output
19962022
most citedThe VOLNA code for the numerical modelling of tsunami waves: generation, propagation and inundation

107 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 2014 · math.PRShow all

2 papers · 2 filters

math.PR2014

Kantorovich duality for general transport costs and applications

Nathael Gozlan, Cyril Roberto, Paul-Marie Samson +1

We introduce a general notion of transport cost that encompasses many costs used in the literature (including the classical one and weak transport costs introduced by Talagrand and…

math.PR2014★ 1 cited

Numerical approximation of doubly reflected BSDEs with jumps and RCLL obstacles

Roxana Dumitrescu, Céline Labart

We study a discrete time approximation scheme for the solution of a doubly reflected Backward Stochastic Differential Equation (DBBSDE in short) with jumps, driven by a Brownian mo…