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5 papers · 2 filters
Discrete-time approximation of multidimensional BSDEs with oblique reflections
Jean-Francois Chassagneux, Romuald Elie, Idris Kharroubi
In this paper, we study the discrete-time approximation of multidimensional reflected BSDEs of the type of those presented by Hu and Tang [Probab. Theory Related Fields 147 (2010)…
Regularization by noise and stochastic Burgers equations
M. Gubinelli, M. Jara
We study a generalized 1d periodic SPDE of Burgers type: where , is the 1d Laplacian, is a space-time white…
The stable trees are nested
Nicolas Curien, Bénédicte Haas
We show that we can construct simultaneously all the stable trees as a nested family. More precisely, if we prove that hidden inside any a-stable we can find a…
Invariant -ensembles and the Gauss-Wigner crossover
Romain Allez, Jean-Philippe Bouchaud, Alice Guionnet
We define a new diffusive matrix model converging towards the -Dyson Brownian motion for all that provides an explicit construction of -ensembles of random matr…
Existence of an intermediate phase for oriented percolation
Hubert Lacoin
We consider the following oriented percolation model of : we equip with the edge set $\{[(n,x),(n+1,y)] | n\in \ma…