Showing 1–20 of 30 results
/ Date/ Name
May 30, 2019A Free Boundary Characterisation of the Root Barrier for Markov ProcessesNov 22, 2022Long-time behaviour of stochastic Hamilton-Jacobi equationsSep 27, 2016A stochastic Hamilton-Jacobi equation with infinite speed of propagationMay 22, 2018Speed of propagation for Hamilton-Jacobi equations with multiplicative rough time dependence and convex HamiltoniansFeb 15, 2016Eikonal equations and pathwise solutions to fully non-linear SPDEsAug 3, 2022Perturbations of singular fractional SDEsMar 17, 2022Weak error rates of numerical schemes for rough volatilitySep 24, 2011Time discretization and quantization methods for optimal multiple switching problemNov 6, 2012Viscosity characterization of the value function of an investment-consumption problem in presence of illiquid assetsJul 21, 2011Investment/consumption problem in illiquid markets with regime-switchingNov 7, 2023Gaussian Rough Paths Lifts via Complementary Young RegularityJul 16, 2024A gradient flow on control space with rough initial conditionNov 27, 2018On the martingale property in the rough Bergomi modelSep 18, 2020Short dated smile under Rough Volatility: asymptotics and numericsNov 6, 2012Impact of time illiquidity in a mixed market without full observationNov 22, 2017Existence of densities for the dynamic $Φ^4_3$ modelNov 1, 2018Precise asymptotics: robust stochastic volatility modelsJan 31, 2020Non-uniqueness for reflected rough differential equationsOct 20, 2021The Neumann problem for fully nonlinear SPDESep 23, 2013An integral equation for Root's barrier and the generation of Brownian increments