88 Infos zu Paul Gassiat

3 Aktuelle Nachrichten

Stochastic Analysis Seminar

Paul Gassiat, TU Berlin, 21 September September Carina Geldhauser, Unversity of Bonn, 22 September September Massimiliano Gubinelli, Université Paris Dauphine, 21 September July Elena Issoglio, King's College London, 21 September September

3 Profile in Sozialen Netzwerken

Semantic Scholar profile for Paul Gassiat, with fewer than 50 highly influential citations.

Christian Bayer - Personal Homepage. Address: WIAS Berlin... Christian Bayer, Peter Friz, Paul Gassiat, Jörg Martin, Benjamin Stemper: ...

Paul Gassiat. Université Paris Dauphine. Gaoyue Guo. École Polytechnique. Pierre Henry-Labordère. Société Générale, École Polytechnique. David Hobson. University of Warwick. Zhaoxu Hou. University of Oxford. Martin Huesmann. University of Bonn. Tongseok Lim. University of British Columbia.

1 Hobbys & Interessen

Comptes Rendus Mathématique - Vol N° 3 - p A stochastic Hamilton–Jacobi equation with infinite speed of propagation - EM|consulte

1 Business-Profile

L’application IdRef permet d’interroger les autorités des bases Calames, Sudoc, STAR, STEP et Thèses.fr, d'enrichir et/ou de corriger des notices autorités...

2 Infos zur Ausbildung

author = "Paul Gassiat and Aleksandar Mijatovic and Harald Oberhauser",. year = "2015",. month = "8",. doi = " AAP1042",. language = "English",.

GASSIAT Jean-paul : Jean-Paul GASSIAT, né en et habite SAUCATS. Aux dernières nouvelles il était à Ecole Primaire (belin Beliet) à BELIN BELIET entre ...

1 Angaben zur Herkunft

Paul Gassiat. MathSciNet. Ph.D. Université Paris Diderot - Paris France. Dissertation: Mathematics Subject Classification: 60—Probability theory and ...

4 Bücher zum Namen

Optimal investment on finite horizon with random discrete order flow in illiquid markets. Paul Gassiat and Huyên Pham; Mihai Sı̂rbu ...

Lyons’ rough path analysis has provided new insights in the analysis of stochastic differential equations and stochastic partial differential equations, such...

This outstanding collection of articles includes papers presented at the Fields Institute, Toronto, as part of the Thematic Program in Quantitative Finance...

11 Dokumente

From: Paul Gassiat [view email] [v1] Tue, 6 Nov :08:41 GMT (88kb) [v2] Thu, 19 Mar :18:26 GMT (85kb). Which authors of this ...

Abstract for the talk on (15:15 h) Oberseminar ANALYSIS - PROBABILITY Paul Gassiat (Université Paris Dauphine) Malliavin Calculus for the nonlinear ...

Submission history. From: Paul Gassiat [view email] [v1] Wed, 22 Nov :20:58 GMT (68kb). Which authors of this paper are endorsers?

Paul Gassiat (2011, Paris 7 (Diderot), Mathematics) Xiang Yu (2012, University of Texas at Austin, Mathematics) Jingchen Wu (2013, UM, AIM) Vladimir Lubyshev (2015, Rutgers University, Mathematics) Gaoyue Guo (October 2016, Ecole-Polytechnique) Roman Gayduk (May 2017, ...

9 Wissenschaftliche Publikationen

List of computer science publications by Paul Gassiat

Wednesday, March : :00 Paul Gassiat: On Root's solution to the Skorokhod embedding problem Abstract: Given a target probability measure μ, the …

Bibliographic content of Finance and Stochastics, Volume 19

Paul Gassiat: Université Paris Dauphine: : David Hartley: Instituto de Ciencias Matemáticas: : Asma Hassannezhad:

3 Allgemeine Veröffentlichungen

We study a problem of optimal investment/consumption over an infinite horizon in a market consisting of a liquid and an illiquid asset. The liquid asset is

by Paul Gassiat. Publication date Usage http://arxiv.org/licenses/nonexclusive-distrib Topics Probability, Analysis of PDEs, Mathematics.

