2022
Ballesio, M. (2022). Multilevel Methods for Stochastic Forward and Inverse Problems [KAUST Research Repository]. https://doi.org/10.25781/KAUST-93HMS
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Pillai, S. M. S. (2022). Importance Sampling Methods for McKean-Vlasov type Stochastic Differential Equations. Master thesis, RWTH-Aachen, Germany, 2022.
2021
Wiechert, S. F. (2021). Optimal Control of Importance Sampling Parameters in Monte Carlo Estimators for Stochastic Reaction Networks. Master Thesis, RWTH-Aachen, Germany, 2021.
Rezvanova, E. (2021). Optimal policies for battery operation and design via stochastic optimal control of jump diffusions [KAUST Research Repository]. https://doi.org/10.25781/KAUST-Y3Z26
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2020
Ben Hammouda, C. (2020). Hierarchical Approximation Methods for Option Pricing and Stochastic Reaction Networks [KAUST Research Repository]. https://doi.org/10.25781/KAUST-8215H
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2019
Ben Issaid, C. (2019). Efficient Monte Carlo Simulations for the Estimation of Rare Events Probabilities in Wireless Communication Systems [KAUST Research Repository]. https://doi.org/10.25781/KAUST-7348F
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Caballero, R. (2019). Stochastic Optimal Control of Renewable Energy [KAUST Research Repository]. https://doi.org/10.25781/KAUST-B1B88
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Wolfers, S. (2019). Efficient Numerical Methods for High-Dimensional Approximation Problems [KAUST Research Repository]. https://doi.org/10.25781/KAUST-KGFH7
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2018
Ben Rached, N. (2018). Rare Events Simulations with Applications to the Performance Evaluation of Wireless Communication Systems [KAUST Research Repository]. https://doi.org/10.25781/KAUST-S03T9
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Sawlan, Z. A. (2018). Statistical Analysis and Bayesian Methods for Fatigue Life Prediction and Inverse Problems in Linear Time Dependent PDEs with Uncertainties [KAUST Research Repository]. https://doi.org/10.25781/KAUST-8422C
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2017
Elkantassi, S. (2017). Probabilistic Forecast of Wind Power Generation by Stochastic Differential Equation Models [KAUST Research Repository]. https://doi.org/10.25781/KAUST-8V2P2
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Happola, J. (2017). Efficient Numerical Methods for Stochastic Differential Equations in Computational Finance [KAUST Research Repository]. https://doi.org/10.25781/KAUST-71T82
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2016
Ballesio, M. (2016). Indirect inference for scalar Time-homogeneous Stochastic Differential Equations based on Moment Expansions.Master Thesis, Politecnico di Torino - KAUST, 2015.
Haji Ali, A. L. (2016). Efficient Multilevel and Multi-index Sampling Methods in Stochastic Differential Equations [KAUST Research Repository]. https://doi.org/10.25781/KAUST-1ML35
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2015
Iania, A. (2015). Basket option pricing for processes with jumps using sparse grids and Fourier transforms. Master Thesis, Politecnico di Torino - KAUST, 2015.
Ben Hammouda, C. (2015). Drift-Implicit Multi-Level Monte Carlo Tau-Leap Methods for Stochastic Reaction Networks [KAUST Research Repository]. https://doi.org/10.25781/KAUST-V525Y
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Moraes, A. (2015). Simulation and Statistical Inference of Stochastic Reaction Networks with Applications to Epidemic Models [KAUST Research Repository]. https://doi.org/10.25781/KAUST-532M8
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Ben Issaid, C. (2015). Bayesian Optimal Experimental Design Using Multilevel Monte Carlo [KAUST Research Repository]. https://doi.org/10.25781/KAUST-U2H82
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Vilanova, P. (2015). Multilevel Approximations of Markovian Jump Processes with Applications in Communication Networks [KAUST Research Repository]. https://doi.org/10.25781/KAUST-C292P
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2014
Quadrio, N. (2014). Multilevel Montecarlo Method for PDEs with Fluid Dynamic Applications. Unpublished. https://doi.org/10.13140/RG.2.1.2547.7606
2013
Rached, N. B. (2013). Hybrid Adaptive Multilevel Monte Carlo Algorithm for Non-Smooth Observables of Itô Stochastic Differential Equations [KAUST Research Repository]. https://doi.org/10.25781/KAUST-QJRW1
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2012
Haji Ali, A. L. (2012). Pedestrian Flow in the Mean Field Limit [KAUST Research Repository]. https://doi.org/10.25781/KAUST-N103E