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

425 citations

Showing 2011Show all

7 papers · 1 filter

math-ph2011

Absence of traveling wave solutions of conductivity type for the Novikov-Veselov equations at zero energy

Anna Kazeykina

We prove that the Novikov-Veselov equation (an analog of KdV in dimension 2 + 1) at zero energy does not have sufficiently localized soliton solutions of conductivity type.

math.ST20113 cited

A pseudo-RIP for multivariate regression

Christophe Giraud

We give a suitable RI-Property under which recent results for trace regression translate into strong risk bounds for multivariate regression. This pseudo-RIP is compatible with the…

math.PR20112 cited

Perturbations of diagonal matrices by band random matrices

Florent Benaych-Georges, Nathanaël Enriquez

We exhibit an explicit formula for the spectral density of a (large) random matrix which is a diagonal matrix whose spectral density converges, perturbated by the addition of a sym…

math-ph20114 cited

Broken translation invariance in quasifree fermionic correlations out of equilibrium

Walter H. Aschbacher

Using the C* algebraic scattering approach to study quasifree fermionic systems out of equilibrium in quantum statistical mechanics, we construct the nonequilibrium steady state in…

math.PR20113 cited

Generalized fractional smoothness and -variation of BSDEs with non-Lipschitz terminal condition

Christel Geiss, Stefan Geiss, Emmanuel Gobet

We relate the -variation, , of a solution of a backward stochastic differential equation with a path-dependent terminal condition to a generalized notion of f…

math-ph201112 cited

Absence of exponentially localized solitons for the Novikov--Veselov equation at negative energy

Anna Kazeykina, Roman Novikov

We show that Novikov--Veselov equation (an analog of KdV in dimension 2 + 1) does not have exponentially localized solitons at negative energy.