589 research outputs found
Numerical simulation of BSDEs with drivers of quadratic growth
This article deals with the numerical resolution of Markovian backward
stochastic differential equations (BSDEs) with drivers of quadratic growth with
respect to and bounded terminal conditions. We first show some bound
estimates on the process and we specify the Zhang's path regularity
theorem. Then we give a new time discretization scheme with a non uniform time
net for such BSDEs and we obtain an explicit convergence rate for this scheme
A stability approach for solving multidimensional quadratic BSDEs
We establish an existence and uniqueness result for a class of
multidimensional quadratic backward stochastic differential equations (BSDE).
This class is characterized by constraints on some uniform a priori estimate on
solutions of a sequence of approximated BSDEs. We also present effective
examples of applications. Our approach relies on the strategy developed by
Briand and Elie in [Stochastic Process. Appl. 123 2921--2939] concerning scalar
quadratic BSDEs.Comment: This update contains corrections for Propositions 5.1 and 5.
A note on the existence of solutions to Markovian superquadratic BSDEs with an unbounded terminal condition
In [Stochastc Process. Appl., 122(9):3173-3208], the author proved the
existence and the uniqueness of solutions to Markovian superquadratic BSDEs
with an unbounded terminal condition when the generator and the terminal
condition are locally Lipschitz. In this paper, we prove that the existence
result remains true for these BSDEs when the regularity assumptions on the
terminal condition is weakened
Numerical stability analysis of the Euler scheme for BSDEs
In this paper, we study the qualitative behaviour of approximation schemes
for Backward Stochastic Differential Equations (BSDEs) by introducing a new
notion of numerical stability. For the Euler scheme, we provide sufficient
conditions in the one-dimensional and multidimensional case to guarantee the
numerical stability. We then perform a classical Von Neumann stability analysis
in the case of a linear driver and exhibit necessary conditions to get
stability in this case. Finally, we illustrate our results with numerical
applications
La Família i el mas en les estratègies patrimonials al Vilassar baixmedieval
L'evolució d'un mas i la família que hi habita és accessible mitjançant l'estudi de la base antroponímica i toponímica del mas. L'anàlisi d'aquesta interdependència reflecteix
l'existència de fases d'estabilitat, de creixement i d'involució. Dins d'aquesta darrera fase, destaca l'aparició de masos deshabitats, rònecs i derruïts, així com l'aglevament d'aquests masos per pagesos vilassarencs.The tenant family and the farmhouse heritage strategies in the late medieval Vilassar. The evolution of the mas (farmhouse) and the tenant family is approachable by studying its family and place names. The analysis of this interdependence reveals the existence of phases of stability, growth and recession. Within this last phase it has to
be highlighted the appearance of vacant, deserted and demolished farms, as well as
their acquisition by farmers from Vilassar
El Baix Maresme a l'època baixmedieval
Aquest article és un resum de la nostra tesi doctoral, que ha tingut com a objecte d'estudi
la pagesia baixmaresmenca durant el període 1348-1486. La investigació s'ha realitzat a partir
de l'anàlisi de tres àmbits d'actuació de la vida quotidiana pagesa baixmedieval: la terra, la família
i la mort. D'aquesta manera, es copsen relacions de diversa tipologia mitjançant documentació,
fonamentalment generada per aquesta classe social. Per aquesta raó, la nostra investigació
complementa recerques anteriors, que analitzen l'àmbit d'actuació senyorial, i
contribueix a generar un major coneixement de la Catalunya Vella baixmedieval.This article is a summary of our thesis, whose objective was the study of the peasantry in
south Maresme from 1348 to 1486. The research was carried out starting from the analysis of
three main aspects in the everyday life of the country people: land, family and death. We see
different types of relationships through several documents originated from that social class.
For this reason, our work supplements previous researches and contributes to a major knowledge
of the Low-Medieval Old Catalonia
La Família i el mas en les estratègies patrimonials al Vilassar baixmedieval
L'evolució d'un mas i la família que hi habita és accessible mitjançant l'estudi de la base antroponímica i toponímica del mas. L'anàlisi d'aquesta interdependència reflecteix
l'existència de fases d'estabilitat, de creixement i d'involució. Dins d'aquesta darrera fase, destaca l'aparició de masos deshabitats, rònecs i derruïts, així com l'aglevament d'aquests masos per pagesos vilassarencs.The tenant family and the farmhouse heritage strategies in the late medieval Vilassar. The evolution of the mas (farmhouse) and the tenant family is approachable by studying its family and place names. The analysis of this interdependence reveals the existence of phases of stability, growth and recession. Within this last phase it has to
be highlighted the appearance of vacant, deserted and demolished farms, as well as
their acquisition by farmers from Vilassar
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