Preprints by WIAS Researchers in Other Preprint Series 2017

  • CH. Bayer, P. Friz, A. Gulisashvili, B. Horvath, B. Stemper, Short-time near-the-money skew in rough fractional volatility models, Preprint no. arXiv:1703.05132, Cornell University Library,, 2017.
  • P. Dvurechensky, A. Gasnikov, A. Lagunovskaya, Parallel algorithms and probability of large deviation for stochastic optimization problems, Preprint no. arXiv:1701.01830, Cornell University Library,, .
  • P. Dvurechensky, Gradient method with inexact oracle for composite non-convex optimization, Preprint no. arXiv:1703.09180, Cornell University Library,, 2017.
  • A. González Casanova Soberón, J.C. Pardo, J.L. Perez, Branching processes with interactions: the subcritical cooperative regime, Preprint no. arXiv:1704.04203, , 2017.
  • B. Gess, M. Maurelli, Well-posedness by noise for scalar conservation laws, Preprint no. arXiv:1701.05393, Cornell University Library,, 2017.