Peter K. Friz

Publication Activity (10 Years)

Years Active: 2016-2023
Publications (10 Years): 5

Top Topics

Global Exponential Stability

Top Venues

SIAM J. Numer. Anal.

SIAM J. Math. Data Sci.

SIAM J. Financial Math.

Publications

Christian Bayer, Peter K. Friz, Nikolas Tapia
Stability of Deep Neural Networks via Discrete Rough Paths. SIAM J. Math. Data Sci. 5 (1) (2023)
Michele Coghi, Wolfgang Dreyer, Peter K. Friz, Paul Gajewski, Clemens Guhlke, Mario Maurelli
A McKean-Vlasov SDE and Particle System with Interaction from Reflecting Boundaries. SIAM J. Math. Anal. 54 (2) (2022)
Christian Bayer, Peter K. Friz, Nikolas Tapia
Stability of Deep Neural Networks via discrete rough paths. CoRR (2022)
Stefano De Marco, Peter K. Friz
Local Volatility, Conditioned Diffusions, and Varadhan's Formula. SIAM J. Financial Math. 9 (2) (2018)
Christian Bayer, Peter K. Friz, Sebastian Riedel, John Schoenmakers
From Rough Path Estimates to Multilevel Monte Carlo. SIAM J. Numer. Anal. 54 (3) (2016)