Programme > Résumés par session
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MEAN REFLECTED STOCHASTIC DIFFERENTIAL EQUATIONS WITH JUMPS
Philippe Briand, Abir GHANNOUM, Céline Labart
sciencesconf.org:jps-2018:201606 |
Reflected BSDEs with interconnected bilateral obstacles associated with a zero-sum stochastic multi-modes switching game
Tingshu MU, Said Hamadène
sciencesconf.org:jps-2018:201640 |
Viscosity Solutions of Systems of PDEs with Interconnected Obstacles and Switching Problem without Monotonicity Condition
Sarra Neffati, Said Hamadène, Mohamed MNIF
sciencesconf.org:jps-2018:201642 |
Modèle de chaîne de Markov pour le microcrédit conduisant à l'inclusion
DJAFFAR LESSY
sciencesconf.org:jps-2018:204473 |
The Responding Driven Sampling process on Erdös-Rényi graph.
Thi Phuong Thuy VO
sciencesconf.org:jps-2018:204703 |
Numerical analysis of a particle calibration procedure for local and stochastic volatility models
Benjamin Jourdain, Alexandre ZHOU
sciencesconf.org:jps-2018:204794 |
Modélisation de carnet d'ordres et gestion de risque de liquidité
Florian Rasamoely
sciencesconf.org:jps-2018:205365 |
Un graphe aléatoire pour modéliser la spéciation
François Bienvenu
sciencesconf.org:jps-2018:205554 |
Numerical methods for martingale optimal transport
Hadrien De March
sciencesconf.org:jps-2018:205576 |
Spectre de grandes matrices aléatoires perturbées
Alkéos Michaïl
sciencesconf.org:jps-2018:207524 |
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