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Paul Gassiat: Stochastic control with rough paths. | Events |...
www.imperial.ac.uk
Stochastic Analysis Seminar
Centro di Ricerca Matematica Ennio De Giorgi
www.crm.sns.it
Paul Gassiat, TU Berlin, 21 September September Carina Geldhauser, Unversity of Bonn, 22 September September Massimiliano Gubinelli, Université Paris Dauphine, 21 September July Elena Issoglio, King's College London, 21 September September
Netzwerk-Profile
Paul Gassiat | Semantic Scholar
www.semanticscholar.org
Semantic Scholar profile for Paul Gassiat, with fewer than 50 highly influential citations.
Christian Bayer - Personal Homepage
www.wias-berlin.de
Christian Bayer - Personal Homepage. Address: WIAS Berlin... Christian Bayer, Peter Friz, Paul Gassiat, Jörg Martin, Benjamin Stemper: ...
Skorokhod embeddings, Martingale Optimal Transport and their...
people.maths.ox.ac.uk
Paul Gassiat. Université Paris Dauphine. Gaoyue Guo. École Polytechnique. Pierre Henry-Labordère. Société Générale, École Polytechnique. David Hobson. University of Warwick. Zhaoxu Hou. University of Oxford. Martin Huesmann. University of Bonn. Tongseok Lim. University of British Columbia.
Interessen
A stochastic Hamilton–Jacobi equation with infinite speed of...
www.em-consulte.com
Comptes Rendus Mathématique - Vol N° 3 - p A stochastic Hamilton–Jacobi equation with infinite speed of propagation - EM|consulte
Business-Profile
Gassiat, Paul
www.idref.fr
L’application IdRef permet d’interroger les autorités des bases Calames, Sudoc, STAR, STEP et Thèses.fr, d'enrichir et/ou de corriger des notices autorités...
Ausbildung
An integral equation for Root's barrier and the generation of...
kclpure.kcl.ac.uk
author = "Paul Gassiat and Aleksandar Mijatovic and Harald Oberhauser",. year = "2015",. month = "8",. doi = " AAP1042",. language = "English",.
Jean-Paul GASSIAT, 68 ans (SAUCATS, BELIN BELIET) - Copains d'avant
copainsdavant.linternaute.com
GASSIAT Jean-paul : Jean-Paul GASSIAT, né en et habite SAUCATS. Aux dernières nouvelles il était à Ecole Primaire (belin Beliet) à BELIN BELIET entre ...
Herkunft
Paul Gassiat - The Mathematics Genealogy Project
www.genealogy.math.ndsu.nodak.edu
Paul Gassiat. MathSciNet. Ph.D. Université Paris Diderot - Paris France. Dissertation: Mathematics Subject Classification: 60—Probability theory and ...
Bücher
Optimal investment on finite horizon with random discrete order flow...
www.econbiz.de
Optimal investment on finite horizon with random discrete order flow in illiquid markets. Paul Gassiat and Huyên Pham; Mihai Sı̂rbu ...
A Course on Rough Paths: With an Introduction to Regularity...
books.google.cz
Lyons’ rough path analysis has provided new insights in the analysis of stochastic differential equations and stochastic partial differential equations, such...
Finance at Fields - Matheus R. Grasselli - Google Books
books.google.cz
This outstanding collection of articles includes papers presented at the Fields Institute, Toronto, as part of the Thematic Program in Quantitative Finance...
Dokumente zum Namen
[ ] Impact of time illiquidity in a mixed market without full...
arxiv.org
From: Paul Gassiat [view email] [v1] Tue, 6 Nov :08:41 GMT (88kb) [v2] Thu, 19 Mar :18:26 GMT (85kb). Which authors of this ...
Abstract
www.mis.mpg.de
Abstract for the talk on (15:15 h) Oberseminar ANALYSIS - PROBABILITY Paul Gassiat (Université Paris Dauphine) Malliavin Calculus for the nonlinear ...
[ ] Existence of densities for the dynamic $Φ^4_3$ model
arxiv.org
Submission history. From: Paul Gassiat [view email] [v1] Wed, 22 Nov :20:58 GMT (68kb). Which authors of this paper are endorsers?
Erhan Bayraktar - Mathematics - University of Michigan
www.math.lsa.umich.edu
Paul Gassiat (2011, Paris 7 (Diderot), Mathematics) Xiang Yu (2012, University of Texas at Austin, Mathematics) Jingchen Wu (2013, UM, AIM) Vladimir Lubyshev (2015, Rutgers University, Mathematics) Gaoyue Guo (October 2016, Ecole-Polytechnique) Roman Gayduk (May 2017, ...
Wissenschaftliche Veröffentlichungen
HIM: Trimester Seminar
www.him.uni-bonn.de
Wednesday, March : :00 Paul Gassiat: On Root's solution to the Skorokhod embedding problem Abstract: Given a target probability measure μ, the …
dblp: Finance and Stochastics, Volume 19
dblp.uni-trier.de
Bibliographic content of Finance and Stochastics, Volume 19
HIM: Participants
www.him.uni-bonn.de
Paul Gassiat: Université Paris Dauphine: : David Hartley: Instituto de Ciencias Matemáticas: : Asma Hassannezhad:
Veröffentlichungen allgemein
Viscosity Characterization of the Value Function of an...
link.springer.com
We study a problem of optimal investment/consumption over an infinite horizon in a market consisting of a liquid and an illiquid asset. The liquid asset is
A stochastic Hamilton-Jacobi equation with infinite speed of...
archive.org
by Paul Gassiat. Publication date Usage http://arxiv.org/licenses/nonexclusive-distrib Topics Probability, Analysis of PDEs, Mathematics.
