60h30

Documents about 60h30

• Stochastic portfolio theory with price impact#141756arXiv (OAI)
• Volterra Integral Reduction for Boundary Diffusion Problems#926565arXiv (All)
• Geometric BSDEs#627872arXiv (OAI Expanded)
• Geometric BSDEs#629734arXiv (All)
• Some remarks on Talagrand's convolution conjecture#998829arXiv (All)
• Occupied Processes: Going with the Flow#179047arXiv (OAI)
• Occupied Processes: Going with the Flow#179245arXiv (OAI Expanded)
• Occupied Processes: Going with the Flow#179640arXiv
• Occupied Processes: Going with the Flow#180502arXiv Biology
• Mean-field quadratic BSDEs and related mean-field portfolio games of controls#985319arXiv (All)
• Two sided long-time optimization singular control problems for Lévy processes and Dynkin's games#1014457arXiv (All)
• A Sample-Wise Adjoint Regression Framework for Mean-Field Control with Connections to Adjoint Matching#789623arXiv (OAI Expanded)
• A Sample-Wise Adjoint Regression Framework for Mean-Field Control with Connections to Adjoint Matching#793627arXiv (All)
• The Convergence Rate of Stochastic Tracking with Application to Optimal Execution#790231arXiv (OAI Expanded)
• The Convergence Rate of Stochastic Tracking with Application to Optimal Execution#794250arXiv (All)
• Planar Obliquely Reflected BSVIs on General Filtered Spaces: Non-Symmetric Rotation Fields and Associated Control Problems#972771arXiv (All)
• Low-Temperature Large Deviations for the Two-Dimensional Wick-Ordered Cubic Wave Equation#986457arXiv (All)
• $Γ$-convergence and stochastic homogenization for functionals in the $\mathcal{A}$-free setting#820241arXiv (All)
• Navier-Stokes Equations with Fractional Dissipation and Associated Doubly Stochastic Yule Cascades#821406arXiv (All)
• Mean-Field PhiBE: Continuous-Time Mean-Field Reinforcement Learning from Discrete-Time Data#973233arXiv (All)
• Probabilistic approximation of fully nonlinear second-order PIDEs with convergence rates for the universal robust limit theorem#160905arXiv (OAI)
• On the applicability of the maximality principle in optimal stopping: an example involving a diffusion and its running maximum#987435arXiv (All)
• A Decomposition Method for LQ Conditional McKean-Vlasov Control Problems with Random Coefficients#1012184arXiv (All)