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 |
|---|---|---|
| Comparison between \(W_2\) distance and \(\dot{H}^{-1}\) norm, and localization of Wasserstein distance ESAIM: Control, Optimisation and Calculus of Variations | 2019-05-17 | Paper |
| Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs Finance and Stochastics | 2018-01-16 | Paper |
| Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs Finance and Stochastics | 2018-01-16 | Paper |
| Fractional Brownian motion satisfies two-way crossing Bernoulli | 2017-09-21 | Paper |
| No simple arbitrage for fractional Brownian motion | 2015-08-03 | Paper |
| Sharp equivalence between ρ- and τ-mixing coefficients Studia Mathematica | 2013-08-06 | Paper |
| Tensorizing maximal correlations | 2010-04-09 | Paper |
| Some ideas about quantitative convergence of collision models to their mean field limit Journal of Statistical Physics | 2009-11-25 | Paper |
| A probabilistic approach to Carne's bound Potential Analysis | 2008-07-30 | Paper |
Research outcomes over time
This page was built for person: Rémi Peyre