2 Meinungen & Artikel

Il a 28 ans. MORT POUR LA FRANCE. Monument aux Morts de ST ÉTIENNE D'ORTHE. St etienne d'Orthe, pays d'Orthe, landes, aquitaine, sud. Paul GASSIAT.

Paul Gassiat (TU Berlin) Benjamin Gess (HU Berlin) Michael Goldman (MPI MIS Leipzig) Günter Gottstein (RWTH Aachen) Steffen Heinze (Universität Heidelberg)

47 Webfunde aus dem Netz

Jean-Paul Gassiat de Saucats (33) : téléphone, photos, et infos.

Informacje o twórcy. Adres strony. Kopiuj. Twórca. Paul Gassiat. Nazwisko. Gassiat. Imię. Paul. Role. autor (szukaj). Adres. Dane kontaktowe ...

Paul Gassiat. Maître de Conférences, CEREMADE, Université Paris Dauphine. CEREMADE, Université Paris-Dauphine UMR CNRS Place du Maréchal ...

We study a problem of optimal investment/consumption over an infinite horizon in a market consisting of a liquid and an illiquid asset. The liquid asset is ...

Paul Gassiat (TU Berlin) Jan Gairing (Hu Berlin) Xi Geng (Oxford) Greg Gyurko (Oxford) Hao Ni (Oxford) Martina Hofmanova (TU Berlin) Cyril Labbe (Warwick)

Berlin-Oxford Young Researchers Meeting on Applied Stochastic Analysis Paul Gassiat (TU Berlin) Xi Geng (Oxford) Benjamin Graham (Warwick) Greg Gyurko (Oxford)

Lectures , 15:15 Uhr, Oberseminar ANALYSIS - PROBABILITY. Emil Wiedemann (Universität Bonn): ... Paul Gassiat (Université Paris Dauphine):

Homepage of the Richard-von-Mises-Lecture 2010

Publications of the group members. Diego A. Ayala; ... Paul Gassiat and Benjamin Gess: Regularization by noise for stochastic Hamilton-Jacobi equations.

Research. Research interests. Stochastic Partial Differential Equations ... with Paul Gassiat, Pierre-Louis Lions, Panagiotis E. Souganidis available on arXiv: ...

Paul Gassiat. A stochastic Hamilton–Jacobi equation with infinite speed of propagation. Comptes Rendus Mathématique, Elsevier Masson, 2017, 355 (3), ...

Seminars Research Group Felix Otto , 16:00 Uhr, Colloquium of the Faculty of Physics and Geosciences Paul Gassiat (Université Paris Dauphine):

ESAIM: Mathematical Modelling and Numerical Analysis, an international journal on applied mathematics

Lecturer: Paul Gassiat, TU Type: lecture (2h) 4. Discrete mathematics and combinatorial optimization. Title: ...

Paul GASSIAT Maître de conférences - Université Paris Dauphine - [webpage]. Cyril LABBÉ Maître de conférences - Université Paris Dauphine - [webpage].

Paul Gassiat, Harald Oberhauser and Gonçalo dos Reis Stochastic Processes and their Applications 125 (12) (2015) DOI: j.spa

@misc{ , author = {Christian Bayer and Peter K.~Friz and Paul Gassiat and Joerg Martin and Benjamin Stemper}, title = {{A} ...

Peter Friz, Paul Gassiat - Geometric foundations of rough paths. 4. Luigi Ambrosio, Roberta Ghezzi - Sobolev and bounded variation functions ...

Paul Gassiat, Fausto Gozzi, and Huyên Pham. "Dynamic programming for an investment/consumption problem in illiquid markets with regime-switching." Banach Center Publications (2015): <http://eudml.org/doc >. @article{PaulGassiat2015, abstract = {We consider an illiquid financial market with ...