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of 5
pro vyhledávání: '"Garcia Trillos, Camilo"'
We propose a new multistep deep learning-based algorithm for the resolution of moderate to high dimensional nonlinear backward stochastic differential equations (BSDEs) and their corresponding parabolic partial differential equations (PDE). Our algor
Externí odkaz:
http://arxiv.org/abs/2308.14487
Cette thèse traite de la solution numérique de deux types de problèmes stochastiques. Premièrement, nous nous intéressons aux EDS fortement oscillantes, c'est-à-dire, les systèmes composés de variables ergodiques évoluant rapidement par rapp
Externí odkaz:
http://www.theses.fr/2013NICE4133/document
Autor:
Bénézet Cyril, Bonnefoy Jérémie, Chassagneux Jean-François, Deng Shuoqing, Garcia Trillos Camilo, Lenôtre Lionel
Publikováno v:
ESAIM: Proceedings and Surveys, Vol 65, Pp 236-265 (2019)
In this work, we present a numerical method based on a sparse grid approximation to compute the loss distribution of the balance sheet of a financial or an insurance company. We first describe, in a stylised way, the assets and liabilities dynamics t
Externí odkaz:
https://doaj.org/article/bb860cda184f4f7fadb0132409c0c0bb
Publikováno v:
General Mathematics [math.GM]. Université Nice Sophia Antipolis, 2013. English. ⟨NNT : 2013NICE4133⟩
This Ph.D. thesis deals with the numerical solution of two types of stochastic problems. First, we investigate the numeric solution to strongly oscillating SDEs, i.e. systems in which some ergodic state variables evolve quickly with respect to the re
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______212::835d887da36fc085bee93255d4ab350c
https://tel.archives-ouvertes.fr/tel-00944655
https://tel.archives-ouvertes.fr/tel-00944655
Autor:
Amblard, Zoe, Benki, Aalae, Garcia Trillos, Camilo, Ta, Thi Nguyet Nga, Truong, Thi Thanh Phuong
In recent years, the signiﱂcant increase in number of connections to photo- voltaic installations in the public networks has caused greater risks. Meth- ods involving in detecting situations such as islanding, damage on the trans- port network, and
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::94a9095c0e10b7f2c59c9c9aa305917c
https://hal.archives-ouvertes.fr/hal-00957592/file/SEME007-2013-11-A.pdf
https://hal.archives-ouvertes.fr/hal-00957592/file/SEME007-2013-11-A.pdf