Optimal mean-field coarse-correlated equilibriaa linear-programming and no-regret approach
De Luciano Campi
Dynamic universal approximation and optimal control for path-dependent systems via signature SDEs
De Christa Cuchiero
Apparaît dans la collection : Les probabilités de demain 2017
Consider a species scattered along a linear habitat. Physical obstacles can locally reduce migration and genetic exchanges between different parts of space. Tracing the position of an individual's ancestor(s) back in time allows to compute the expected genetic composition of such a population. These ancestral lineages behave as simple random walks on the integers outside of a bounded set around the origin. We present a continuous real-valued process which is obtained as a scaling limit of these random walks, and we give several other constructions of this process.