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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 2020 · math.PRShow all

1 paper · 2 filters

math.PR2020

Non-uniqueness for reflected rough differential equations

Paul Gassiat

We give an example of a reflected diffferential equation which may have infinitely many solutions if the driving signal is rough enough (e.g. of infinite p-variation, for some $p…

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