241 citations
- Université de RennesFR519 papers
- Centre National de la Recherche ScientifiqueFR335 papers
- Université Rennes 1FR189 papers
- Institut national de recherche en sciences et technologies du numériqueFR81 papers
- École Normale Supérieure de RennesFR38 papers
- Institut National des Sciences Appliquées de RennesFR36 papers
- Laboratoire d’Analyse et de Mathématiques AppliquéesFR26 papers
- Laboratoire de Mathématiques Jean LerayFR25 papers
- Institut de Mathématiques de ToulouseFR24 papers
- Institut Universitaire de FranceFR22 papers
- Laboratoire de Mathématiques d'OrsayFR22 papers
- Centre Inria de l'Université de RennesFR20 papers
7 papers · 2 filters
A short proof of the strong three dimensional Gaussian product inequality
Ronan Herry, Dominique Malicet, Guillaume Poly
We prove the strong form of the Gaussian product conjecture in dimension three. Our purely analytical proof simplifies previously known proofs based on combinatorial methods or com…
Backward stochastic differential equations with conditional reflection and related recursive optimal control problems
Ying Hu, Jianhui Huang, Wenqiang Li
We introduce a new type of reflected backward stochastic differential equations (BSDEs) for which the reflection constraint is imposed on its main solution component, denoted as $Y…
Concentration estimates for slowly time-dependent singular SPDEs on the two-dimensional torus
Nils Berglund, Rita Nader
We consider slowly time-dependent singular stochastic partial differential equations on the two-dimensional torus, driven by weak space-time white noise, and renormalised in the Wi…
Conditional Backward Propagation of Chaos
Remi Moreau
In this paper, we first investigate the well-posedness of a backward stochastic differential equation where the driver depends on the law of the solution conditioned to a common no…
Scaling limit of a kinetic inhomogeneous stochastic system in the quadratic potential
Thomas Cavallazzi, Emeline Luirard
We consider a particle evolving in the quadratic potential and subject to a time-inhomogeneous frictional force and to a random force. The couple of its velocity and position is so…
Backward doubly stochastic differential equations and SPDEs with quadratic growth
Ying Hu, Jiaqiang Wen, Jie Xiong
In this paper, we initiate the study of backward doubly stochastic differential equations (BDSDEs, for short) with quadratic growth. The existence, comparison, and stability result…