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Approximate viscosity solutions of path-dependent PDEs and Dupire's vertical differentiability.
(2021-09) Document de travail / Working paper
Geodesic Models with Convexity Shape Prior.
(2021) Document de travail / Working paper
The Neumann problem for fully nonlinear SPDE.
(2021) Document de travail / Working paper
New Elastica Geodesic Approach with Convexity Shape Prior for Region-based Active Contours and Image Segmentation.
(2021) Document de travail / Working paper
SISTA : learning optimal transport costs under sparsity constraints.
(2021) Document de travail / Working paper
No-arbitrage conditions and pricing from discrete-time to continuous-time strategies..
(2021) Document de travail / Working paper
Microscopic derivation of a traffic flow model with a bifurcation
(2021) Document de travail / Working paper
Itô-Dupire's formula for C^{0,1}-functionals of càdlàg weak Dirichlet processes.
(2021) Document de travail / Working paper
From Graph Centrality to Data Depth.
(2021) Document de travail / Working paper
The delocalized phase of the Anderson Hamiltonian in 1-d.
(2021) Document de travail / Working paper