MATHRISK: Mathematical Risk handling

output

20122022

most citedOn the Optimal Stopping of a One-dimensional Diffusion

38 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.

B. Jourdain8 · h 28
L. Caramellino6 · h 16
Antonino Zanette4 · h 13
V. Bally4 · h 26
C. Labart3 · h 12
Andrea Molent2 · h 6
E. Kahn2 · h 3
J. Lelong2 · h 11
J. Reygner2 · h 15
Ludovic Goudenège2 · h 13
Roxana Dumitrescu2 · h 16
A. Alfonsi1 · h 22

collaborating institutions

CERMICSFR9 papers
Laboratoire d’Analyse et de Mathématiques AppliquéesFR9 papers
Centre National de la Recherche ScientifiqueFR7 papers
Institut national de recherche en sciences et technologies du numériqueFR6 papers
Université Paris-Est CréteilFR4 papers
University of Rome Tor VergataIT4 papers
University of UdineIT4 papers
Centre de Recherche en Mathématiques de la DécisionFR3 papers
Le LAMAFR3 papers
Université Paris-Est Marne-la-ValléeFR3 papers
École Centrale ParisFR2 papers
École nationale des ponts et chausséesFR2 papers

Showing 2017Show all

2 papers · 1 filter

math.PR2017★ 3 cited

Sampling of probability measures in the convex order by Wasserstein projection

Aurélien Alfonsi, Jacopo Corbetta, Benjamin Jourdain

In this paper, for $μ$ and $ν$ two probability measures on $R^{d}$ with finite moments of order $ρ \geq 1$ , we define the respective projections for the $W_{ρ}$ -Wasserstein dist…

math.CA2017★ 15 cited

The Faa di Bruno Hopf algebra for multivariable feedback recursions in the center problem for higher order Abel equations

Kurusch Ebrahimi-Fard, W. Steven Gray

Poincare's center problem asks for conditions under which a planar polynomial system of ordinary differential equations has a center. It is well understood that the Abel equation n…