Patrimony
The Louis Bachelier Group's patrimony has been defined as all the publications produced by academic researchers thanks to Group funding (ILB, FdR, IEF, Labex) or via the use of EquipEx data (BEDOFIH, EUROFIDAI).
Uncertainty Quantification for Stochastic Approximation Limits Using Chaos Expansion.
Almost-sure convergence, Chaos expansion, Stochas-tic Programming, Stochastic Approximation in Hilbert space, Uncertainty Quantification
Optimization of joint p-variations of Brownian semimartingales.
$p$-variation, Almost-sure convergence, Optimal stopping times