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Julien Claisse

Identifiers

  • name variant Julien Claisse 0.60 · backfill

Papers (5)

  1. Branching diffusion representation of semi-linear elliptic PDEs and estimation using Monte Carlo method math.PR · 2017 · author #2
  2. On the link between infinite horizon control and quasi-stationary distributions math.PR · 2016 · author #1
  3. Some Results on Skorokhod Embedding and Robust Hedging with Local Time math.PR · 2015 · author #1
  4. Optimal control of branching diffusion processes: a finite horizon problem math.PR · 2015 · author #1
  5. 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