Artikkelit, joihin on yleisen käytön mandaatti - Julio Backhoff VeraguasLisätietoja
Saatavilla jossain: 22
Adapted wasserstein distances and stability in mathematical finance
J Backhoff-Veraguas, D Bartl, M Beiglböck, M Eder
Forthcoming at Finance and Stochastics (arXiv:1901.07450), 2019
Mandaatit: Austrian Science Fund
Extended mean field control problems: stochastic maximum principle and transport perspective
B Acciaio, J Backhoff-Veraguas, R Carmona
SIAM journal on Control and Optimization 57 (6), 3666-3693, 2019
Mandaatit: US National Science Foundation, US Department of Defense
Existence, duality, and cyclical monotonicity for weak transport costs
J Backhoff-Veraguas, M Beiglböck, G Pammer
Calculus of Variations and Partial Differential Equations 58 (6), 203, 2019
Mandaatit: Austrian Science Fund
Causal transport in discrete time and applications
J Backhoff, M Beiglbock, Y Lin, A Zalashko
SIAM Journal on Optimization 27 (4), 2528-2562, 2017
Mandaatit: Austrian Science Fund, European Commission
All adapted topologies are equal
J Backhoff-Veraguas, D Bartl, M Beiglböck, M Eder
Probability Theory and Related Fields 178, 1125-1172, 2020
Mandaatit: Austrian Science Fund, Vienna Science and Technology Fund, Austria
Causal optimal transport and its links to enlargement of filtrations and continuous-time stochastic optimization
B Acciaio, J Backhoff-Veraguas, A Zalashko
Stochastic Processes and their Applications 130 (5), 2918-2953, 2020
Mandaatit: Austrian Science Fund
Estimating processes in adapted Wasserstein distance
J Backhoff, D Bartl, M Beiglböck, J Wiesel
The Annals of Applied Probability 32 (1), 529-550, 2022
Mandaatit: Austrian Science Fund, Vienna Science and Technology Fund, Austria
The mean field Schr\" odinger problem: ergodic behavior, entropy estimates and functional inequalities
J Backhoff-Veraguas, G Conforti, I Gentil, C Léonard
Forthcoming at Probability Theory and Related Fields (arXiv:1905.02393), 2019
Mandaatit: Austrian Science Fund, Agence Nationale de la Recherche
Weak monotone rearrangement on the line
J Backhoff-Veraguas, M Beiglböck, G Pammer
Mandaatit: Austrian Science Fund
Sensitivity results in stochastic optimal control: A Lagrangian perspective
J Backhoff, FJ Silva
ESAIM: Control Optimization and Calculus of Variations 23 (1), 39-70, 2017
Mandaatit: Austrian Science Fund
Stochastic gradient descent for barycenters in Wasserstein space
J Backhoff, J Fontbona, G Rios, F Tobar
Journal of Applied Probability 62 (1), 15-43, 2025
Mandaatit: Austrian Science Fund
Conditional analysis and a principal-agent problem
J Backhoff, U Horst
SIAM Journal on Financial Mathematics 7 (1), 477-507, 2016
Mandaatit: Austrian Science Fund, European Commission
Robust utility maximization without model compactness
JD Backhoff Veraguas, J Fontbona
SIAM Journal on Financial Mathematics 7 (1), 70-103, 2016
Mandaatit: Austrian Science Fund
On the dynamic representation of some time-inconsistent risk measures in a Brownian filtration
J Backhoff-Veraguas, L Tangpi
Mathematics and Financial Economics 14 (3), 433-460, 2020
Mandaatit: Vienna Science and Technology Fund, Austria
The structure of martingale BenamouBrenier in
J Backhoff-Veraguas, M Beiglböck, W Schachermayer, B Tschiderer
arXiv preprint arXiv:2306.11019, 2023
Mandaatit: Austrian Science Fund
Sensitivity analysis for expected utility maximization in incomplete Brownian market models
J Backhoff-Veraguas, F Silva
Mathematics and Financial Economics 12 (3/2018), 387-411, 2018
Mandaatit: Austrian Science Fund, European Commission
On the specific relative entropy between martingale diffusions on the line
J Backhoff-Veraguas, C Unterberger
Electronic Communications in Probability 28, 1-12, 2023
Mandaatit: Austrian Science Fund
The most exciting game
J Backhoff-Veraguas, M Beiglböck
Electronic Communications in Probability 29, 1-12, 2024
Mandaatit: Austrian Science Fund
Geometric martingale Benamou–Brenier transport and geometric Bass martingales
J Backhoff, G Loeper, J Obłój
Proceedings of the American Mathematical Society, 2025
Mandaatit: Austrian Science Fund
Quantitative fundamental theorem of asset pricing
B Acciaio, J Backhoff‐Veraguas, G Pammer
Mathematical Finance, 2025
Mandaatit: Austrian Science Fund
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