This page is automatically generated and may contain information that is not correct, complete, up-to-date, or relevant to your search query. The same applies to every other page on this website. Please make sure to verify the information with EPFL's official sources.
Related publications (2)
Please note that this is not a complete list of this person’s publications. It includes only semantically relevant works. For a full list, please refer to Infoscience.
In this paper, we first establish an Ito formula for a finite quadratic variation process X expanding f(t,X-t), when f is of class C-2 in space and is absolutely continuous in time. Second, via a Fukushima-Dirichlet decomposition we obtain an explicit chai ...
We study the optimal strategy for a sailboat to reach an upwind island under the hypothesis that the wind direction fluctuates according to a Brownian motion and the wind speed is constant. The work is motivated by a concrete problem which typically arises ...
