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Approximate viscosity solutions of path-dependent PDEs and Dupire's vertical differentiability.

Bouchard, Bruno; Loeper, Grégoire; Tan, Xiaolu (2021-09) Document de travail / Working paper

Diffusive limit approximation of pure-jump optimal stochastic control problems.

Abeille, Marc; Bouchard, Bruno; Croissant, Lorenzo (2021-06) Document de travail / Working paper

From kinetic to fluid models of liquid crystals by the moment method.

Degond, Pierre; Frouvelle, Amic; Liu, Jian-Guo (2021) Document de travail / Working paper

Hypocoercivity for kinetic linear equations in bounded domains with general Maxwell boundary condition.

Bernou, Armand; Carrapatoso, Kleber; Mischler, Stéphane; Tristani, Isabelle (2021) Document de travail / Working paper

The Langevin Monte Carlo algorithm in the non-smooth log-concave case.

Lehec, Joseph (2021) Document de travail / Working paper

NEO: Non Equilibrium Sampling on the Orbit of a Deterministic Transform.

Thin, Achille; Janati, Yazid; Le Corff, Sylvain; Ollion, Charles; Doucet, Arnaud; Durmus, Alain; Moulines, Eric; Robert, Christian P. (2021) Document de travail / Working paper

The convergence of the Stochastic Gradient Descent (SGD) : a self-contained proof.

Turinici, Gabriel (2021) Document de travail / Working paper

Asymptotic Scattering by Poissonian Thermostats.

Komorowski, Tomasz; Olla, Stefano (2021) Document de travail / Working paper

Short dated smile under Rough Volatility: asymptotics and numerics.

Friz, Peter K.; Gassiat, Paul; Pigato, Paolo (2021) Document de travail / Working paper

Stability in Gagliardo-Nirenberg-Sobolev inequalities: flows, regularity and the entropy method.

Bonforte, Matteo; Dolbeault, Jean; Nazaret, Bruno; Simonov, Nikita (2021) Document de travail / Working paper

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