output
20022013
most citedA regression-based Monte Carlo method to solve backward stochastic differential equations

425 citations

researchers with a paper here
collaborating institutions
Showing 2012 · math.APShow all

2 papers · 2 filters

math.AP2012

Small time heat kernel asymptotics at the cut locus on surfaces of revolution

Davide Barilari, Jacek Jendrej

In this paper we investigate the small time heat kernel asymptotics on the cut locus on a class of surfaces of revolution, which are the simplest 2-dimensional Riemannian manifolds…

math.AP2012

Absence of sufficiently localized traveling wave solutions for the Novikov-Veselov equation at zero energy

Anna Kazeykina

We demonstrate that the Novikov.Veselov equation (a (2+1)-dimensional analog of KdV) at zero energy does not possess solitons with the space localization stronger than O(|x|^{-4}).