output
19952026
most citedBSDE with quadratic growth and unbounded terminal value

241 citations

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Showing 2020 · math.STShow all

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math.ST2020★ 12 cited

Learning the smoothness of noisy curves with application to online curve estimation

Steven Golovkine, Nicolas Klutchnikoff, Valentin Patilea

Combining information both within and across trajectories, we propose a simple estimator for the local regularity of the trajectories of a stochastic process. Independent trajector…

math.ST2020

Exponential inequalities for sampling designs

Guillaume Chauvet, Mathieu Gerber

In this work we introduce a general approach, based on the mar-tingale representation of a sampling design and Azuma-Hoeffding's inequality , to derive exponential inequalities for…