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Quelques résultats sur les équations rétrogrades et équations aux dérivées partielles stochastiques avec singularités.
Get PDFThis thesis is devoted to the study of some problems in the field of backward stochastic differential equations (BSDE), and their applications to partial differential equations.In the first chapter, we introduce the notion of backward doubly stochastic differential equations (BDSDE) with singular terminal condition. A first work consists to study the case of BDSDE with monotone generator. We then obtain existing result by an approximating scheme built considering a truncation of the terminal condition. The last part of this chapter aim to establish the link with stochastic partial differential equations, using a weak solution approach developed by Bally, Matoussi in 2001.The second chapter is devoted to the BSDEs with singular terminal conditions and jumps. As in the previous chapter the tricky part will be to prove continuity in T. We formulate sufficient conditions on the jumps in order to obtain it. A section is then dedicated to establish a link between a minimal solution of our BSDE and partial integro-differential equations.The last chapter is dedicated to doubly reflected second order backward stochastic differential equations (2DRBSDE). We have been looking to establish existence and uniqueness for such equations. In order to obtain this, we had to focus first on the upper reflection problem for 2BSDEs. We combined then these results to those already existing to give a well-posedness context to 2DRBSDE. Uniqueness is established as a straight consequence of a representation property. Existence is obtained using shifted spaces, and regular conditional probability distributions. A last part is then consecrated to the link with some Dynkin games and Israeli options.Cette thèse est consacrée à l'étude de quelques problèmes dans le domaine des équations différentielles stochastiques rétrogrades (EDSR), et leurs applications aux équations aux dérivées partielles.Dans le premier chapitre, nous introduisons la notion d'équation différentielle doublement stochastique rétrograde (EDDSR) avec condition terminale singulière. Nous étudions d’abord les EDDSR avec générateur monotone, et obtenons ensuite un résultat d'existence par un schéma d'approximation. Une dernière section établit le lien avec les équations aux dérivées partielles stochastiques, via l'approche solution faible développée par Bally, Matoussi en 2001.Le deuxième chapitre est consacré aux EDSR avec condition terminale singulière et sauts. Comme dans le chapitre précédent la partie délicate sera de prouver la continuité en T. Nous formulons des conditions suffisantes sur les sauts afin d'obtenir cette dernière. Une section établit ensuite le lien entre solution minimale de l'EDSR et équations intégro-différentielles. Enfin le dernier chapitre est dédié aux équations différentielles stochastiques rétrogrades du second ordre (2EDSR) doublement réfléchies. Nous avons établi l'existence et l'unicité de telles équations. Ainsi, il nous a fallu dans un premier temps nous concentrer sur le problème de réflexion par barrière supérieure des 2EDSR. Nous avons ensuite combiné ces résultats à ceux existants afin de donner un cadre correct aux 2EDSRDR. L'unicité est conséquence d'une propriété de représentation et l'existence est obtenue en utilisant les espaces shiftés, et les distributions de probabilité conditionnelles régulières. Enfin une application aux jeux de Dynkin et aux options Israëliennes est traitée dans la dernière section
Some results on backward equations and stochastic partial differential equations with singularities
No full textCette thèse est consacrée à l'étude de quelques problèmes dans le domaine des équations différentielles stochastiques rétrogrades (EDSR), et leurs applications aux équations aux dérivées partielles.Dans le premier chapitre, nous introduisons la notion d'équation différentielle doublement stochastique rétrograde (EDDSR) avec condition terminale singulière. Nous étudions d’abord les EDDSR avec générateur monotone, et obtenons ensuite un résultat d'existence par un schéma d'approximation. Une dernière section établit le lien avec les équations aux dérivées partielles stochastiques, via l'approche solution faible développée par Bally, Matoussi en 2001.Le deuxième chapitre est consacré aux EDSR avec condition terminale singulière et sauts. Comme dans le chapitre précédent la partie délicate sera de prouver la continuité en T. Nous formulons des conditions suffisantes sur les sauts afin d'obtenir cette dernière. Une section établit ensuite le lien entre solution minimale de l'EDSR et équations intégro-différentielles. Enfin le dernier chapitre est dédié aux équations différentielles stochastiques rétrogrades du second ordre (2EDSR) doublement réfléchies. Nous avons établi l'existence et l'unicité de telles équations. Ainsi, il nous a fallu dans un premier temps nous concentrer sur le problème de réflexion par barrière supérieure des 2EDSR. Nous avons ensuite combiné ces résultats à ceux existants afin de donner un cadre correct aux 2EDSRDR. L'unicité est conséquence d'une propriété de représentation et l'existence est obtenue en utilisant les espaces shiftés, et les distributions de probabilité conditionnelles régulières. Enfin une application aux jeux de Dynkin et aux options Israëliennes est traitée dans la dernière section.This thesis is devoted to the study of some problems in the field of backward stochastic differential equations (BSDE), and their applications to partial differential equations.In the first chapter, we introduce the notion of backward doubly stochastic differential equations (BDSDE) with singular terminal condition. A first work consists to study the case of BDSDE with monotone generator. We then obtain existing result by an approximating scheme built considering a truncation of the