Browsing CEREMADE (UMR CNRS 7534) by Title

Discrete-Time Approximation of BSDEs and Probabilistic Schemes for Fully Nonlinear PDEs

Bouchard, Bruno; Elie, Romuald; Touzi, Nizar (2009) Chapitre d'ouvrage

Discrete-time approximation of decoupled Forward–Backward SDE with jumps

Bouchard, Bruno; Elie, Romuald (2008) Article accepté pour publication ou publié

Discrete-time Approximation of Multidimensional BSDEs with oblique reflections

Chassagneux, Jean-François; Kharroubi, Idris; Elie, Romuald (2012) Article accepté pour publication ou publié

Discrete-time probabilistic approximation of path-dependent stochastic control problems

Tan, Xiaolu (2014) Article accepté pour publication ou publié

Discrete-valued-pulse optimal control algorithms: Application to spin systems

Dridi, G.; Lapert, Marc; Salomon, Julien; Glaser, Steffen J.; Sugny, Dominique (2015) Article accepté pour publication ou publié

Discretely monotonically convergent algorithms in quantum control

Turinici, Gabriel; Salomon, Julien; Maday, Yvon (2003) Communication / Conférence

Discretization of functionals involving the Monge-Ampère operator

Benamou, Jean-David; Carlier, Guillaume; Mérigot, Quentin; Oudet, Edouard (2016) Article accepté pour publication ou publié

Discretization of the 3D Monge-Ampere operator, between Wide Stencils and Power Diagrams

Mirebeau, Jean-Marie (2015) Article accepté pour publication ou publié

Discretization of the Bellman equation and the corresponding stochastic control problem

Bensoussan, Alain (1987) Communication / Conférence

Discrétisation de variables continues finalisée à la discrimination de classes - Application à la détermination de seuils pour des facteurs pronostiqués en chimiothérapie

Perinel, Emmanuel; Gettler-Summa, Mireille (2002) Document de travail / Working paper

Discussion

Robert, Christian P. (2013) Article accepté pour publication ou publié

A discussion about the homogenization of moving interfaces

Cardaliaguet, Pierre; Lions, Pierre-Louis; Souganidis, Panagiotis E. (2009) Article accepté pour publication ou publié

Discussion of "Sure independence screening for ultra-high dimensional feature space" by Fan and Lv.

Robert, Christian P. (2008) Article accepté pour publication ou publié

Discussion of the paper "Bayesian measures of model complexity and fit" by D. Spiegelhalter et al.

Robert, Christian P. (2014) Article accepté pour publication ou publié

Discussion on "Is Bayes posterior just quick and dirty confidence?" by D.A.S. Fraser

Robert, Christian P. (2011) Article accepté pour publication ou publié

Discussion on "Parameter estimation for differential equations: a generalized smoothing approach" (by Ramsay JO, Hooker G, Campbell D and Cao J),

Samson, Adeline; Donnet, Sophie (2007) Article accepté pour publication ou publié

A discussion on Bayesian analysis : Selecting Noninformative Priors

Kamary, Kaniav (2014) Document de travail / Working paper

Discussion on the paper "Sequential quasi Monte Carlo" by Gerber and Chopin

Robert, Christian P. (2015) Article accepté pour publication ou publié

Discussions on "Riemann manifold Langevin and Hamiltonian Monte Carlo methods"

Barthelme, Simon; Beffy, Magali; Chopin, Nicolas; Doucet, Arnaud; Jacob, Pierre E.; Johansen, Adam M.; Marin, Jean-Michel; Robert, Christian P. (2011) Document de travail / Working paper

Disentangling and quantifying market participant volatility contributions

Rambaldi, Marcello; Bacry, Emmanuel; Muzy, Jean-François (2019) Article accepté pour publication ou publié