Zobrazeno 1 - 10
of 852
pro vyhledávání: '"Chassagneux A"'
We design a fully implementable scheme to compute the invariant distribution of ergodic McKean-Vlasov SDE satisfying a uniform confluence property. Under natural conditions, we prove various convergence results notably we obtain rates for the Wassers
Externí odkaz:
http://arxiv.org/abs/2406.13370
In this paper, we introduce a secure optical communication protocol that harnesses quantum correlation within entangled photon pairs. A message written by acting on one of the photons can be read by exclusive measurements of the other photon of the p
Externí odkaz:
http://arxiv.org/abs/2403.15557
Autor:
Borel, Antoine, Rapisarda, Federico, Doorn, Stephen K., Voisin, Christophe, Chassagneux, Yannick
We report on the photo-luminescence of pairs of organic color centers in single-wall carbon nanotubes grafted with 3,5 dichlorobenzene. Using various techniques such as intensity correlations, super-localization microscopy or luminescence excitation
Externí odkaz:
http://arxiv.org/abs/2401.05008
We consider the multiple quantile hedging problem, which is a class of partial hedging problems containing as special examples the quantile hedging problem (F{\"o}llmer \& Leukert 1999) and the PnL matching problem (introduced in Bouchard \& Vu 2012)
Externí odkaz:
http://arxiv.org/abs/2308.01121
Autor:
Bouveret, Géraldine, Chassagneux, Jean-François, Ibbou, Smail, Jacquier, Antoine, Sopgoui, Lionel
We study how the climate transition through a low-carbon economy, implemented by carbon pricing, propagates in a credit portfolio and precisely describe how carbon price dynamics affects credit risk measures such as probability of default, expected a
Externí odkaz:
http://arxiv.org/abs/2307.12695
Autor:
Borel, Antoine, Habrant-Claude, Théo, Rapisarda, Federico, Reichel, Jakob, Doorn, Steeve, Voisin, Christophe, Chassagneux, Yannick
We report on the coupling of a reconfigurable high Q fiber micro-cavity to an organic color center grafted to a carbon nanotube for telecom wavelength emission of single photons in the Purcell regime. Using three complementary approaches we assess va
Externí odkaz:
http://arxiv.org/abs/2305.18827
We propose a new probabilistic scheme which combines deep learning techniques with high order schemes for backward stochastic differential equations belonging to the class of Runge-Kutta methods to solve high-dimensional semi-linear parabolic partial
Externí odkaz:
http://arxiv.org/abs/2212.14372
We study an implementation of the theoretical splitting scheme introduced in [Chassagneux and Yang, 2022] for singular FBSDEs [Carmona and Delarue 2013] and their associated quasi-linear degenerate PDEs. The fully implementable algorithm is based on
Externí odkaz:
http://arxiv.org/abs/2212.11917
In this work, we study the numerical approximation of a class of singular fully coupled forward backward stochastic differential equations. These equations have a degenerate forward component and non-smooth terminal condition. They are used, for exam
Externí odkaz:
http://arxiv.org/abs/2106.15496
Relying on the classical connection between Backward Stochastic Differential Equations (BSDEs) and non-linear parabolic partial differential equations (PDEs), we propose a new probabilistic learning scheme for solving high-dimensional semi-linear par
Externí odkaz:
http://arxiv.org/abs/2102.12051