output
20092022
most citedFast and stable multivariate kernel density estimation by fast sum updating

52 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.

collaborating institutions
Showing 2013Show all

3 papers · 1 filter

math.OC2013

Some non monotone schemes for time dependent Hamilton-Jacobi-Bellman equations in stochastic control

Xavier Warin

We introduce some approximation schemes for linear and fully non-linear diffusion equations of Bellman-Isaacs type. Although they are not monotone one can prove their convergence t…

q-fin.PM2013

Investment under uncertainty, competition and regulation

Adrien Nguyen Huu

We investigate a randomization procedure undertaken in real option games which can serve as a basic model of regulation in a duopoly model of preemptive investment. We recall the r…

math.DS2013★ 1 cited

Orbits in a stochastic Goodwin-Lotka-Volterra model

Bernardo Costa-Lima, Adrien Nguyen Huu

This paper examines the cycling behavior of a deterministic and a stochastic version of the economic interpretation of the Lotka-Volterra model, the Goodwin model. We provide a cha…