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20022009
most citedA regression-based Monte Carlo method to solve backward stochastic differential equations

425 citations

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math-ph2006★ 10 cited

A mathematical model for the Fermi weak interactions

Laurent Amour, Benoit Grebert, Jean-Claude Guillot

We consider a mathematical model of the Fermi theory of weak interactions as patterned according to the well-known current-current coupling of quantum electrodynamics. We focuss on…

physics.geo-ph2006

Seismic motion in urban sites consisting of blocks in welded contact with a soft layer overlying a hard half space: II. large and infinite number of identical equispaced blocks

Armand Wirgin, Jean-Philippe Groby

We address the problem of the response to a seismic wave of an urban site consisting of a large and infinite number () of identical, equispaced blocks overlying a soft laye…

math.AP2006

Optimal Estimates for the Electric Field in Two-Dimensions

H. Ammari, H. Kang, H. Lee +2

The purpose of this paper is to set out optimal gradient estimates for solutions to the isotropic conductivity problem in the presence of adjacent conductivity inclusions as the di…

math.AP2006

Asymptotic Analysis of High-Contrast Phononic Crystals and a Criterion for the Band-Gap Opening

H. Ammari, H. Kang, H. Lee

We investigate the band-gap structure of the frequency spectrum for elastic waves in a high-contrast, two-component periodic elastic medium. We consider two-dimensional phononic cr…

math.ST2006★ 165 cited

Sequential Monte Carlo smoothing with application to parameter estimation in non-linear state space models

Jimmy Olsson, Olivier Cappé, Randal Douc +1

This paper concerns the use of sequential Monte Carlo methods (SMC) for smoothing in general state space models. A well-known problem when applying the standard SMC technique in th…