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2016/07/19 by Hartmann, Kévin · 1 citation
#49 #60H #FOS: Mathematics #Probability (math.PR)
- Metric Measure Spaces with Variable Ricci Bounds and Couplings of Brownian Motions
2014/05/02 by Sturm, Karl-Theodor · 1 citation
#31E #51F #58C #58J #60D #60H #Analysis of PDEs (math.AP) #Differential Geometry (math.DG) #FOS: Mathematics #Metric Geometry (math.MG) #Probability (math.PR)
- Variational Calculation of Laplace transforms via Entropy on Wiener Space and some Applications
2014/02/26 by Ustunel, Ali Suleyman · 5 citations
#49 #60H #FOS: Mathematics #Probability (math.PR)
- G-Expectation Weighted Sobolev Spaces, Backward SDE and Path Dependent PDE
2013/05/21 by Peng, Shige, Song, Yongsheng · 2 citations
#35J #35K #60E #60H #62C #62D #FOS: Mathematics #Probability (math.PR)
- Note on Viscosity Solution of Path-Dependent PDE and G-Martingales
2011/06/06 by Shigē Péng, Peng, Shige · 6 citations
Decision Sciences · Economics, Econometrics and Finance · Mathematics · #35J #35K #60E #60H #62C #62D #FOS: Mathematics #Mathematical Approximation and Integration #Probability (math.PR) #Risk and Portfolio Optimization #Stochastic processes and financial applications