Frank Proske

13 papers A* 2A 1Journal 10
YearRankTypeTitle / Venue / Authors
2025 J jnl
A Malliavin calculus approach to score functions in diffusion generative models.
CoRR
Ehsan Mirafzali, Frank Proske, Utkarsh Gupta, Daniele Venturi, Razvan Marinescu
2025 J jnl
Malliavin-Bismut Score-based Diffusion Models.
CoRR
Ehsan Mirafzali, Utkarsh Gupta, Patrick Wyrod, Frank Proske, Daniele Venturi, Razvan Marinescu
2025 J jnl
Optimal Control of SPDEs Driven by Time-Space Brownian Motion.
SIAM J. Control. Optim.
Nacira Agram, Bernt Øksendal, Frank Proske, Olena Tymoshenko
2024 A conf
SDEs for Minimax Optimization.
AISTATS
Enea Monzio Compagnoni, Antonio Orvieto, Hans Kersting, Frank Proske, Aurélien Lucchi
2022 A* conf
Anticorrelated Noise Injection for Improved Generalization.
ICML
Antonio Orvieto, Hans Kersting, Frank Proske, Francis R. Bach, Aurélien Lucchi
2022 J jnl
Anticorrelated Noise Injection for Improved Generalization.
CoRR
Antonio Orvieto, Hans Kersting, Frank Proske, Francis R. Bach, Aurélien Lucchi
2022 A* conf
On the Theoretical Properties of Noise Correlation in Stochastic Optimization.
NeurIPS
Aurélien Lucchi, Frank Proske, Antonio Orvieto, Francis R. Bach, Hans Kersting
2022 J jnl
On the Theoretical Properties of Noise Correlation in Stochastic Optimization.
CoRR
Aurélien Lucchi, Frank Proske, Antonio Orvieto, Francis R. Bach, Hans Kersting
2019 J jnl
Singular Control Optimal Stopping of Memory Mean-Field Processes.
SIAM J. Math. Anal.
Nacira Agram, Achref Bachouch, Bernt Øksendal, Frank Proske
2017 J jnl
Computing deltas without derivatives.
Finance Stochastics
D. Baños, Thilo Meyer-Brandis, Frank Proske, S. Duedahl
2014 J jnl
Stochastic Differential Games in Insider Markets via Malliavin Calculus.
J. Optim. Theory Appl.
Olivier Menoukeu Pamen, Frank Proske, H. Binti Salleh
2013 J jnl
A Maximum Principle for Infinite Horizon Delay Equations.
SIAM J. Math. Anal.
Nacira Agram, Sven Haadem, Bernt Øksendal, Frank Proske
2013 J jnl
Maximum principles for jump diffusion processes with infinite horizon.
Autom.
Sven Haadem, Bernt Øksendal, Frank Proske