXiv preprint arXiv:2202.02717, 2022 | 13 | 2022 |
A stochastic Stefan-type problem under first-order boundary conditions MS Müller The Annals of Applied Probability 28 (4), 2335-2369, 2018 | 13 | 2018 |
Approximation of the interface condition for stochastic Stefan-type problems MS Müller Discrete & Continuous Dynamical Systems - B 24 (8), 4317--4339, 2019 | 3 | 2019 |
Semilinear stochastic moving boundary problems MS Müller Technische Universität Dresden, 2016 | 2 | 2016 |
Forward-invariance and Wong-Zakai approximation for stochastic moving boundary problems M Keller-Ressel, MS Mueller Journal of Evolution Equations, 2019 | 1 | 2019 |
Stopper-Controller Games embedded in Single-Player Control Problems M Larsson, MS Mueller, J Teichmann arXiv preprint arXiv:2006.09493, 2020 | | 2020 |