Extremes of space–time Gaussian processes
- 作者Zakhar Kabluchko
- 卷第119卷
- 期第11期
- 印刷ISSN0304-4149
- 文件大小832.23KB
- 发表时间2009
- DOI10.1016/j.spa.2009.08.001
- 页码3962-3980
Numerical simulation of quadratic BSDEsChassagneux, Jean-François; Richou, Adrien · The Annals of Applied Probability · 2016
NUMERICAL SIMULATION OF BSDES WITH DRIVERS OF QUADRATIC GROWTHAdrien Richou · The Annals of Applied Probability · 2011
Numerical simulation of BSDEs with drivers of quadratic growthRichou, Adrien · The Annals of Applied Probability · 2011
Markovian quadratic and superquadratic BSDEs with an unbounded terminal conditionAdrien Richou · 2012
Large deviations for the Ornstein–Uhlenbeck process without tearsBercu, Bernard; Richou, Adrien · Statistics & Probability Letters · 2017
Numerical Stability Analysis of the Euler Scheme for BSDEsChassagneux, Jean-François; Richou, Adrien · SIAM Journal on Numerical Analysis · 2015
Large deviations for the Ornstein-Uhlenbeck process with shiftBercu, Bernard; Richou, Adrien · Advances in Applied Probability · 2015