Browsing CEREMADE : Publications by Issue Date

Equilibrium returns with transaction costs

Bouchard, Bruno; Fukasawa, Masaaki; Herdegen, Martin; Muhle-Karbe, Johannes (2018-05) Article accepté pour publication ou publié

Regularity of BSDEs with a convex constraint on the gains-process

Bouchard, Bruno; Elie, Romuald; Moreau, Ludovic (2018) Article accepté pour publication ou publié

Local Optimization of Black-Box Function with High or Infinite-Dimensional Inputs

Roche, Angelina (2018) Article accepté pour publication ou publié

Generalized incompressible flows, multi-marginal transport and Sinkhorn algorithm

Benamou, Jean-David; Carlier, Guillaume; Nenna, Luca (2018) Document de travail / Working paper

On the Wasserstein distance between mutually singular measures

Buttazzo, Giuseppe; Carlier, Guillaume; Laborde, Maxime (2018) Article accepté pour publication ou publié

Multiplicative stochastic heat equations on the whole space

Hairer, Martin; Labbé, Cyril (2018) Article accepté pour publication ou publié

Phase retrieval with random Gaussian sensing vectors by alternating projections

Waldspurger, Irène (2018) Article accepté pour publication ou publié

Optimal individual strategies for influenza vaccines with imperfect efficacy and durability of protection

Salvarani, Francesco; Turinici, Gabriel (2018) Article accepté pour publication ou publié

Some remarks on the optimality of the Bruno-Rüssmann condition

Bounemoura, Abed; Bounemoura, Abed (2018) Document de travail / Working paper

Dynamic programming approach to principal-agent problems

Cvitanić, Jakša; Possamaï, Dylan; Touzi, Nizar (2018) Article accepté pour publication ou publié

Stochastic control for a class of nonlinear kernels and applications

Possamaï, Dylan; Tan, Xiaolu; Zhou, Chao (2018) Article accepté pour publication ou publié

Density analysis of non-Markovian BSDEs and applications to biology and finance

Mastrolia, Thibaut (2018) Article accepté pour publication ou publié

Statistical Mechanics of the Uniform Electron Gas

Lewin, Mathieu; Lieb, Elliott H.; Seiringer, Robert (2018) Article accepté pour publication ou publié

On the convergence of the extremal eigenvalues of empirical covariance matrices with dependence

Chafaï, Djalil; Tikhomirov, Konstantin (2018) Article accepté pour publication ou publié

Non-localization of eigenfunctions for Sturm-Liouville operators and applications

Liard, Thibault; Lissy, Pierre; Privat, Yannick (2018) Article accepté pour publication ou publié

Societal inequalities amplify gender gaps in math

Breda, Thomas; Jouini, Elyès; Napp, Clotilde (2018) Article accepté pour publication ou publié

Optimal Control Under Uncertainty and Bayesian Parameters Adjustments

Baradel, Nicolas; Bouchard, Bruno; Dang, Ngoc Minh (2018) Article accepté pour publication ou publié

A unified approach to a priori estimates for supersolutions of BSDEs in general filtrations

Bouchard, Bruno; Possamaï, Dylan; Tan, Xiaolu; Zhou, Chao (2018) Article accepté pour publication ou publié

Stochastic homogenization of quasilinear Hamilton-Jacobi equations and geometric motions

Armstrong, Scott N.; Cardaliaguet, Pierre (2018) Article accepté pour publication ou publié

Positive and negative results on the internal controllability of parabolic equations coupled by zero and first order terms

Duprez, Michel; Lissy, Pierre (2018) Article accepté pour publication ou publié