Results 91 to 100 of about 255 (153)

From ABC to KPZ. [PDF]

open access: yesProbab Theory Relat Fields
Cannizzaro G   +3 more
europepmc   +1 more source

Hopf Bifurcations of Moore-Greitzer PDE Model with Additive Noise. [PDF]

open access: yesJ Nonlinear Sci, 2023
Meng Y, Namachchivaya NS, Perkowski N.
europepmc   +1 more source

Control in Probability for SDE Models of Growth Population. [PDF]

open access: yesAppl Math Optim, 2022
Pérez-Aros P, Quiñinao C, Tejo M.
europepmc   +1 more source

Transport optimal martingale et jeux à champ moyen avec graphon

open access: yes
This thesis investigates two distinct directions: Martingale Optimal Transport (MOT) and Mean Field Games (MFG). Within the MOT framework, three independent projects are developed: maximal martingale Wasserstein inequality in Chapter 3, non-decreasing ...
Shao, Kexin
core   +2 more sources

Expected gain-loss pricing and hedging of contingent claims in incomplete markets by linear programming

open access: yes
We analyze the problem of pricing and hedging contingent claims in the multi-period, discrete time, discrete state case using the concept of a "[lambda] gain-loss ratio opportunity".
PInar, Mustafa Ç.   +2 more
core  

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