| Mean-field Langevin dynamics and energy landscape of neural networks K Hu, Z Ren, D Siska, L Szpruch Ann. Inst. H. Poincaré Probab. Statist. 57 (4), 2043 - 2065, 2021 | 166 | 2021 |
| McKean–Vlasov SDEs under measure dependent Lyapunov conditions WRP Hammersley, D Šiška, Ł Szpruch Ann. Inst. H. Poincaré Probab. Statist. 57 (2), 1032-1057, 2021 | 145 | 2021 |
| Robust pricing and hedging via neural stochastic differential equations P Gierjatowicz, MS Vidales, D Siska, L Szpruch, Z Zuric Journal of Computational Finance 26 (3), 1-32, 2022 | 69* | 2022 |
| Weak existence and uniqueness for McKean–Vlasov SDEs with common noise WRP Hammersley, D Šiška, Ł Szpruch Annals of Probability 49 (2), 527-555, 2021 | 67 | 2021 |
| Convergence of tamed Euler schemes for a class of stochastic evolution equations I Gyöngy, S Sabanis, D Šiška Stochastics and Partial Differential Equations: Analysis and Computations 4 …, 2016 | 65 | 2016 |
| Uniform error estimates for artificial neural network approximations for heat equations L Gonon, P Grohs, A Jentzen, D Kofler, D Šiška IMA Journal of Numerical Analysis 42 (3), 1991-2054, 2022 | 56 | 2022 |
| Unbiased deep solvers for linear parametric PDEs M Sabate Vidales, D Šiška, L Szpruch Applied Mathematical Finance 28 (4), 299-329, 2021 | 52* | 2021 |
| Exponential convergence and stability of Howard's policy improvement algorithm for controlled diffusions B Kerimkulov, D Siska, L Szpruch SIAM Journal on Control and Optimization 58 (3), 1314-1340, 2020 | 52 | 2020 |
| Mean-field neural odes via relaxed optimal control JF Jabir, D Šiška, Ł Szpruch arXiv preprint arXiv:1912.05475, 2019 | 45 | 2019 |
| Gradient Flows for Regularized Stochastic Control Problems D Siska, L Szpruch SIAM Journal on Control and Optimization 62 (4), 2036-2070, 2024 | 34* | 2024 |
| A modified MSA for stochastic control problems B Kerimkulov, D Šiška, L Szpruch Applied Mathematics & Optimization 84 (3), 3417-3436, 2021 | 32 | 2021 |
| Convergence of policy gradient for entropy regularized MDPs with neural network approximation in the mean-field regime JM Leahy, B Kerimkulov, D Siska, L Szpruch International Conference on Machine Learning, 12222-12252, 2022 | 29* | 2022 |
| Full discretization of the porous medium/fast diffusion equation based on its very weak formulation E Emmrich, D Šiška Commun. Math. Sci 10 (4), 1055-1080, 2012 | 24 | 2012 |
| Automated market makers designs beyond constant functions Á Cartea, F Drissi, L Sánchez-Betancourt, D Siska, L Szpruch Available at SSRN 4459177, 2023 | 22 | 2023 |
| Full discretisation of second-order nonlinear evolution equations: strong convergence and applications E Emmrich, D Šiška Computational Methods in Applied Mathematics 11 (4), 441-459, 2011 | 22 | 2011 |
| A Fisher–Rao Gradient Flow for Entropy-Regularised Markov Decision Processes in Polish Spaces: B. Kerimkulov et al. B Kerimkulov, JM Leahy, D Siska, L Szpruch, Y Zhang Foundations of Computational Mathematics, 1-75, 2025 | 20 | 2025 |
| Solving path dependent PDEs with LSTM networks and path signatures M Sabate-Vidales, D Šiška, L Szpruch arXiv preprint arXiv:2011.10630, 2020 | 20 | 2020 |
| Itô formula for processes taking values in intersection of finitely many Banach spaces I Gyöngy, D Šiška Stochastics and Partial Differential Equations: Analysis and Computations 5 …, 2017 | 19 | 2017 |
| Evolution equations of second order with nonconvex potential and linear damping: existence via convergence of a full discretization E Emmrich, D Šiška Journal of Differential Equations 255 (10), 3719-3746, 2013 | 19 | 2013 |
| On finite-difference approximations for normalized Bellman equations I Gyöngy, D Šiška Applied Mathematics and Optimization 60 (3), 297-339, 2009 | 19 | 2009 |
Lukasz SzpruchUniversity of Edinburgh and The Alan Turing InstituteVerified email at ed.ac.uk
