Julien Claisse
Identifiers
- name variant Julien Claisse 0.60 · backfill
Papers (5)
- Branching diffusion representation of semi-linear elliptic PDEs and estimation using Monte Carlo method math.PR · 2017 · author #2
- On the link between infinite horizon control and quasi-stationary distributions math.PR · 2016 · author #1
- Some Results on Skorokhod Embedding and Robust Hedging with Local Time math.PR · 2015 · author #1
- Optimal control of branching diffusion processes: a finite horizon problem math.PR · 2015 · author #1
- A pseudo-Markov property for controlled diffusion processes math.PR · 2015 · author #1
Mentions
- 1511.07230 #1 · backfill · confidence 0.70 Julien Claisse
- 1511.06809 #1 · backfill · confidence 0.70 Julien Claisse
- 1501.03939 #1 · backfill · confidence 0.70 Julien Claisse
Frequent Coauthors
- Ankush Agarwal 1 shared papers
- Denis Talay 1 shared papers
- Gaoyue Guo 1 shared papers
- Nicolas Champagnat 1 shared papers
- Pierre Henry-Labordere 1 shared papers
- Xiaolu Tan 1 shared papers