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

425 citations

Showing 2015Show all

10 papers · 1 filter

math.DG2015

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…

math.PR20151 cited

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…

math.PR20152 cited

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…

math.PR2015

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…

math.PR2015

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…

math-ph20151 cited

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…