Huyen Pham
- Squeezing the quantum noise of a gravitational-wave detector below the standard quantum limit
2024/04/22 by Wenxuan Jia, Victoria Xu, Kevin Kuns +243 · 1 voice · 22 citations
Engineering · Physics and Astronomy · #Advanced Frequency and Time Standards #Geophysics and Sensor Technology #Pulsars and Gravitational Waves Research #astro-ph.IM #gr-qc #physics.ins-det #quant-ph
- Reflected BSDEs with nonpositive jumps, and controller-and-stopper games
2013/08/26 by Sébastien Choukroun, Choukroun, Sébastien, Andrea Cosso +4 · 3 citations
Decision Sciences · Economics, Econometrics and Finance · Engineering · Mathematics · #Risk and Portfolio Optimization #Stability and Control of Uncertain Systems #Stochastic processes and financial applications #math.PR
- Some applications and methods of large deviations in finance and insurance
2007/02/16 by Huyen Pham, Pham, Huyen · 1 citation
Economics, Econometrics and Finance · Mathematics · #60F10 #62P05 #65C05 #91B28 #91B30 #FOS: Economics and business #FOS: Mathematics #Probability (math.PR) #Statistical Finance (q-fin.ST) #math.PR #msc:60F10 #msc:62P05 #msc:65C05 #msc:91B28 #msc:91B30 #q-fin.ST
- Characterization of the optimal boundaries in reversible investment problems
2012/03/05 by Salvatore Federico, Huyen Pham, Federico, Salvatore +1 · 1 citation
Mathematics · #FOS: Mathematics #Probability (math.PR) #math.PR
- Long time asymptotics for fully nonlinear Bellman equations: a Backward SDE approach
2014/10/05 by Andrea Cosso, Cosso, Andrea, Marco Fuhrman +3 · 1 citation
Mathematics · #FOS: Mathematics #Probability (math.PR) #math.PR