output
19962026
most citedThe hydrodynamical relevance of the Camassa-Holm and Degasperis-Procesi equations

1k citations

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math.PR2013★ 62 cited

Numerical simulation of quadratic BSDEs

Jean-François Chassagneux, Adrien Richou

This article deals with the numerical approximation of Markovian backward stochastic differential equations (BSDEs) with generators of quadratic growth with respect to and boun…

math.PR2013★ 24 cited

Intertwining relations for one-dimensional diffusions and application to functional inequalities

Michel Bonnefont, Aldéric Joulin

Following the recent work [13] fulfilled in the discrete case, we pro- vide in this paper new intertwining relations for semigroups of one-dimensional diffusions. Various applicati…