Weak error analysis for time and particle discretizations of some stochastic differential equations non linear in the sense of McKean

We provide our main result on a rate of weak errors under SDEs with discontinuous drift and nonlinear diffusion coefficient in Section 3, and also give results under constant

We are interested in end-to-end packet and file transfer delay performances of the aforementioned routing algo- rithms where end-to-end packet/file delay is measured from the

Nadira Bouchemella, Paul Raynaud de Fitte. Weak solutions of backward stochastic differential equations with continuous generator.. The solution is constructed on an

In the present study, we observed that women with an average lifetime alcohol intake of 12·9 g/d (the median of the third tertile) were more likely to be consistent supplement

As the book is concerned with theoretical, rather than practical, studies in plant population biology, it is not immediately possible to apply its ideas within the conservation

equations dierentiate like equations involving smooth paths. Proof of

Keywords : Backward stochastic differential equations, utility maximisation, viscosity solutions, American options, mean-field games, forward-backward SDEs. Abstract : This thesis

Dans le but d’une étude plus approfondie, ce cas traite l’écoulement tridimensionnel et turbulent. Les mêmes géométries précédentes, mais avec z=29.7cm, ont été