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Wolfgang Stockinger

Observed name: Stockinger, Wolfgang
ORCID: 0000-0002-5305-7786
Observed ORCID: 0000-0002-5305-7786
OpenAlex ID: A5032754635
Well-posedness and tamed schemes for McKean–Vlasov equations with common noise
2022 · Chaman Kumar, Neelima, et al. · The Annals of Applied Probability · 40
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First-order convergence of Milstein schemes for McKean–Vlasov equations and interacting particle systems
2021 · Jianhai Bao, Christoph Reisinger, et al. · Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences · 40
An adaptive Euler–Maruyama scheme for McKean–Vlasov SDEs with super-linear growth and application to the mean-field FitzHugh–Nagumo model
2021 · Christoph Reisinger, Wolfgang Stockinger · Journal of Computational and Applied Mathematics · 39
Wellposedness, exponential ergodicity and numerical approximation of fully super-linear McKean–Vlasov SDEs and associated particle systems
2025 · Xingyuan Chen, Gonçalo dos Reis, et al. · Electronic Journal of Probability · 13
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Linear Convergence of a Policy Gradient Method for Some Finite Horizon Continuous Time Control Problems
2023 · Christoph Reisinger, Wolfgang Stockinger, et al. · SIAM Journal on Control and Optimization · 13
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Milstein schemes and antithetic multilevel Monte Carlo sampling for delay McKean–Vlasov equations and interacting particle systems
2023 · Jianhai Bao, Christoph Reisinger, et al. · IMA Journal of Numerical Analysis · 13
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Well-posedness and numerical schemes for one-dimensional McKean–Vlasov equations and interacting particle systems with discontinuous drift
2022 · Gunther Leobacher, Christoph Reisinger, et al. · BIT Numerical Mathematics · 8
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A posteriori error estimates for fully coupled McKean-Vlasov forward-backward SDEs
2020 · Reisinger, Christoph, Stockinger, Wolfgang, et al. · arXiv (Cornell University) · 7
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A Fast Iterative PDE-Based Algorithm for Feedback Controls of Nonsmooth Mean-Field Control Problems
2024 · Christoph Reisinger, Wolfgang Stockinger, et al. · SIAM Journal on Scientific Computing · 6
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A posteriori error estimates for fully coupled McKean–Vlasov forward-backward SDEs
2023 · Christoph Reisinger, Wolfgang Stockinger, et al. · IMA Journal of Numerical Analysis · 5
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Well-posedness and numerical schemes for McKean-Vlasov equations and interacting particle systems with discontinuous drift.
2020 · Gunther Leobacher, Christoph Reisinger, et al. · arXiv (Cornell University) · 5
Improved weak convergence for the long time simulation of mean-field Langevin equations
2025 · Xingyuan Chen, Gonçalo dos Reis, et al. · Electronic Journal of Probability · 4
An Offline Learning Approach to Propagator Models
2023 · Eyal Neuman, Wolfgang Stockinger, et al. · SSRN Electronic Journal · 4
Milstein schemes for delay McKean equations and interacting particle systems.
2020 · Jianhai Bao, Christoph Reisinger, et al. · arXiv (Cornell University) · 4
Path regularity of coupled McKean-Vlasov FBSDEs
2020 · Reisinger, Christoph, Stockinger, Wolfgang, et al. · arXiv (Cornell University) · 2
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Optimal regularity of extended mean field controls and their piecewise constant approximation
2020 · Reisinger, Christoph, Stockinger, Wolfgang, et al. · arXiv (Cornell University) · 2
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Regularity and time discretization of extended mean field control problems: a McKean-Vlasov FBSDE approach.
2020 · Christoph Reisinger, Wolfgang Stockinger, et al. · arXiv (Cornell University) · 1
Leveraging Deep Learning Optimization for Monte Carlo Calibration of (Rough) Stochastic Volatility Models
2025 · Lukas Gonon, Wolfgang Stockinger · ACM International Conference on AI in Finance (ICAIF)
Convergence Rates of Time Discretization in Extended Mean Field Control
2025 · Reisinger, Christoph, Stockinger, Wolfgang, et al. · arXiv (Cornell University)
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Improved weak convergence for the long time simulation of Mean-field Langevin equations
2024 · Chen, Xingyuan, Reis, Goncalo dos, et al. · arXiv (Cornell University)
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Numerical methods for non-standard McKean--Vlasov type equations
2022 · Stockinger, Wolfgang · Oxford University Research Archive (ORA) (University of Oxford)
Works count: 23
Citation count: 206
H-index: 7
I10-index: 6
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