4. Mathematics
  5. Probability

Konstantinos Spiliopoulos

Mathematics – Probability

Scientist

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A Note on the Smoluchowski-Kramers Approximation for the Langevin Equation with Reflection

Mathematics – Probability
Scientific paper

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Default Clustering in Large Portfolios: Typical Events

Economy – Quantitative Finance – Risk Management
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Importance Sampling for Multiscale Diffusions

Mathematics – Probability
Scientific paper

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Large Deviations and Importance Sampling for Systems of Slow-Fast Motion

Mathematics – Probability
Scientific paper

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Large Deviations for Multiscale Diffusions via Weak Convergence Methods

Mathematics – Probability
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