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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 2024Show all

2 papers · 1 filter

math.OC2024

A gradient flow on control space with rough initial condition

Paul Gassiat, Florin Suciu

We consider the (sub-Riemannian type) control problem of finding a path going from an initial point x to a target point y, by only moving in certain admissible directions. We a…

math.PR2024

Zero noise limit for singular ODE regularized by fractional noise

Łukasz Mądry, Paul Gassiat

We consider scalar ODE with a power singularity at the origin, regularized by an additive fractional noise. We show that, as the intensity in front of the noise goes to 0, the so…

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