From the 1 of 668 papers with an AI index.
29.3k citations
- École nationale des ponts et chausséesFR274 papers
- Institut national de recherche en sciences et technologies du numériqueFR174 papers
- Centre National de la Recherche ScientifiqueFR93 papers
- Pôle de recherche et d'enseignement supérieur Université Paris-EstFR71 papers
- Centre de Recherche en Mathématiques de la DécisionFR35 papers
- MATHERIALS: MATHematics for MatERIALSFR35 papers
- Commissariat à l'Énergie Atomique et aux Énergies AlternativesFR30 papers
- Laboratoire de Mathématiques Analyse, Probabilités, Modélisation OrléansFR28 papers
- Paris-Est SupFR25 papers
- Laboratoire NavierFR22 papers
- Sorbonne UniversitéFR21 papers
- Laboratoire Jacques-Louis LionsFR19 papers
45 papers · 1 filter
The chromatic number of almost stable Kneser hypergraphs
Frédéric Meunier
Let be the set of -subsets of such that for all , we have We define almost -stable Kneser hypergraph $KG^r{{[n]}\choose k}_{s{\ti…
Thermal conductivity of the Toda lattice with conservative noise
Alessandra Iacobucci, Frederic Legoll, Stefano Olla +1
We study the thermal conductivity of the one dimensional Toda lattice perturbed by a stochastic dynamics preserving energy and momentum. The strength of the stochastic noise is con…
Variance Optimal Hedging for continuous time processes with independent increments and applications
Stéphane Goutte, Nadia Oudjane, Francesco Russo
For a large class of vanilla contingent claims, we establish an explicit Föllmer-Schweizer decomposition when the underlying is a process with independent increments (PII) and an e…
Gaussian and non-Gaussian processes of zero power variation
Francesco Russo, Frederi Viens
This paper considers the class of stochastic processes which are Volterra convolutions of a martingale . When is Brownian motion, is Gaussian, and the class includes…
Regularity of the Exercise Boundary for American Put Options on Assets with Discrete Dividends
Benjamin Jourdain, Michel Vellekoop
We analyze the regularity of the optimal exercise boundary for the American Put option when the underlying asset pays a discrete dividend at a known time during the lifetime…
Iterative Methods for the Force-based Quasicontinuum Approximation
Matthew Dobson, Mitchell Luskin, Christoph Ortner
Force-based atomistic-continuum hybrid methods are the only known pointwise consistent methods for coupling a general atomistic model to a finite element continuum model. For this…