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researcher

J. Fouque

42 papers hereh-index 365.6k citations175 works total

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

author position
  • first author17
  • middle author20
  • last author5

Across the 42 of 42 papers where every author was matched, so the position is known.

fields
  • q-fin.MF15
  • math.OC9
  • q-fin.PR6
  • math.PR5
  • q-fin.CP2
  • cs.CR1

identity via Semantic Scholar / OpenAlex

activity
20102025
most citedSmall-time asymptotics for fast mean-reverting stochastic volatility models

68 citations · 217 across the 38 of their papers we have counts for

collaborators
Showing 2025Show all

3 papers · 1 filter

cs.CR2025

Hashpower allocation in Pay-per-Share blockchain mining pools

Pierre-Olivier Goffard, Hansjoerg Albrecher, Jean-Pierre Fouque

Mining blocks in a blockchain using the \textit{Proof-of-Work} consensus protocol involves significant risk, as network participants face continuous operational costs while earning…

math.OC2025

Convergence of Actor-Critic Learning for Mean Field Games and Mean Field Control in Continuous Spaces

Jean-Pierre Fouque, Mathieu Laurière, Mengrui Zhang

We establish the convergence of the deep actor-critic reinforcement learning algorithm presented in [Angiuli et al., 2023a] in the setting of continuous state and action spaces wit…

math.PR2025

Feynman Formula for Discrete-time Quantum Walks

Jean-Pierre Fouque, Tomoyuki Ichiba, Ka Lok Lam

We explicitly connect (discrete-time) quantum walks on Z with a four-state Markov additive process via a Feynman-type formula (2.5). Using this representation, we derive a relation…

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