Konstantinos Spiliopoulos, Ph.D.
Affiliations: | 2009 | Mathematical Statistics | University of Maryland, College Park, College Park, MD |
Google:
"Konstantinos Spiliopoulos"Parents
Sign in to add mentor| Mark I. Freidlin | grad student | 2009 | University of Maryland | |
| (Asymptotic problems for stochastic processes with reflection and related PDE's.) | ||||
BETA: Related publications
See more...
Publications
|
You can help our author matching system! If you notice any publications incorrectly attributed to this author, please sign in and mark matches as correct or incorrect. |
| Spiliopoulos K, Morse MR. (2020) Importance Sampling for Slow-Fast Diffusions Based on Moderate Deviations Multiscale Modeling & Simulation. 18: 315-350 |
| Jacquier A, Spiliopoulos K. (2020) Pathwise Moderate Deviations for Option Pricing Mathematical Finance. 30: 426-463 |
| Sirignano J, Spiliopoulos K. (2020) Mean field analysis of neural networks: A central limit theorem Stochastic Processes and Their Applications. 130: 1820-1852 |
| Beck M, Cooper E, Lord GJ, et al. (2020) Selection of Quasi-stationary States in the Stochastically Forced Navier–Stokes Equation on the Torus Journal of Nonlinear Science. 30: 1677-1702 |
| Beck M, Cooper E, Spiliopoulos K. (2019) Selection of quasi-stationary states in the Navier─Stokes equation on the torus Nonlinearity. 32: 209-237 |
| Spiliopoulos K, Yang J. (2019) Network Effects in Default Clustering for Large Systems Applied Mathematical Finance. 26: 523-582 |
| Gailus S, Spiliopoulos K. (2018) Discrete-Time Statistical Inference for Multiscale Diffusions Multiscale Modeling & Simulation. 16: 1824-1858 |
| Lu J, Spiliopoulos K. (2018) Analysis of Multiscale Integrators for Multiple Attractors and Irreversible Langevin Samplers Multiscale Modeling & Simulation. 16: 1859-1883 |
| Chronopoulou A, Spiliopoulos K. (2018) Sequential Monte Carlo for fractional stochastic volatility models Quantitative Finance. 18: 507-517 |
| Morse MR, Spiliopoulos K. (2017) Moderate deviations for systems of slow-fast diffusions Asymptotic Analysis. 105: 97-135 |