Joris Bierkens

Joris Bierkens

Research interests:

Radboud Universiteit Nijmegen
Donders Institute for Brain, Cognition and Behaviour
SNN Adaptive Intelligence
Telephone: + 31 24 36 14 300
Fax: +31 24 354 1435
j.bierkens at science.ru.nl

Mailing address	Visiting address [map]
SNN Adaptive Intelligence Radboud Universiteit Nijmegen P.O. Box 9101 6500 HB Nijmegen The Netherlands	Geert Grooteplein-Noord 21 Route 127 Room 0.32 6525 EZ Nijmegen The Netherlands

Joris Bierkens, Hilbert J. Kappen, Online solution of the average cost Kullback-Leibler optimization problem, 4th International Workshop on Optimization for Machine Learning, NIPS 2011 [(pdf)]
Joris Bierkens, Pathwise stability of degenerate stochastic evolutions, Integral Equations and Operator Theory 69-1 (2011), DOI: 10.1007/s00020-010-1841-4 [(link)]
Joris Bierkens, Sufficient conditions for the eventual strong Feller property for degenerate stochastic evolutions, accepted for publication in Journal of Mathematical Analysis and Applications, 2011, DOI: 10.1016/j.jmaa.2010.11.063 [(link)]
Joris Bierkens, Onno van Gaans, Sjoerd Verduyn Lunel, Estimate on the pathwise Lyapunov exponent of linear stochastic differential equations with constant coefficients, Stochastic Analysis and Applications, 28: 747-762, 2010 [(link)]
Joris Bierkens, Onno van Gaans, Sjoerd Verduyn Lunel, Existence of an invariant measure for stochastic evolutions driven by an eventually compact semigroup, Journal of Evolution Equations, 9(4):771-786, 2009 [(link)]

Joris Bierkens, Hilbert J. Kappen, KL-learning: Online solution of Kullback-Leibler control problems, arXiv:1112.1996, December 2011 [(link)]
Risk-averse analysis of optimal dike height investments, technical report, September 2010 [(pdf)]
Dissipativity of the delay semigroup, arXiv:1202.3792v1 [(link)]
Long Term Dynamics of Stochastic Evolution Equations, PhD thesis, December 2009 [(link)]
Simon van Mourik, Joris Bierkens, et al., DHV Water Pumping Organisation, Proceedings of the Study Group Mathematics with Industry 2009 [(pdf)]
Joris Bierkens, Onno van Gaans, Stochastic Integration in Banach Spaces using a product structure with partial order, arXiv:0910.5363v1, October 2009 [(link)]
Karel in 't Hout, Joris Bierkens, Antoine P.C. van der Ploeg, Jos in 't panhuis, A semi closed-form analytic pricing formula for call options in a hybrid Heston-Hull-White model., Proceedings of the Study Group Mathematics with Industry 2007 [(pdf)]
Patwhise Lyapunov Exponents for Linear Stochastic Differential Equations, MI Report, October 2008 [(pdf)]
Luc Florack, Remco Duits, Joris Bierkens, Tikhonov regularisation versus scale space: a new result, in Proceedings of the 11th International Conference on Image Processing; Singapore, Singapore, 271-274, (2004) [(pdf)]
Geometric methods in diffusion tensor regularisation, MSc thesis, May 2004 [(pdf)]
Calculation of the reflection coefficient of a jet pipe with subsonic jet flow, internship report, July 2002 [(pdf)]

Relative entropy weighted optimization for Markov chains, Eindhoven, 22 December 2011, Eurandom Workshop "Dynamical Gibbs-non-Gibbs transitions" [(pdf)]
Online solution of the average cost Kullback-Leibler optimization problem, Granada, 17 December 2011, 4th International Workshop on Optimization for Machine Learning, NIPS 2011 [(presentation pdf), (poster pdf)]
Optimal control of dike levels under risk aversion, 9 December 2009, Workshop Dike Height Control, CWI, Amsterdam [(pdf)]
Invariant Measures for SDEs with delay in an infinite dimensional context, 29 July 2009, Stochastic Processes and Applications, Berlin [(pdf)]
Long Term Behaviour of Stochastic Evolutions with Delay, 15 April 2009, Dutch Mathematical Congress, Groningen [(pdf)]
Stability of stochastic differential equations in Hilbert spaces, 6 September 2007, Analysis Seminar, MI Leiden [(pdf)]
Extending the Heston model, 2 February 2007, Study Group Mathematics with Industry 2007, Utrecht [(pdf)]

Last update: February 2012.