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Marvin S. Mueller
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Cited by
Year
A stochastic partial differential equation model for limit order book dynamics
R Cont, MS Müller
SIAM Journal on Financial Mathematics 12 (2), 744-787, 2021
282021
A Stefan-type stochastic moving boundary problem
M Keller-Ressel, MS Müller
Stochastics and Partial Differential Equations: Analysis and Computations 4 …, 2016
212016
Weak convergence rates for stochastic evolution equations and applications to nonlinear stochastic wave, HJMM, stochastic Schrödinger and linearized stochastic Korteweg–de …
P Harms, MS Müller
Zeitschrift für angewandte Mathematik und Physik 70 (1), 1-28, 2019
172019
A stochastic Stefan-type problem under first-order boundary conditions
MS Müller
The Annals of Applied Probability 28 (4), 2335-2369, 2018
132018
Learning the random variables in Monte Carlo simulations with stochastic gradient descent: Machine learning for parametric PDEs and financial derivative pricing
S Becker, A Jentzen, MS Müller, P von Wurstemberger
arXiv preprint arXiv:2202.02717, 2022
112022
Approximation of the interface condition for stochastic Stefan-type problems
MS Müller
Discrete & Continuous Dynamical Systems - B 24 (8), 4317--4339, 2019
32019
Semilinear stochastic moving boundary problems
MS Müller
Technische Universität Dresden, 2016
22016
Forward-invariance and Wong-Zakai approximation for stochastic moving boundary problems
M Keller-Ressel, MS Mueller
Journal of Evolution Equations, 2019
12019
Stopper-Controller Games embedded in Single-Player Control Problems
M Larsson, MS Mueller, J Teichmann
arXiv preprint arXiv:2006.09493, 2020
2020
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Articles 1–9