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preprints:2019

2019

Auteur(s)/Author(s)Titre/Title
J.F. Chassagneux, L. Szpruch, A. Tse Weak quantitative propagation of chaos via differential calculus on the space of measures
B. Basrak, O. Winterberger, P. Zugec On total claim amount for marked Poisson cluster models
A. Bachouch, C. Huré, N. Langrené, H. Pham Deep neural networks algorithms for stochastic control problems on finite horizon: numerical applications
C. Bénézet, J.F. Chassagneux, C. Reisinger A numerical scheme for the quantile hedging problem
C. Huré, H. Pham, X. Warin Some machine learning schemes for high-dimensional nonlinear PDEs
C. Dombry, C. Tillier, O. Winterberger HIDDEN REGULAR VARIATION FOR POINT PROCESSES AND THE SINGLE/MULTIPLE LARGE POINT HEURISTIC
I. Kharroubi, T. Lim, T. Mastrolia Regulation of renewable resource exploitation
H. Pham, X. Warin Neural networks-based backward scheme for fully nonlinear PDEs
V. Lemaire, T. Montes, G Pagès New Weak Error bounds and expansions for Optimal Quantization
J.M. Fayolle, V. Lemaire, T. Montes, G Pagès Quantization-based Bermudan option pricing in the FX world
G Pagès, V. Reutenauer Precision of caracterization of paper for recycling
E. Abi Jaber, E. Miller, H. Pham Linear--Quadratic control for a class of stochastic Volterra equations: solvability and approximation
E. Abi Jaber, E. Miller, H. Pham Integral operator Riccati equations arising in stochastic Volterra control problems
M. Motte, H. Pham Mean-field Markov decision processes with common noise and open-loop controls
/var/www/wikis/mathfipronum/data/pages/preprints/2019.txt · Dernière modification: 2019/12/23 11:30 par pham