output
20022008
most citedA regression-based Monte Carlo method to solve backward stochastic differential equations

425 citations

researchers with a paper here
collaborating institutions
Showing 2004 · math.PRShow all

2 papers · 2 filters

math.PR2004★ 2 cited

Interpolated inequalities between exponential and Gaussian, Orlicz hypercontractivity and isoperimetry

F. Barthe, P. Cattiaux, C. Roberto

We introduce and study a notion of Orlicz hypercontractive semigroups. We analyze their relations with general -Sobolev inequalities, thus extending Gross hypercontractivity the…

math.PR2004★ 2 cited

Functional central limit theorems for a large network in which customers join the shortest of several queues

Carl Graham

We consider N single server infinite buffer queues with service rate β. Customers arrive at rate Nα, choose L queues uniformly, and join the shortest. We study the processes R^N fo…