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

425 citations

Showing 2003Show all

5 papers · 1 filter

math.PR20032 cited

A criterion for Talagrand's quadratic transportation cost inequality

Patrick Cattiaux, Arnaud Guillin

We show that the quadratic transportation cost inequality is equivalent to both a Poincaré inequality and a strong form of the Gaussian concentration property. The main ingre…

math.PR2003

Out of equilibrium functional central limit theorems for a large network where customers join the shortest of several queues

Carl Graham

Customers arrive at rate N times alpha on a network of N single server infinite buffer queues, choose L queues uniformly, join the shortest one, and are served there in turn at rat…

math.PR20031 cited

A functional central limit theorem in equilibrium 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 beta. Customers arrive at rate N times alpha,choose L queues uniformly, and join the shortest one. The stabilit…

nlin.AO200324 cited

Binding Social and Cultural Networks: A Model

Camille Roth, Paul Bourgine

Until now, most studies carried onto social or semantic networks have considered each of these networks independently. Our goal here is to bring a formal frame for studying both ne…

math.CO2003

Counting Integer flows in Networks

W. Baldoni-Silva, J. A. De Loera, M. Vergne

This paper discusses new analytic algorithms and software for the enumeration of all integer flows inside a network. Concrete applications abound in graph theory \cite{Jaeger}, rep…