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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 2016 · math.APShow all

1 paper · 2 filters

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.