Marc J. Piggott

Publication Activity (10 Years)

Years Active: 2014-2018
Publications (10 Years): 6

Top Topics

Stochastic Differential Equations

Numerical Methods

Brownian Motion

Top Venues

SIAM J. Numer. Anal.

Publications

Marc J. Piggott, Victor Solo
Non-Negative Online Estimation for Hawkes Process Networks. ICASSP (2018)
Victor Solo, Marc J. Piggott
Stochastic Attitude Synchronization. CDC (2018)
Marc J. Piggott, Victor Solo
Stability of adaptive network algorithms in multitask environments. CDC (2017)
Victor Solo, Marc J. Piggott
What to do about noisy consensus? ICASSP (2016)
Marc J. Piggott, Victor Solo
Geometric Euler-Maruyama Schemes for Stochastic Differential Equations in SO(n) and SE(n). SIAM J. Numer. Anal. 54 (4) (2016)
Goran Marjanovic, Marc J. Piggott, Victor Solo
Numerical methods for stochastic differential equations in the Stiefel manifold made simple. CDC (2016)
Marc J. Piggott, Victor Solo
Stability of distributed adaptive algorithms II: Diffusion algorithms. CDC (2015)
Goran Marjanovic, Marc J. Piggott, Victor Solo
A simple approach to numerical methods for stochastic differential equations in Lie groups. CDC (2015)
Marc J. Piggott, Victor Solo
Tikhonov-Galerkin stochastic system identification in SO(3). ICASSP (2015)
Marc J. Piggott, Victor Solo
Stochastic numerical analysis for Brownian motion on SO(3). CDC (2014)