Browse by UCL people
Group by: Type | Date
Number of items: 7.
Article
Chassagneux, J-F;
Trillos, CAG;
(2020)
Cubature methods to solve BSDEs: Error expansion and complexity control.
Mathematics of Computation
, 89
(324)
pp. 1895-1932.
10.1090/mcom/3522.
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de Raynal, PEC;
Trillos, CAG;
(2015)
A cubature based algorithm to solve decoupled McKean-Vlasov forward-backward stochastic differential equations.
Stochastic Processes and their Applications
, 125
(6)
pp. 2206-2255.
10.1016/j.spa.2014.11.018.
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 |
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García Trillos, Camilo Andrés;
García Trillos, Nicolás;
(2024)
On adversarial robustness and the use of Wasserstein ascent-descent dynamics to enforce it.
Information and Inference: A Journal of the IMA
, 13
(3)
, Article iaae018. 10.1093/imaiai/iaae018.
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García Trillos, Camilo Andrés;
García Trillos, Nicolás;
(2022)
On the regularized risk of distributionally robust learning over deep neural networks.
Research in the Mathematical Sciences
, 9
(3)
, Article 54. 10.1007/s40687-022-00349-9.
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Garcia Trillos, C;
Bénézet, C;
Bonnefoy, J;
Chassagneux, J-F;
Deng, S;
Lenôtre, L;
(2019)
A sparse grid approach to balance sheet risk measurement.
ESAIM : Proceedings and Surveys
, 65
pp. 236-265.
10.1051/proc/201965236.
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Trillos, CAG;
(2015)
A Decreasing Step Method for Strongly Oscillating Stochastic Models.
Annals of Applied Probability
, 25
(2)
pp. 986-1029.
10.1214/14-AAP1016.
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Thesis
|
Garcia Trillos, CA;
Probabilistic numerical methods : multi-scale and mean-field problems.
Doctoral thesis , UNSPECIFIED.
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