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Showing 2008 · math.PRShow all
3 papers · 2 filters
math.PR2008
Measurability of optimal transportation and strong coupling of martingale measures
Joaquin Fontbona, Helene Guerin, Sylvie Meleard
We consider the optimal mass transportation problem in $\RR^d$ with measurably parameterized marginals, for general cost functions and under conditions ensuring the existence of a…
math.PR2008★ 28 cited
Numerical simulation of BSDEs using empirical regression methods: theory and practice
Emmanuel Gobet, Jean-Philippe Lemor
This article deals with the numerical resolution of backward stochastic differential equations. Firstly, we consider a rather general case where the filtration is generated by a Br…
math.PR2008
Semigroup inequalities, stochastic domination, Hardy's inequality, and strong ergodicity
Carl Graham
There is a mathematical error in the first version of this paper. A new corrected version will be posted when the error is fixed, possibly with a modified title.