1.4k citations
- X. He2 profiles54 · h 52
- S. Funk4 profiles41 · h 89
- B. Giebels4 profiles39 · h 83
- D. N. Brown15 profiles39
- E. al.38 · h 124
- H. En’yo2 profiles38 · h 59
- G. Dubus2 profiles35 · h 64
- A. Drees5 profiles34 · h 54
- F. Fleuret5 profiles32 · h 70
- R. Averbeck3 profiles32 · h 94
- A. Lebedev5 profiles31 · h 56
- M. Gonin3 profiles31 · h 70
- Centre National de la Recherche ScientifiqueFR412 papers
- Centre de Physique ThéoriqueFR208 papers
- Commissariat à l'Énergie Atomique et aux Énergies AlternativesFR165 papers
- CEA Paris-SaclayFR120 papers
- Laboratoire Leprince-RinguetFR114 papers
- Institut National de Physique Nucléaire et de Physique des ParticulesFR105 papers
- Université Paris CitéFR101 papers
- Université Paris-SudFR88 papers
- Sorbonne UniversitéFR68 papers
- Laboratoire de Physique ThéoriqueFR63 papers
- Heidelberg UniversityDE61 papers
- Iowa State UniversityUS61 papers
4 papers · 2 filters
Perturbations of diagonal matrices by band random matrices
Florent Benaych-Georges, Nathanaël Enriquez
We exhibit an explicit formula for the spectral density of a (large) random matrix which is a diagonal matrix whose spectral density converges, perturbated by the addition of a sym…
Discretely sampled variance and volatility swaps versus their continuous approximations
Robert Jarrow, Younes Kchia, Martin Larsson +1
Discretely sampled variance and volatility swaps trade actively in OTC markets. To price these swaps, the continuously sampled approximation is often used to simplify the computati…
Generalized fractional smoothness and -variation of BSDEs with non-Lipschitz terminal condition
Christel Geiss, Stefan Geiss, Emmanuel Gobet
We relate the -variation, , of a solution of a backward stochastic differential equation with a path-dependent terminal condition to a generalized notion of f…
A host-parasite multilevel interacting process and continuous approximations
Sylvie Méléard, Sylvie Roelly
We are interested in modeling some two-level population dynamics, resulting from the interplay of ecological interactions and phenotypic variation of individuals (or hosts) and the…