most citedA regression-based Monte Carlo method to solve backward stochastic differential equations

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math.PR2005425 cited

A regression-based Monte Carlo method to solve backward stochastic differential equations

Emmanuel Gobet, Jean-Philippe Lemor, Xavier Warin

We are concerned with the numerical resolution of backward stochastic differential equations. We propose a new numerical scheme based on iterative regressions on function bases, wh…

math.PR20057 cited

Concentration for independent random variables with heavy tails

Franck Barthe, Patrick Cattiaux, Cyril Roberto

If a random variable is not exponentially integrable, it is known that no concentration inequality holds for an infinite sequence of independent copies. Under mild conditions, we e…

math.PR20059 cited

A microscopic model for Stefan's melting and freezing problem

Claudio Landim, Glauco Valle

We study a class of one-dimensional interacting particle systems with random boundaries as a microscopic model for Stefan's melting and freezing problem. We prove that under diffus…

math.PR2005111 cited

Quantitative bounds on convergence of time-inhomogeneous Markov chains

R. Douc, E. Moulines, Jeffrey S. Rosenthal

Convergence rates of Markov chains have been widely studied in recent years. In particular, quantitative bounds on convergence rates have been studied in various forms by Meyn and…

math.PR2005

On approximate pattern matching for a class of Gibbs random fields

Jean-Rene Chazottes, Frank Redig, Evgeny Verbitskiy

We prove an exponential approximation for the law of approximate occurrence of typical patterns for a class of Gibssian sources on the lattice , . From this re…

math.PR2004

Some Local Measures of Complexity of Convex Hulls and Generalization Bounds

Olivier Bousquet, Vladimir Koltchinskii, Dmitry Panchenko

We investigate measures of complexity of function classes based on continuity moduli of Gaussian and Rademacher processes. For Gaussian processes, we obtain bounds on the continuit…