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20022025
most citedA regression-based Monte Carlo method to solve backward stochastic differential equations

425 citations

Showing 2012Show all

17 papers · 1 filter

math.DG201266 cited

A formula for Popp's volume in sub-Riemannian geometry

Davide Barilari, Luca Rizzi

For an equiregular sub-Riemannian manifold M, Popp's volume is a smooth volume which is canonically associated with the sub-Riemannian structure, and it is a natural generalization…

math.AP2012

Small time heat kernel asymptotics at the cut locus on surfaces of revolution

Davide Barilari, Jacek Jendrej

In this paper we investigate the small time heat kernel asymptotics on the cut locus on a class of surfaces of revolution, which are the simplest 2-dimensional Riemannian manifolds…

math-ph201210 cited

Faddeev eigenfunctions for multipoint potentials

P. G. Grinevich, R. G. Novikov

We present explicit formulas for the Faddeev eigenfunctions and related generalized scattering data for multipoint potentials in two and three dimensions. For single point potentia…

q-fin.PR20121 cited

Singular Forward-Backward Stochastic Differential Equations and Emissions Derivatives

Rene Carmona, Francois Delarue, Gilles-Edouard Espinosa +1

We introduce two simple models of forward-backward stochastic differential equations with a singular terminal condition and we explain how and why they appear naturally as models f…

stat.AP201218 cited

Hierarchical clustering for graph visualization

Stéphan Clémençon, Hector De Arazoza, Fabrice Rossi +1

This paper describes a graph visualization methodology based on hierarchical maximal modularity clustering, with interactive and significant coarsening and refining possibilities.…

math.PR20122 cited

New approaches of source-sink metapopulations decoupling the roles of demography and dispersal

Vincent Bansaye, Amaury Lambert

Source-sink systems are metapopulations of habitat patches with different, and possibly temporally varying, habitat qualities, which are commonly used in ecology to study the fate…