Julien Claisse
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Mean field games with branching The Annals of Applied Probability | 2023-06-05 | Paper |
| Mean Field Optimization Problem Regularized by Fisher Information | 2023-02-12 | Paper |
| Branching diffusion representation of semi-linear elliptic PDEs and estimation using Monte Carlo method Stochastic Processes and their Applications | 2020-06-09 | Paper |
| On the link between infinite horizon control and quasi-stationary distributions Stochastic Processes and their Applications | 2019-03-06 | Paper |
| Some results on Skorokhod embedding and robust hedging with local time Journal of Optimization Theory and Applications | 2018-11-27 | Paper |
| Optimal control of branching diffusion processes: a finite horizon problem The Annals of Applied Probability | 2018-05-25 | Paper |
| A pseudo-Markov property for controlled diffusion processes SIAM Journal on Control and Optimization | 2016-04-25 | Paper |
| On the McKean-Vlasov SDE with branching (available as arXiv preprint) | N/A | Paper |
Research outcomes over time
This page was built for person: Julien Claisse