Artikel & Meinungen
Poilus du pays d'orthe - ST ETIENNE D'ORTHE - orthespaces jimdo page!
orthespace.jimdo.com
Il a 28 ans. MORT POUR LA FRANCE. Monument aux Morts de ST ÉTIENNE D'ORTHE. St etienne d'Orthe, pays d'Orthe, landes, aquitaine, sud. Paul GASSIAT.
Confirmed participants
www.mis.mpg.de
Paul Gassiat (TU Berlin) Benjamin Gess (HU Berlin) Michael Goldman (MPI MIS Leipzig) Günter Gottstein (RWTH Aachen) Steffen Heinze (Universität Heidelberg)
Sonstiges
Jean-Paul Gassiat à Saucats (Gironde) : téléphone - Tel.fr
www.tel.fr
Jean-Paul Gassiat de Saucats (33) : téléphone, photos, et infos.
Paul Gassiat - DML-PL - Yadda
pldml.icm.edu.pl
Informacje o twórcy. Adres strony. Kopiuj. Twórca. Paul Gassiat. Nazwisko. Gassiat. Imię. Paul. Role. autor (szukaj). Adres. Dane kontaktowe ...
Paul Gassiat's personal homepage
www.ceremade.dauphine.fr
Paul Gassiat. Maître de Conférences, CEREMADE, Université Paris Dauphine. CEREMADE, Université Paris-Dauphine UMR CNRS Place du Maréchal ...
Internet Archive Search: creator:"Paul Gassiat"
archive.org
We study a problem of optimal investment/consumption over an infinite horizon in a market consisting of a liquid and an illiquid asset. The liquid asset is ...
3rd Annual ERC Berlin-Oxford Young Researchers Meeting on Applied...
www.wias-berlin.de
Paul Gassiat (TU Berlin) Jan Gairing (Hu Berlin) Xi Geng (Oxford) Greg Gyurko (Oxford) Hao Ni (Oxford) Martina Hofmanova (TU Berlin) Cyril Labbe (Warwick)
Berlin-Oxford Young Researchers Meeting on Applied Stochastic Analysis
www.wias-berlin.de
Berlin-Oxford Young Researchers Meeting on Applied Stochastic Analysis Paul Gassiat (TU Berlin) Xi Geng (Oxford) Benjamin Graham (Warwick) Greg Gyurko (Oxford)
Lectures
www.mis.mpg.de
Lectures , 15:15 Uhr, Oberseminar ANALYSIS - PROBABILITY. Emil Wiedemann (Universität Bonn): ... Paul Gassiat (Université Paris Dauphine):
Publications - Group members
www.mis.mpg.de
Publications of the group members. Diego A. Ayala; ... Paul Gassiat and Benjamin Gess: Regularization by noise for stochastic Hamilton-Jacobi equations.
Research | Benjamin Gess
www.bgess.de
Research. Research interests. Stochastic Partial Differential Equations ... with Paul Gassiat, Pierre-Louis Lions, Panagiotis E. Souganidis available on arXiv: ...
A stochastic Hamilton–Jacobi equation with infinite speed of...
hal.inria.fr
Paul Gassiat. A stochastic Hamilton–Jacobi equation with infinite speed of propagation. Comptes Rendus Mathématique, Elsevier Masson, 2017, 355 (3), ...
Seminars Research Group Felix Otto
www.mis.mpg.de
Seminars Research Group Felix Otto , 16:00 Uhr, Colloquium of the Faculty of Physics and Geosciences Paul Gassiat (Université Paris Dauphine):
ESAIM: Mathematical Modelling and Numerical Analysis (ESAIM: M2AN)
www.esaim-m2an.org
ESAIM: Mathematical Modelling and Numerical Analysis, an international journal on applied mathematics
Winter semester
www.math-berlin.de
Lecturer: Paul Gassiat, TU Type: lecture (2h) 4. Discrete mathematics and combinatorial optimization. Title: ...
ANR project SINGULAR
perso.univ-rennes1.fr
Paul GASSIAT Maître de conférences - Université Paris Dauphine - [webpage]. Cyril LABBÉ Maître de conférences - Université Paris Dauphine - [webpage].
Articles citing this article - ESAIM: Probability and Statistics (ESAIM: P&S)
www.esaim-ps.org
Paul Gassiat, Harald Oberhauser and Gonçalo dos Reis Stochastic Processes and their Applications 125 (12) (2015) DOI: j.spa
A regularity structure for rough volatility
scirate.com
@misc{ , author = {Christian Bayer and Peter K.~Friz and Paul Gassiat and Joerg Martin and Benjamin Stemper}, title = {{A} ...
Dynamics, geometry and analysis on sub-Riemannian cvgmtcvgmt.sns.it/paper
cvgmt.sns.it
Peter Friz, Paul Gassiat - Geometric foundations of rough paths. 4. Luigi Ambrosio, Roberta Ghezzi - Sobolev and bounded variation functions ...
EUDML | Dynamic programming for an investment/consumption problem...
eudml.org
Paul Gassiat, Fausto Gozzi, and Huyên Pham. "Dynamic programming for an investment/consumption problem in illiquid markets with regime-switching." Banach Center Publications (2015): <http://eudml.org/doc >. @article{PaulGassiat2015, abstract = {We consider an illiquid financial market with ...
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