The following pages link to Paul Gassiat (Q424517):
Displaying 29 items.
- (Q333127) (redirect page) (← links)
- Malliavin calculus for regularity structures: the case of gPAM (Q333128) (← links)
- Time discretization and quantization methods for optimal multiple switching problem (Q424519) (← links)
- A stochastic Hamilton-Jacobi equation with infinite speed of propagation (Q517495) (← links)
- Root's barrier, viscosity solutions of obstacle problems and reflected FBSDEs (Q744977) (← links)
- Regularization by noise for stochastic Hamilton-Jacobi equations (Q1740593) (← links)
- Eikonal equations and pathwise solutions to fully non-linear SPDEs (Q2014311) (← links)
- A free boundary characterisation of the root barrier for Markov processes (Q2032420) (← links)
- Non-uniqueness for reflected rough differential equations (Q2077326) (← links)
- Existence of densities for the dynamic \(\Phi^4_3\) model (Q2179240) (← links)
- Precise asymptotics: robust stochastic volatility models (Q2240838) (← links)
- Viscosity characterization of the value function of an investment-consumption problem in presence of an illiquid asset (Q2251580) (← links)
- Speed of propagation for Hamilton-Jacobi equations with multiplicative rough time dependence and convex Hamiltonians (Q2291694) (← links)
- Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation (Q2339124) (← links)
- An integral equation for Root's barrier and the generation of Brownian increments (Q2354891) (← links)
- Stochastic control with rough paths (Q2400494) (← links)
- On the martingale property in the rough Bergomi model (Q2422728) (← links)
- Physical Brownian motion in a magnetic field as a rough path (Q2944921) (← links)
- (Q2973952) (← links)
- OPTIMAL INVESTMENT ON FINITE HORIZON WITH RANDOM DISCRETE ORDER FLOW IN ILLIQUID MARKETS (Q3086254) (← links)
- Investment/Consumption Problem in Illiquid Markets with Regime-Switching (Q3192141) (← links)
- Short-dated smile under rough volatility: asymptotics and numerics (Q5072906) (← links)
- Dynamic programming for an investmentćonsumption problem in illiquid markets with regime-switching (Q5265538) (← links)
- A regularity structure for rough volatility (Q5855942) (← links)
- Perturbations of singular fractional SDEs (Q6098996) (← links)
- Weak Error Rates of Numerical Schemes for Rough Volatility (Q6159079) (← links)
- Long-time behavior of stochastic Hamilton-Jacobi equations (Q6185654) (← links)
- The Neumann problem for fully nonlinear SPDE (Q6380816) (← links)
- Gaussian Rough Paths Lifts via Complementary Young Regularity (Q6458461) (← links)
