InstitucionesPeriodo de publicación recogido
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Branching diffusion representation for nonlinear Cauchy problems and Monte Carlo approximation
Pierre Henry-Labordère, Nizar Touzi
Annals of applied probability: an official journal of the Institute of Mathematical Statistics, ISSN 1050-5164, Vol. 31, Nº. 5, 2021, págs. 2350-2375
Zero-sum path-dependent stochastic differential games in weak formulation
Dylan Possamai, Nizar Touzi, Jianfeng Zhang
Annals of applied probability: an official journal of the Institute of Mathematical Statistics, ISSN 1050-5164, Vol. 30, Nº. 3, 2020, págs. 1415-1457
Path-dependent equations and viscosity solutions in infinite dimension
Andrea Cosso, Salvatore Federico, Fausto Gozzi, Mauro Rosestolato, Nizar Touzi
Annals of probability: An official journal of the Institute of Mathematical Statistics, ISSN 0091-1798, Vol. 46, Nº. 1, 2018, págs. 126-174
Unbiased simulation of stochastic differential equations
Pierre Henry-Labordère, Xiaolu Tan, Nizar Touzi
Annals of applied probability: an official journal of the Institute of Mathematical Statistics, ISSN 1050-5164, Vol. 27, Nº. 6, 2017, págs. 3305-3341
Optimal Skorokhod embedding given full marginals and Azéma–Yor peacocks.
Sigrid Källblad, Xiaolu Tan, Nizar Touzi
Annals of applied probability: an official journal of the Institute of Mathematical Statistics, ISSN 1050-5164, Vol. 27, Nº. 2, 2017, págs. 686-719
Complete duality for martingale optimal transport on the line
Mathias Beiglböck, Marcel Nutz, Nizar Touzi
Annals of probability: An official journal of the Institute of Mathematical Statistics, ISSN 0091-1798, Vol. 45, Nº. 5, 2017, págs. 3038-3074
Viscosity solutions of fully nonlinear parabolic path dependent PDEs: Part II
Ibrahim Ekren, Nizar Touzi, Jianfeng Zhang
Annals of probability: An official journal of the Institute of Mathematical Statistics, ISSN 0091-1798, Vol. 44, Nº. 4, 2016, págs. 2507-2553
Viscosity solutions of fully nonlinear parabolic path dependent PDEs: Part I
Ibrahim Ekren, Nizar Touzi, Jianfeng Zhang
Annals of probability: An official journal of the Institute of Mathematical Statistics, ISSN 0091-1798, Vol. 44, Nº. 2, 2016, págs. 1212-1253
On viscosity solutions of paht dependent PDEs
Ibrahim Ekren, Christian Keller, Nizar Touzi, Jianfeng Zhang
Annals of probability: An official journal of the Institute of Mathematical Statistics, ISSN 0091-1798, Vol. 42, Nº. 1, 2014, págs. 204-236
Singular forward�backward stochastic differential equations and emissions derivatives.
René Carmona, François Delarue, Gilles-Edouard Espinosa, Nizar Touzi
Annals of applied probability: an official journal of the Institute of Mathematical Statistics, ISSN 1050-5164, Vol. 23, Nº. 3, 2013, págs. 1086-1128
Dual formulation of second order target problems.
H. Mete Soner, Nizar Touzi, Jianfeng Zhang
Annals of applied probability: an official journal of the Institute of Mathematical Statistics, ISSN 1050-5164, Vol. 23, Nº. 1, 2013, págs. 308-347
Optimal transportation under controlled stochastic dynamics
Xiaolu Tan, Nizar Touzi
Annals of probability: An official journal of the Institute of Mathematical Statistics, ISSN 0091-1798, Vol. 41, Nº. 5, 2013, págs. 3201-3240
A probabilistic numerical method for fully nonlinear parabolic PDEs.
Arash Fahim, Nizar Touzi, Xavier Warin
Annals of applied probability: an official journal of the Institute of Mathematical Statistics, ISSN 1050-5164, Vol. 21, Nº. 4, 2011, págs. 1322-1364
Kernel estimation of Greek weights by parameter randomization.
Romuald Elie, Jean-David Fermanian, Nizar Touzi
Annals of applied probability: an official journal of the Institute of Mathematical Statistics, ISSN 1050-5164, Vol. 17, Nº. 4, 2007, págs. 1399-1423
A stochastic representation for mean curvature type geometric flows
H. Mete Soner, Nizar Touzi
Annals of probability: An official journal of the Institute of Mathematical Statistics, ISSN 0091-1798, Vol. 31, Nº. 3, 2003, págs. 1145-1165
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