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Asymptotic normality of extensible grid sampling., and . Stat. Comput., 29 (1): 53-65 (2019)Breaking Reversibility Accelerates Langevin Dynamics for Global Non-Convex Optimization., , and . CoRR, (2018)Global Convergence of Stochastic Gradient Hamiltonian Monte Carlo for Nonconvex Stochastic Optimization: Nonasymptotic Performance Bounds and Momentum-Based Acceleration., , and . Oper. Res., 70 (5): 2931-2947 (2022)Fractional Underdamped Langevin Dynamics: Retargeting SGD with Momentum under Heavy-Tailed Gradient Noise., , , and . ICML, volume 119 of Proceedings of Machine Learning Research, page 8970-8980. PMLR, (2020)Differential Privacy of Noisy (S)GD under Heavy-Tailed Perturbations., , , and . CoRR, (2024)Explosion in the quasi-Gaussian HJM model., and . Finance and Stochastics, 22 (3): 643-666 (2018)Short Maturity Asian Options in Local Volatility Models., and . SIAM J. Financial Math., 7 (1): 947-992 (2016)Decentralized Stochastic Gradient Langevin Dynamics and Hamiltonian Monte Carlo., , , and . J. Mach. Learn. Res., (2021)Asymptotics for the Laplace transform of the time integral of the geometric Brownian motion., and . Oper. Res. Lett., 51 (3): 346-352 (May 2023)Penalized Langevin and Hamiltonian Monte Carlo Algorithms for Constrained Sampling., , and . CoRR, (2022)