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4 papers · 2 filters
A decomposition approach for the discrete-time approximation of BSDEs with a jump II: the quadratic case
Idris Kharroubi, Thomas Lim
We study the discrete-time approximation for solutions of quadratic forward back- ward stochastic differential equations (FBSDEs) driven by a Brownian motion and a jump process whi…
Risk estimation for matrix recovery with spectral regularization
Charles-Alban Deledalle, Samuel Vaiter, Gabriel Peyré +2
In this paper, we develop an approach to recursively estimate the quadratic risk for matrix recovery problems regularized with spectral functions. Toward this end, in the spirit of…
Geodesics for a class of distances in the space of probability measures
Pierre Cardaliaguet, Guillaume Carlier, Bruno Nazaret
In this paper, we study the characterization of geodesics for a class of distances between probability measures introduced by Dolbeault, Nazaret and Savar e. We first prove the exi…
Control through operators for quantum chemistry
Philippe Laurent, Herschel Rabitz, Julien Salomon +1
We consider the problem of operator identification in quantum control. The free Hamiltonian and the dipole moment are searched such that a given target state is reached at a given…