terminal condition. The last part of this chapter aim to establish the link with stochastic partial differential equations, using a weak solution approach developed by Bally, Matoussi in 2001.The second chapter is devoted to the BSDEs with singular terminal conditions and jumps. As in the previous chapter the tricky part will be to prove continuity in T. We formulate sufficient conditions on the jumps in order to obtain it. A section is then dedicated to establish a link between a minimal solution of our BSDE and partial integro-differential equations.The last chapter is dedicated to doubly reflected second order backward stochastic differential equations (2DRBSDE). We have been looking to establish existence and uniqueness for such equations. In order to obtain this, we had to focus first on the upper reflection problem for 2BSDEs. We combined then these results to those already existing to give a well-posedness context to 2DRBSDE. Uniqueness is established as a straight consequence of a representation property. Existence is obtained using shifted spaces, and regular conditional probability distributions. A last part is then consecrated to the link with some Dynkin games and Israeli options
Going Beyond Counting First Authors in Author Co-citation Analysis
Get PDFThe present study examines one of the fundamental aspects of author co-citation analysis (ACA) - the way co-citation
counts are defined. Co-citation counting provides the data on which all subsequent statistical analyses and mappings
are based, and we compare ACA results based on two different types of co-citation counting - the traditional type that
only counts the first one among a cited work's authors on the one hand and a non-traditional type that takes into
account the first 5 authors of a cited work on the other hand. Results indicate that the picture produced through this non-traditional author co-citation counting contains more coherent author groups and is therefore considerably clearer. However, this picture represents fewer specialties in the research field being studied than that produced through the traditional first-author co-citation counting when the same number of top-ranked authors is selected and analyzed. Reasons for these effects are discussed
Variations on the Author
Get PDF“Variations on the Author” discusses two of Eduardo Coutinho’s recent films (Um Dia na Vida, from 2010, and Últimas Conversas, posthumously released in 2015) and their contribution to the general question of documentary authorship. The director’s filmography is characterized by a consistent yet self-effacing form of authorial self-inscription: Coutinho often features as an interviewer that rather than express opinions propels discourses; an interviewer that is good at listening. This mode of self-inscription characterizes him as an author who is not expressive but who is nonetheless markedly present on the screen. In Um Dia na Vida, however, Coutinho is completely absent form the image, while Últimas Conversas, on the contrary, includes a confessional prologue that moves the director from the margins to the center of his films. This article examines the ways in which these works stand out in the filmography of a director who offers new insights into the notion of cinematic authorship
Appropriate Similarity Measures for Author Cocitation Analysis
Get PDFWe provide a number of new insights into the methodological discussion about author cocitation analysis. We first argue that the use of the Pearson correlation for measuring the similarity between authors’ cocitation profiles is not very satisfactory. We then discuss what kind of similarity measures may be used as an alternative to the Pearson correlation. We consider three similarity measures in particular. One is the well-known cosine. The other two similarity measures have not been used before in the bibliometric literature. Finally, we show by means of an example that our findings have a high practical relevance.information science;Pearson correlation;cosine;similarity measure;author cocitation analysis
Dispelling the Myths Behind First-author Citation Counts
Get PDFWe conducted a full-scale evaluative citation analysis study of scholars in the XML research field to explore just how different from each other author rankings resulting from different citation counting methods actually are, and to demonstrate the capability of emerging data and tools on the Web in supporting more realistic citation counting methods. Our results contest some common arguments for the continued
use of first-author citation counts in the evaluation of scholars, such as high correlations between author rankings by first-author citation counts and other citation
counting methods, and high costs of using more realistic citation counting methods that are not well-supported by the ISI databases. It is argued that increasingly available digital full text research papers make it possible for citation analysis studies to go beyond what the ISI databases have directly supported and to employ more
sophisticated methods
koamabayili/VECTRON-author-checklist: VECTRON author checklist
No full textWe have done our best to complete the author checklist relating to the use of animals in the hut study. Note that the objective for the hut study was to evaluate the IRS treatment applications for residual efficacy against Anopheles mosquitoes, including the local An. coluzzii mosquito population. Cows were only used to attract mosquitoes into the huts and no tests were carried out directly on the cows. The author checklist is intended for use with studies where experiments are carried out on animals, which is why we have had such difficulty in completing this for the hut study, as many of the questions do not relate to how the cows were used
Author-wise bibliometric analysis based on entropy.
No full textAuthor-wise bibliometric analysis based on entropy.</p
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