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20022011
most citedA regression-based Monte Carlo method to solve backward stochastic differential equations

425 citations

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math.PR2010★ 2 cited

FBSDE with time delayed generators: Lp-solutions, differentiability, representation formulas and path regularity

Gonçalo dos Reis, Anthony Réveillac, Jianing Zhang

We extend the work of Delong and Imkeller (2010a,b) concerning Backward stochastic differential equations with time delayed generators (delay BSDE). We give moment and a priori est…

math.PR2010

The Bounded Confidence Model Of Opinion Dynamics

Javier Gómez-Serrano, Carl Graham, Jean-Yves Le Boudec

The bounded confidence model of opinion dynamics, introduced by Deffuant et al, is a stochastic model for the evolution of continuous-valued opinions within a finite group of peers…