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Approximate viscosity solutions of path-dependent PDEs and Dupire's vertical differentiability.
(2021-09) Document de travail / Working paper
Diffusive limit approximation of pure-jump optimal stochastic control problems.
(2021-06) Document de travail / Working paper
Covid-19 | Regards croisés sur la crise.
(2021-03) Ouvrage
The interchange process on high-dimensional products.
(2021-02) Article accepté pour publication ou publié
Computation of Expected Shortfall by fast detection of worst scenarios
(2021) Article accepté pour publication ou publié
Dynamics of a Fleming–Viot type particle system on the cycle graph.
(2021-01) Article accepté pour publication ou publié
Further results on stochastic orderings and aging classes in systems with age replacement.
(2021) Article accepté pour publication ou publié
A C^{0,1} -functional Itô’s formula and its applications in mathematical finance.
(2021) Document de travail / Working paper
Shapley-Snow kernels, multiparameter eigenvalue problems and stochastic games.
(2021) Article accepté pour publication ou publié
Kinetic approach to the collective dynamics of the rock-paper-scissors binary game.
(2021-01) Article accepté pour publication ou publié