Showing 1 - 4 results of 4 for search 'Gassiat, P', query time: 0.02s
Refine Results
-
1
Physical Brownian motion in a magnetic field as a rough path by Friz, P, Gassiat, P, Lyons, T
Published 2015Journal article -
2
A free boundary characterisation of the Root barrier for Markov processes by Gassiat, P, Oberhauser, H, Zou, CZ
Published 2021Journal article -
3
An integral equation for Root’s barrier and the generation of Brownian increments by Gassiat, P, Mijatović, A, Oberhauser, H
Published 2015Journal article -
4
Root’s barrier, viscosity solutions of obstacle problems and reflected FBSDEs by Gassiat, P, Oberhauser, H, dos Reis, G
Published 2015Journal article