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- Laboratoire de Mathématiques Nicolas OresmeFR43 papers
- Laboratoire d’Analyse et de Mathématiques AppliquéesFR36 papers
- Centre National de la Recherche ScientifiqueFR33 papers
- Université Paris-SudFR17 papers
- Université Savoie Mont BlancFR17 papers
- Laboratoire de Mathématiques et ApplicationsFR11 papers
- Laboratoire de Mathématiques de ReimsFR10 papers
- Institut de recherche mathématique de RennesFR8 papers
- Université Paris CitéFR8 papers
- Institut de Mathématiques de Jussieu-Paris Rive GaucheFR7 papers
- Laboratoire de Mathématiques d'OrsayFR6 papers
- Laboratoire de Statistique Théorique et AppliquéeFR6 papers
46 papers · 1 filter
Arbitrage free cointegrated models in gas and oil future markets
Grégory Benmenzer, Emmanuel Gobet, Céline Jérusalem
In this article we present a continuous time model for natural gas and crude oil future prices. Its main feature is the possibility to link both energies in the long term and in th…
Uniqueness of a pre-generator for -semigroup on a general locally convex vector space
Ludovic Dan Lemle, Liming Wu
The main purpose is to generalize a theorem of Arendt about uniqueness of -semigroups from Banach space setting to the general locally convex vector spaces, more precisely, we…
Comparing Gröbner bases and word reversing
Marc Autord
Gröbner bases, in their noncommutative version, and word reversing are methods for solving the word problem of a presented monoid, and both rely on iteratively completing the initi…
Matsuki's double coset decomposition via gradient maps
Christian Miebach
Let be a real-reductive Lie group and let and be two subgroups given by involutions. We show how the technique of gradient maps can be used in order to obtain a new…
Homogenization of reflected semilinear PDE with nonlinear Neumann boundary condition
Auguste Aman, Modeste N'Zi
We study the homogenization problem of semi linear reflected partial differential equations (reflected PDEs for short) with nonlinear Neumann conditions. The non-linear term is a f…
Representation theorems for backward doubly stochastic differential equations
Auguste Aman
In this paper we study the class of backward doubly stochastic differential equations (BDSDEs, for short) whose terminal value depends on the history of forward diffusion. We first…