output
19932026
most citedPlanck 2015 results. XIII. Cosmological parameters

10.6k citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

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Showing 2011 · math.PRShow all

7 papers · 2 filters

math.PR2011

Time discretization and quantization methods for optimal multiple switching problem

Paul Gassiat, Idris Kharroubi, Huyên Pham

In this paper, we study probabilistic numerical methods based on optimal quantization algorithms for computing the solution to optimal multiple switching problems with regime-depen…

math.PR2011★ 347 cited

Uniqueness and universality of the Brownian map

Jean-François Le Gall

We consider a random planar map which is uniformly distributed over the class of all rooted q-angulations with n faces. We let be the vertex set of , whic…

math.PR2011★ 29 cited

Central limit theorems for additive functionals of ergodic Markov diffusions processes

Patrick Cattiaux, Djalil Chafai, Arnaud Guillin

We revisit functional central limit theorems for additive functionals of ergodic Markov diffusion processes. Translated in the language of partial differential equations of evoluti…

math.PR2011★ 2 cited

Degenerate Fokker-Planck Equations : Bismut Formula, Gradient Estimate and Harnack Inequality

Arnaud Guillin, Feng-Yu Wang

By constructing successful couplings for degenerate diffusion processes, explicit derivative formula and Harnack type inequalities are presented for solutions to a class of degener…

math.PR2011★ 61 cited

Optimal investment under multiple defaults risk: A BSDE-decomposition approach

Ying Jiao, Idris Kharroubi, Huyên Pham

We study an optimal investment problem under contagion risk in a financial model subject to multiple jumps and defaults. The global market information is formulated as a progressiv…

math.PR2011★ 36 cited

Nucleation and growth for the Ising model in dimensions at very low temperatures

Raphaël Cerf, Francesco Manzo

This work extends to dimension the main result of Dehghanpour and Schonmann. We consider the stochastic Ising model on evolving with the Metropolis dynami…

math.PR2011★ 15 cited

The Mean First Rotation Time of a planar polymer

Stavros Vakeroudis, Marc Yor, David Holcman

We estimate the mean first time, called the mean rotation time (MRT), for a planar random polymer to wind around a point. This polymer is modeled as a collection of n rods, each of…