Ministère de l'Économie et des Finances

output

20132024

most citedGeneral Relativity from Scattering Amplitudes

308 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

Amaury Habrard1 · h 28
G. Festuccia1 · h 25
Guillaume Metzler1 · h 2
H. Pham1 · h 50
Idris Kharroubi1 · h 17
L. Planté1 · h 8
M. Sebban1 · h 26
N. Bjerrum-Bohr1 · h 40
Nicolas Langren'e1 · h 6
P. Damgaard1 · h 42
P. Vanhove1 · h 52
Rémi Viola1 · h 2

collaborating institutions

Direction Générale des EntreprisesFR2 papers
CEA Paris-Saclay - Etablissement de SaclayFR1 paper
Centre de Recherche en Économie et StatistiqueFR1 paper
Centre National de la Recherche ScientifiqueFR1 paper
Commissariat à l'Énergie Atomique et aux Énergies AlternativesFR1 paper
Institut de Physique ThéoriqueFR1 paper
Institute for Gerontological ResearchDE1 paper
Laboratoire de Probabilités et Modèles AléatoiresFR1 paper
Laboratoire Hubert CurienFR1 paper
National Research University Higher School of EconomicsRU1 paper
Université Paris Dauphine-PSLFR1 paper
Université Paris DiderotFR1 paper

Showing 2013 · math.PRShow all

1 paper · 2 filters

math.PR2013★ 50 cited

Discrete time approximation of fully nonlinear HJB equations via BSDEs with nonpositive jumps

Idris Kharroubi, Nicolas Langrené, Huyên Pham

We propose a new probabilistic numerical scheme for fully nonlinear equation of Hamilton-Jacobi-Bellman (HJB) type associated to stochastic control problem, which is based on the F…