2 papers
math.NA2026
Strong error analysis of a stochastic exponential integrator for SPDEs driven by fractional Brownian motion with H<1/2
Antoine Tambue, Aurelien Junior Noupelah, Louis Aime Fono
Fractional Brownian motion provides a useful framework for modeling random phenomena with anti-persistent temporal correlations that arise in applications such as anomalous diffusi…
q-fin.PM2019
A portfolio choice problem in the framework of expected utility operators
Irina Georgescu, Louis Aimé Fono
Possibilistic risk theory starts from the hypothesis that risk is modelled by fuzzy numbers. In particular, in a possibilistic portfolio choice problem, the return of a risky asset…