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Structure: Internal structure identifier : 102

A Statistical Inference Model for the Dynamic Range of LTI Systems

Alexandre Chapoutot , Laurent-Stéphane Didier , Fanny Villers
15th GAMM-IMACS International Symposium on Scientific Computing, Computer Arithmetics and Verified Numerics, SCAN, Sep 2012, Novosibirsk, Russia. pp.25-26
Conference papers hal-00851282v1
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Calculus via regularizations in Banach spaces and Kolmogorov-type path-dependent equations

Andrea Cosso , Cristina Di Girolami , Francesco Russo
2014
Preprints, Working Papers, ... hal-01088856v1
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A regularization approach to functional Itô calculus and strong-viscosity solutions to path-dependent PDEs

Andrea Cosso , Francesco Russo
2015
Preprints, Working Papers, ... hal-00933678v2
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Randomization method and backward SDEs for optimal control of partially observed path-dependent stochastic systems

Elena Bandini , Andrea Cosso , Marco Fuhrman , Huyên Pham
2016
Preprints, Working Papers, ... hal-01235335v2
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On some expectation and derivative operators related to integral representations of random variables with respect to a PII process

Stéphane Goutte , Nadia Oudjane , Francesco Russo
2012
Preprints, Working Papers, ... hal-00665852v1

Range estimation of floating-point variables in Simulink models

Alexandre Chapoutot , Laurent-Stéphane Didier , Fanny Villers
Conference on Design and Architectures for Signal and Image Processing, Oct 2012, Karlsruhe, Germany. pp.1-8
Conference papers hal-00816115v1
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Numerical approximation for a superreplication problem under gamma constraints

Benjamin Bruder , Olivier Bokanowski , Stefania Maroso , Hasnaa Zidani
SIAM Journal on Numerical Analysis, 2009, 47 (3), pp.2289-2320. ⟨10.1137/080725222⟩
Journal articles hal-00278077v1
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FUNCTIONAL ITÔ VERSUS BANACH SPACE STOCHASTIC CALCULUS AND STRICT SOLUTIONS OF SEMILINEAR PATH-DEPENDENT EQUATIONS

Andrea Cosso , Francesco Russo
2015
Preprints, Working Papers, ... hal-01145300v1