Tigran Nagapetyan
Tigran Nagapetyan
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Cited by
Multilevel Monte Carlo approximation of distribution functions and densities
M Giles, T Nagapetyan, K Ritter
SIAM/ASA Journal on Uncertainty Quantification 3 (1), 267-295, 2015
The true cost of stochastic gradient Langevin dynamics
T Nagapetyan, AB Duncan, L Hasenclever, SJ Vollmer, L Szpruch, ...
arXiv preprint arXiv:1706.02692, 2017
Multilevel Monte Carlo for reliability theory
LJM Aslett, T Nagapetyan, SJ Vollmer
Reliability Engineering & System Safety 165, 188-196, 2017
Pricing Bermudan options via multilevel approximation methods
D Belomestny, F Dickmann, T Nagapetyan
SIAM Journal on Financial Mathematics 6 (1), 448-466, 2015
Monte Carlo simulation of asymmetric flow field flow fractionation
O Iliev, T Nagapetyan, K Ritter
Monte Carlo Methods and Applications, 115-124, 2012
Variance reduction for discretised diffusions via regression
D Belomestny, S Häfner, T Nagapetyan, M Urusov
Journal of Mathematical Analysis and Applications 458 (1), 393-418, 2018
Multilevel path simulation for weak approximation schemes with application to Lévy-driven SDEs
D Belomestny, T Nagapetyan
Bernoulli 23 (2), 927-950, 2017
Multilevel monte carlo for scalable bayesian computations
M Giles, T Nagapetyan, L Szpruch, S Vollmer, K Zygalakis
arXiv preprint arXiv:1609.06144, 2016
Efficient algorithms for Asymmetric Flow Field Flow Fractionation
T Nagapetyan
TU Kaiserslautern, 2014
Adaptive multilevel monte carlo approximation of distribution functions
MB Giles, T Nagapetyan, K Ritter
arXiv preprint arXiv:1706.06869, 2017
Multilevel monte carlo method for statistical model checking of hybrid systems
SEZ Soudjani, R Majumdar, T Nagapetyan
International Conference on Quantitative Evaluation of Systems, 351-367, 2017
Pricing American options via multi-level approximation methods
D Belomestny, F Dickmann, T Nagapetyan
arXiv preprint arXiv:1303.1334, 2013
Multilevel Path Simulation for Weak Approximation Schemes: Myth or Reality
D Belomestny, T Nagapetyan, V Shiryaev
Preprint 168, 2014
Remarks on Afriat’s theorem and the Monge–Kantorovich problem
AV Kolesnikov, OV Kudryavtseva, T Nagapetyan
Journal of Mathematical Economics 49 (6), 501-505, 2013
About new dynamical interpretations of entropic model of correspondence matrix calculation and Nash-Wardrop’s equilibrium in Beckmann’s traffic flow distribution model
EV Gasnikova, TA Nagapetyan
Traffic and Granular Flow'11, 465-474, 2013
Fast Optimal Control of Asymmetric Flow Field Flow Fractionation Processes
N Bayramov, T Nagapetyan, R Pinnau
SIAM Conference on Control and Its Applications, 207-213, 2013
Variance reduced multilevel path simulation: going beyond the complexity
D Belomestny, T Nagapetyan
arXiv preprint arXiv:1412.4045, 2014
A Two-grid Infinite-volume/reduced Basis Scheme for the Approximation of the Solution of Parameter Dependent PDE with Applications the AFFFF Devices
O Iliev, Y Maday, T Nagapetyan
Fraunhofer Inst. für Techno-und Wirtschaftsmathematik, ITWM, 2013
Стохастический анализ в задачах
A Gasnikov, E Chernousova, T Nagapetyan, O Fed'ko
Mat. Pros., Ser 3 (16), 181-213, 0
Estimating the Spread of Fire in Buildings
A Champneys, C Fresneda-Portillo, I Hewitt, X Liu, M Hunt, T Nagapetyan, ...
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