Projects per year
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Dive into the research topics where Ludovic Tangpi is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Probabilistic approach to rough PDEs: Applications to finance and control
NSF - National Science Foundation
7/1/20 → 6/30/23
Project: Research project
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CAREER: A new form of propagation of chaos and its applications to large population games and risk management
NSF - National Science Foundation
7/1/22 → 6/30/27
Project: Research project
Research output
- 111 Citations
- 6 h-Index
- 19 Article
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Strong solutions of forward–backward stochastic differential equations with measurable coefficients
Luo, P., Menoukeu-Pamen, O. & Tangpi, L., Feb 2022, In: Stochastic Processes and their Applications. 144, p. 1-22 22 p.Research output: Contribution to journal › Article › peer-review
1 Scopus citations -
Quadratic transportation inequalities for sdes with measurable drift
BAHLALI, KHALED., MOUCHTABIH, SOUFIANE. & TANGPI, LUDOVIC., 2021, In: Proceedings of the American Mathematical Society. 149, 8, p. 3583-3596 14 p.Research output: Contribution to journal › Article › peer-review
1 Scopus citations -
Representation of increasing convex functionals with countably additive measures
Cheridito, P., Kupper, M. & Tangpi, L., 2021, In: Studia Mathematica. 260, 2, p. 121-140 20 p.Research output: Contribution to journal › Article › peer-review
1 Scopus citations -
Computational aspects of robust optimized certainty equivalents and option pricing
Bartl, D., Drapeau, S. & Tangpi, L., Jan 1 2020, In: Mathematical Finance. 30, 1, p. 287-309 23 p.Research output: Contribution to journal › Article › peer-review
7 Scopus citations -
Functional inequalities for forward and backward diffusions
Bartl, D. & Tangpi, L., 2020, In: Electronic Journal of Probability. 25, p. 1-22 22 p., 94.Research output: Contribution to journal › Article › peer-review
Open Access3 Scopus citations