Martingales On A Euclidean Manifold With A Boundary And Reflected BSDES In Non-Convex Domains

Documenti analoghi

• A note on the $\mathcal{W}_2$-convergence rate of the empirical measure of an ergodic $\mathbb{R}^d$-valued diffusion
  di: Chassagneux, Jean-Francois, et al.
  Pubblicazione: (2025)
• Computing the invariant distribution of McKean-Vlasov SDEs by ergodic simulation
  di: Chassagneux, Jean-François, et al.
  Pubblicazione: (2024)
• Sharp large deviations and concentration inequalities for the number of descents in a random permutation
  di: Bercu, Bernard, et al.
  Pubblicazione: (2022)
• Numerical approximation of Markovian BSDEs in infinite horizon and elliptic PDEs
  di: Gobet, Emmanuel, et al.
  Pubblicazione: (2026)
• Consistency of MLE for partially observed diffusions, with application in market microstructure modeling
  di: Nadtochiy, Sergey, et al.
  Pubblicazione: (2022)