94 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- University of MilanIT10 papers
- Centre National de la Recherche ScientifiqueFR3 papers
- Universidad Complutense de MadridES3 papers
- Université Paris Sciences et LettresFR3 papers
- ESPCI ParisFR2 papers
- GulliverFR2 papers
- Laboratoire de BiochimieFR2 papers
- École Polytechnique Fédérale de LausanneCH1 paper
- Istituto di Scienze Marine del Consiglio Nazionale delle RicercheIT1 paper
- Istituto Nazionale di Fisica Nucleare, Sezione di CagliariIT1 paper
- Norwegian School of EconomicsNO1 paper
- Universidade Federal da BahiaBR1 paper
3 papers · 1 filter
Integrable Ito equations with multiple noises
Giuseppe Gaeta, Miguel Angel Rodriguez
The classification of scalar Ito equations with a single noise source which admit a so called standard symmetry and hence are -- by the Kozlov construction -- integrable is by now…
Symmetry classification of scalar autonomous Ito stochastic differential equations with simple noise
Giuseppe Gaeta, Miguel Angel Rodriguez
It is known that knowledge of a symmetry of a scalar Ito stochastic differential equations leads, thanks to the Kozlov substitution, to its integration. In the present paper we pro…
Adaptive strategy in Kelly's horse races model
Armand Despons, David Lacoste, Luca Peliti
We formulate an adaptive version of Kelly's horse model in which the gambler learns from past race results using Bayesian inference. A known asymptotic scaling for the difference b…