.:. Browse > By laboratory > MATHFI .:.

25 documents ordered by : Date Title first author name document type Submit date

1 - 2

About Fokker-Planck equation with measurable coefficients and applications to the fast diffusion equation Belaribi N., Russo F. [hal-00645483 - version 2] (17/09/2012)

A stochastic maximum principle for a stochastic differential game of a mean-field type Hosking J. J. A. [hal-00641090 - version 2] (15/11/2011)

Singular control of SPDEs and backward SPDEs with reflection Oksendal B., Sulem A., Zhang T. Rapport de recherche (2011) 30 [hal-00639550 - version 1]

Forward-backward SDE games and stochastic control under model uncertainty Oksendal B., Sulem A. Research report (2011) 35 [inria-00635520 - version 1]

Extremal varieties 3-rationally connected by cubics, quadro-quadric Cremona transformations and rank 3 Jordan algebras Pirio L., Russo F. [hal-00709668 - version 1] (19/06/2012)

On projective varieties $n$-covered by curves of degree $\delta$ Pirio L., Russo F. [hal-00709670 - version 1] (19/06/2012)

Generalized covariation and extended Fukushima decompositions for Banach valued processes. Application to windows of Dirichlet processes. Di Girolami C., Russo F. [inria-00594871 - version 1] (21/05/2011)

On stochastic calculus related to financial assets without semimartingales Coviello R., Di Girolami C., Russo F. [inria-00564756 - version 1] (09/02/2011)

Clark-Ocone type formula for non-semimartingales with finite quadratic variation Di Girolami C., Russo F. Comptes-Rendus de l'Académie des Sciences, Série 1, Mathématiques 349, 3-4 (2011) 209-214 [inria-00484993 - version 2]

Optimal control of stochastic delay equations and time-advanced backward stochastic differential equations Oksendal B., Sulem A., Zhang T. Rapport de recherche (2011) 29 [inria-00560229 - version 1]

Generalized covariation for Banach space valued processes, Itô formula and applications Di Girolami C., Russo F. [inria-00545660 - version 4] (27/02/2013)

Malliavin-Skorohod calculus and Paley-Wiener integral for covariance singular processes Kruk I., Russo F. [inria-00540914 - version 1] (29/11/2010)

A probabilistic algorithm approximating solutions of a singular PDE of porous media type Belaribi N., Cuvelier F., Russo F. [inria-00535806 - version 1] (2010-11-12)

Tree methods Lelong J., Zanette A. Dans Encyclopedia of Quantitative Finance (2010) 7 pages [hal-00776713 - version 1]

Infinite dimensional stochastic calculus via regularization Russo F., Di Girolami C. [inria-00473947 - version 1] (16/04/2010)