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researcher

Paul Gassiat

30 papers hereh-index 15617 citations38 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author4
  • first author14
  • middle author7
  • last author4

Across the 29 of 30 papers where every author was matched, so the position is known.

fields
  • math.PR16
  • q-fin.PM5
  • math.AP2
  • q-fin.CP2
  • q-fin.MF2
  • q-fin.PR2

identity via Semantic Scholar / OpenAlex

activity
20092026
most citedPrecise asymptotics: robust stochastic volatility models

32 citations · 67 across the 24 of their papers we have counts for

collaborators
Showing math.APShow all

2 papers · 1 filter

math.AP2021

The Neumann problem for fully nonlinear SPDE

Paul Gassiat, Benjamin Seeger

We generalize the notion of pathwise viscosity solutions, put forward by Lions and Souganidis to study fully nonlinear stochastic partial differential equations, to equations set o…

math.AP2016★ 2 cited

A stochastic Hamilton-Jacobi equation with infinite speed of propagation

Paul Gassiat

We give an example of a stochastic Hamilton-Jacobi equation du=H(Du)dξ which has an infinite speed of propagation as soon as the driving signal ξ is not of bounded variation…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.