Maximum principles for jump diffusion processes with infinite horizon. - Sven Haadem; Bernt Øksendal; Frank Proske (Autom., 2013)

A Maximum Principle for Infinite Horizon Delay Equations. - Nacira Agram; Sven Haadem; Bernt Øksendal; Frank Proske (SIAM J. Math. Anal., 2013)

Stochastic Differential Games in Insider Markets via Malliavin Calculus. - Olivier Menoukeu Pamen; Frank Proske; H. Binti Salleh (J. Optim. Theory Appl., 2014)

Computing deltas without derivatives. - D. Baños; Thilo Meyer-Brandis; Frank Proske; S. Duedahl (Finance Stochastics, 2017)

Singular Control Optimal Stopping of Memory Mean-Field Processes. - Nacira Agram; Achref Bachouch; Bernt Øksendal; Frank Proske (SIAM J. Math. Anal., 2019)

Anticorrelated Noise Injection for Improved Generalization. - Antonio Orvieto; Hans Kersting; Frank Proske; Francis R. Bach; Aurélien Lucchi (ICML, 2022)

On the Theoretical Properties of Noise Correlation in Stochastic Optimization. - Aurélien Lucchi; Frank Proske; Antonio Orvieto; Francis R. Bach; Hans Kersting (NeurIPS, 2022)

An SDE for Modeling SAM: Theory and Insights. - Enea Monzio Compagnoni; Luca Biggio; Antonio Orvieto; Frank Norbert Proske; Hans Kersting; Aurélien Lucchi (ICML, 2023)

SDEs for Minimax Optimization. - Enea Monzio Compagnoni; Antonio Orvieto; Hans Kersting; Frank Proske; Aurélien Lucchi (AISTATS, 2024)

Unbiased and Sign Compression in Distributed Learning: Comparing Noise Resilience via SDEs. - Enea Monzio Compagnoni; Rustem Islamov; Frank Norbert Proske; Aurélien Lucchi (AISTATS, 2025)

Adaptive Methods through the Lens of SDEs: Theoretical Insights on the Role of Noise. - Enea Monzio Compagnoni; Tianlin Liu; Rustem Islamov; Frank Norbert Proske; Antonio Orvieto; Aurélien Lucchi (ICLR, 2025)

Optimal Control of SPDEs Driven by Time-Space Brownian Motion. - Nacira Agram; Bernt Øksendal; Frank Proske; Olena Tymoshenko (SIAM J. Control. Optim., 2025)

Malliavin-Bismut Score-based Diffusion Models. - Ehsan Mirafzali; Utkarsh Gupta; Patrick Wyrod; Frank Proske; Daniele Venturi 002; Razvan Marinescu (CoRR, 2025)

A Malliavin calculus approach to score functions in diffusion generative models. - Ehsan Mirafzali; Frank Proske; Utkarsh Gupta; Daniele Venturi 002; Razvan Marinescu (CoRR, 2025)