"Peak Value-at-Risk Estimation for Stochastic Differential Equations Using ..."

Jared Miller et al. (2023)

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DOI: 10.1109/CDC49753.2023.10383958

access: closed

type: Conference or Workshop Paper

metadata version: 2025-07-29

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Jared Miller, Matteo Tacchi, Mario Sznaier, Ashkan Jasour:
Peak Value-at-Risk Estimation for Stochastic Differential Equations Using Occupation Measures. CDC 2023: 4836-4842

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