90 citations
- Sorbonne UniversitéFR12 papers
- Université Paris CitéFR6 papers
- Polish Academy of LearningPL3 papers
- Polish Academy of SciencesPL3 papers
- Laboratoire de Probabilités et Modèles AléatoiresFR2 papers
- The Open UniversityGB2 papers
- Université de Rouen NormandieFR2 papers
- Université Paris-SaclayFR2 papers
- Argonne National LaboratoryUS1 paper
- Centre National de la Recherche ScientifiqueFR1 paper
- Collegio Carlo AlbertoIT1 paper
- École Normale Supérieure Paris-SaclayFR1 paper
5 papers · 1 filter
On some recent aspects of stochastic control and their applications
Huyen Pham
This paper is a survey on some recent aspects and developments in stochastic control. We discuss the two main historical approaches, Bellman's optimality principle and Pontryagin's…
Valleys and the maximum local time for random walk in random environment
Amir Dembo, Nina Gantert, Yuval Peres +1
Let be the local time at for a recurrent one-dimensional random walk in random environment after steps, and consider the maximum . It is k…
Auxiliary SDEs for homogenization of quasilinear PDEs with periodic coefficients
Francois Delarue
We study the homogenization property of systems of quasi-linear PDEs of parabolic type with periodic coefficients, highly oscillating drift and highly oscillating nonlinear term. T…
Asymptotic laws for compositions derived from transformed subordinators
Alexander Gnedin, Jim Pitman, Marc Yor
A random composition of appears when the points of a random closed set are used to separate into blocks points sampled from the unifor…
Universality In Sherrington-Kirkpatrick's Spin Glass Model
Philippe Carmona, Yueyun Hu
We show that the limiting free energy in Sherrington-Kirkpatrick's Spin Glass Model does not depend on the environment.