We consider a Poisson equation in ℝd for the elliptic operator corresponding to an ergodic diffusion process. Optimal regularity and smoothness with respect to the parameter are obtained under mild ...

We design a numerical scheme for solving a Dynamic Programming equation with Malliavin weights arising from the time-discretization of backward stochastic differential equations with the integration ...

Dominique Guillot, an associate professor in the University of Delaware's Department of Mathematical Sciences, was recently awarded the grant "Polynomial approximation in spaces of analytic functions" ...