688 citations
- Centre de Recherche en Mathématiques de la DécisionFR152 papers
- Centre National de la Recherche ScientifiqueFR97 papers
- Université Paris Sciences et LettresFR39 papers
- Centre de Recherche en Économie et StatistiqueFR23 papers
- Université Paris CitéFR19 papers
- École PolytechniqueFR15 papers
- Sorbonne UniversitéFR14 papers
- École Normale Supérieure - PSLFR10 papers
- Institut national de recherche en sciences et technologies du numériqueFR10 papers
- Institut Universitaire de FranceFR10 papers
- University of WarwickGB10 papers
- Département de mathématiques et applicationsFR9 papers
Showing 2017 · math.PRShow all
2 papers · 2 filters
math.PR2017★ 10 cited
Weak universality for a class of 3d stochastic reaction-diffusion models
Marco Furlan, Massimiliano Gubinelli
We establish the large scale convergence of a class of stochastic weakly nonlinear reaction-diffusion models on a three dimensional periodic domain to the dynamic model wit…
math.PR2017★ 12 cited
Super-replication with proportional transaction cost under model uncertainty
Bruno Bouchard, Shuoqing Deng, Xiaolu Tan
We consider a discrete time financial market with proportional transaction cost under model uncertainty, and study a super-replication problem. We recover the duality results that…