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20042009
most citedCounterparty risk valuation for CDS

15 citations

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Showing 2009Show all

17 papers · 1 filter

math.DS2009★ 1 cited

Distributed delays stabilize negative feedback loops

Samuel Bernard

Linear scalar differential equations with distributed delays appear in the study of the local stability of nonlinear differential equations with feedback, which are common in biolo…

math.PR2009

Optimal double stopping time

Magdalena Kobylanski, Marie-Claire Quenez, Elisabeth Rouy-Mironescu

We consider the optimal double stopping time problem defined for each stopping time by $v(S)=\esssup\{E[ψ(τ_1, τ_2) | \F_S], τ_1, τ_2 \geq S \}$. Following the optimal one stop…

math.QA2009★ 3 cited

Some dendriform functors

Frédéric Chapoton

We make a first step towards categorification of the dendriform operad, using categories of modules over the Tamari lattices. This means that we describe some functors that corresp…

math.NT2009

Fractions de Bernoulli-Carlitz et opérateurs q-Zeta

Frédéric Chapoton

We introduce a q-deformation of Dirichlet series : for each s, an operator acting on formal power series in q without constant term. We relate Bernoulli-Carlitz numbers to the q-Ri…

math.LO2009

Iterative differential Galois theory: a model theoretic approach

Javier Moreno

This paper introduces a natural extension of Kolchin's differential Galois theory to positive characteristic iterative differential fields, generalizing to the non-linear case the…

math.GR2009

Amenability of actions on the boundary of a building

Jean Lecureux

We prove that the action of the automorphism group of a building on its boundary is topologically amenable. The notion of boundary we use was defined in a previous paper \cite{CL}.…