2 papers
math.AP2025
Weak uniqueness for the PDE governing the joint law of a diffusion and its running supremum
Laure Coutin, Lorick Huang, Monique Pontier
In a previous work [8], it was shown that the joint law of a diffusion process and the running supremum of its first component is absolutely continuous, and that its density satisf…
math.OC2017
Optimal Contract with Moral Hazard for Public Private Partnerships
Ishak Hajjej, Caroline Hillairet, Mohamed Mnif +1
Public-Private Partnership (PPP) is a contract between a public entity and a consortium, in which the public outsources the construction and the maintenance of an equipment (hospit…