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20022013
most citedA regression-based Monte Carlo method to solve backward stochastic differential equations

425 citations

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Showing 2013Show all

4 papers · 1 filter

math.OC2013★ 14 cited

Multi-input Schrödinger equation: controllability, tracking, and application to the quantum angular momentum

Ugo Boscain, Marco Caponigro, Mario Sigalotti

We present a sufficient condition for approximate controllability of the bilinear discrete-spectrum Schrödinger equation exploiting the use of several controls. The controllability…

math.PR2013★ 1 cited

Adaptation in a stochastic multi-resources chemostat model

Nicolas Champagnat, Pierre-Emmanuel Jabin, Sylvie Méléard

We are interested in modeling the Darwinian evolution resulting from the interplay of phenotypic variation and natural selection through ecological interactions, in the specific sc…

math.AP2013

Discrete limit and monotonicity properties of the Floquet eigenvalue in an age structured cell division cycle model

Stéphane Gaubert, Thomas Lepoutre

We consider a cell population described by an age-structured partial differential equation with time periodic coefficients. We assume that division only occurs after a minimal age…

q-fin.TR2013★ 16 cited

Hawkes model for price and trades high-frequency dynamics

E. Bacry, J. F Muzy

We introduce a multivariate Hawkes process that accounts for the dynamics of market prices through the impact of market order arrivals at microstructural level. Our model is a poin…