103 citations
- Laboratoire de Mathématiques Blaise PascalFR98 papers
- LAM FoundationUS41 papers
- Université d'Évry Val-d'EssonneFR36 papers
- Laboratoire Analyse et Modélisation pour la Biologie et l'EnvironnementFR35 papers
- Centre National de la Recherche ScientifiqueFR33 papers
- École Nationale Supérieure d’Informatique pour l’Industrie et l’EntrepriseFR24 papers
- Université Paris-SaclayFR20 papers
- Laboratoire de Probabilités et Modèles AléatoiresFR15 papers
- Laboratoire de Probabilités, Statistique et ModélisationFR12 papers
- National Research University Higher School of EconomicsRU10 papers
- Université Paris CitéFR8 papers
- Centre de Mathématiques Appliquées de l'École polytechniqueFR6 papers
153 papers
Calder{ó}n splitting and weak solutions for Navier-Stokes equations with initial data in weighted L p spaces
Pierre Gilles Lemarié-Rieusset
We show the existence of global weak solutions of the 3D Navier-Stokes equations with initial velocity in the weighted spaces , using Calder{ó}n splitting L p L 2…
A model-free Screening procedure
J Dedecker, M L Taupin, A S Tocquet
In this article, we propose a generic screening method for selecting explanatory variables correlated with the response variable Y . We make no assumptions about the existence of a…
Weak Error on the densities for the Euler scheme of stable additive SDEs with Besov drift
Mathis Fitoussi, Elena Issoglio, Stéphane Menozzi
We are interested in the Euler-Maruyama dicretization of the formal SDE, , where is a symmetric isotropic d dimensional stable process of index $α\in (1,2…
Weak conditional propagation of chaos for systems of interacting particles with nearly stable jumps
Eva Löcherbach, Dasha Loukianova, Elisa Marini
We consider a system of interacting particles, described by SDEs driven by Poisson random measures, where the coefficients depend on the empirical measure of the system. Every…
Option market making with hedging-induced market impact
Paulin Aubert, Etienne Chevalier, Vathana Ly Vath
This paper develops a model for option market making in which the hedging activity of the market maker generates price impact on the underlying asset. The option order flow is mode…
On well-posedness of stable-driven McKean-Vlasov stochastic differential equations with Besov interaction kernel of non-positive regularity
Anna Bahrii
We prove well-posedness results for time-inhomogeneous stable-driven McKean-Vlasov stochastic differential equations with a convolution drift where the interaction kernel belongs t…