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

425 citations

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7 papers · 1 filter

math-ph2004★ 1 cited

The dressed nonrelativistic electron in a magnetic field

L. Amour, B. Grebert, J. -C. Guillot

We consider a nonrelativistic electron interacting with a classical magnetic field pointing along the -axis and with a quantized electromagnetic field. When the interaction…

math.AG2004★ 1 cited

Mixed toric residues and tropical degenerations

Andras Szenes, Michele Vergne

Building on our earlier work on toric residues and reduction, we give a proof for the mixed toric residue conejecture of Batyrev and Materov. We simplify and streamline our techniq…

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…

cond-mat.other2004

Evolution of heterogeneity in an agent-based market model

Francois Ghoulmie

This paper has been withdrawn by the author: it was a too preliminary version.

cond-mat.other2004

Switching by agents between two trading behaviors and the stylized facts of financial markets

Francois Ghoulmie

This paper has been withdrawn by the author: it was a too preliminary version.

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…