activity
20102023
most citedExistence and uniqueness of solutions to the inverse boundary crossing problem for diffusions

24 citations · 61 across the 11 of their papers we have counts for

collaborators

12 papers

math.DG2023★ 1 cited

Lepage Equivalents and the Variational Bicomplex

David Saunders

We show how to construct, for a Lagrangian of arbitrary order, a Lepage equivalent satisfying the closure property: that the Lepage equivalent vanishes precisely when the Lagrangia…

math.DG2021

Linear connections and shape maps for second order ODEs with and without constraints

G. E. Prince, M. Farré Puiggalí, D. J. Saunders +1

We deal with the construction of linear connections associated with second order ordinary differential equations with and without first order constraints. We use a novel method all…

q-fin.RM2020

Maximum Spectral Measures of Risk with given Risk Factor Marginal Distributions

Mario Ghossoub, Jesse Hall, David Saunders

We consider the problem of determining an upper bound for the value of a spectral risk measure of a loss that is a general nonlinear function of two factors whose marginal distribu…

q-fin.RM2020

On the Continuity of the Feasible Set Mapping in Optimal Transport

Mario Ghossoub, David Saunders

Consider the set of probability measures with given marginal distributions on the product of two complete, separable metric spaces, seen as a correspondence when the marginal distr…

math.DG2018★ 2 cited

On Lagrangians with Reduced-Order Euler-Lagrange Equations

David Saunders

If a Lagrangian defining a variational problem has order then its Euler-Lagrange equations generically have order . This paper considers the case where the Euler-Lagrange e…

math.DG2012★ 4 cited

Hilbert forms for a Finsler metrizable projective class of sprays

M. Crampin, T. Mestdag, D. J. Saunders

The projective Finsler metrizability problem deals with the question whether a projective-equivalence class of sprays is the geodesic class of a (locally or globally defined) Finsl…