425 citations
- École PolytechniqueFR256 papers
- Centre National de la Recherche ScientifiqueFR59 papers
- Laboratoire de Probabilités et Modèles AléatoiresFR15 papers
- Laboratoire de Mathématiques Blaise PascalFR14 papers
- Centre de Recherche en Mathématiques de la DécisionFR12 papers
- Institut national de recherche en sciences et technologies du numériqueFR12 papers
- Université Paris NanterreFR12 papers
- Université Paris-SaclayFR11 papers
- Laboratoire Analyse et Modélisation pour la Biologie et l'EnvironnementFR10 papers
- Centre Inria de SaclayFR9 papers
- Institut Universitaire de FranceFR9 papers
- Laboratoire de Probabilités, Statistique et ModélisationFR9 papers
10 papers · 1 filter
Sub-Finsler structures from the time-optimal control viewpoint for some nilpotent distributions
Davide Barilari, Ugo Boscain, Enrico Le Donne +1
In this paper we study the sub-Finsler geometry as a time-optimal control problem. In particular, we consider non-smooth and non-strictly convex sub-Finsler structures associated w…
Stochastic partial differential equations with singular terminal condition
A. Matoussi, Lambert Piozin, A. Popier
In this paper, we first prove existence and uniqueness of the solution of a backward doubly stochastic differential equation (BDSDE) and of the related stochastic partial different…
Speed of coming down from infinity for birth and death processes
Vincent Bansaye, Sylvie Méléard, Mathieu Richard
We finely describe the speed of "coming down from infinity" for birth and death processes which eventually become extinct. Under general assumptions on the birth and death rates, w…
Discrete Hammersley's Lines with sources and sinks
A. -L. Basdevant, N. Enriquez, L. Gerin +1
We introduce two stationary versions of two discrete variants of Hammersley's process in a finite box, this allows us to recover in a unified and simple way the laws of large numbe…
Optimal Skorokhod embedding given full marginals and Azema-Yor peacocks
Sigrid Kallblad, Xiaolu Tan, Nizar Touzi
We consider the optimal Skorokhod embedding problem (SEP) given full marginals over the time interval . The problem is related to the study of extremal martingales associate…
Formulas for phase recovering from phaseless scattering data at fixed frequency
Roman Novikov
We consider quantum and acoustic wave propagation at fixed frequency for compactly supported scatterers in dimension . In these framework we give explicit formulas for phas…