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Peter K. Friz

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Journal Articles

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2023
[j4]
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  dblp key:
  - journals/simods/BayerFT23
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  persistent URL:
  - https://dblp.org/rec/journals/simods/BayerFT23
Christian Bayer, Peter K. Friz, Nikolas Tapia:
Stability of Deep Neural Networks via Discrete Rough Paths. SIAM J. Math. Data Sci. 5(1): 50-76 (2023)
2022
[j3]
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  - journals/siamma/CoghiDFGGM22
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  - https://dblp.org/rec/journals/siamma/CoghiDFGGM22
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): 2251-2294 (2022)
2018
[j2]
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  - journals/siamfm/MarcoF18
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Stefano De Marco, Peter K. Friz:
Local Volatility, Conditioned Diffusions, and Varadhan's Formula. SIAM J. Financial Math. 9(2): 835-874 (2018)
2016
[j1]
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  - journals/siamnum/BayerFRS16
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Christian Bayer, Peter K. Friz, Sebastian Riedel, John Schoenmakers:
From Rough Path Estimates to Multilevel Monte Carlo. SIAM J. Numer. Anal. 54(3): 1449-1483 (2016)

Informal and Other Publications

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2022
[i1]
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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-2201-07566
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Christian Bayer, Peter K. Friz, Nikolas Tapia:
Stability of Deep Neural Networks via discrete rough paths. CoRR abs/2201.07566 (2022)

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