GG

Gaoyue Guo

Enseignant-chercheur
18
Documents

Publications

Publications

McKean–Vlasov equations involving hitting times: Blow-ups and global solvability

Erhan Bayraktar , Gaoyue Guo , Wenpin Tang , Yuming Paul Zhang

The Annals of Applied Probability, 2024, 34 (1B), ⟨10.1214/23-AAP1999⟩

Article dans une revue hal-04576917v1

On the Mean-Field Belavkin Filtering Equation

Sofiane Chalal , Nina Amini , Gaoyue Guo

IEEE Control Systems Letters, 2023, 7, pp.2910-2915. ⟨10.1109/LCSYS.2023.3289877⟩

Article dans une revue hal-04306445v1
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Strong equivalence between metrics of Wasserstein type

Erhan Bayraktar , Gaoyue Guo

Electronic Communications in Probability, 2021, 26, ⟨10.1214/21-ecp383⟩

Article dans une revue hal-04584954v1
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ROBUST PRICING AND HEDGING OF OPTIONS ON MULTIPLE ASSETS AND ITS NUMERICS

Gaoyue Guo

SIAM Journal on Financial Mathematics, 2020

Article dans une revue hal-04584963v1

Some Results on Skorokhod Embedding and Robust Hedging with Local Time

Julien Claisse , Gaoyue Guo , Pierre Henry-Labordère

Journal of Optimization Theory and Applications, 2018, 179 (2), pp.569-597. ⟨10.1007/s10957-017-1201-5⟩

Article dans une revue hal-03899343v1
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Tightness and duality of martingale transport on the Skorokhod space *

Gaoyue Guo , Xiaolu Tan , Nizar Touzi

Stochastic Processes and their Applications, 2017

Article dans une revue hal-01247005v1
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Optimal Skorokhod embedding under finitely-many marginal constraints *

Gaoyue Guo , Xiaolu Tan , Nizar Touzi

SIAM Journal on Control and Optimization, 2016

Article dans une revue hal-01247004v1
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On the monotonicity principle of optimal Skorokhod embedding problem *

Gaoyue Guo , Xiaolu Tan , Nizar Touzi

SIAM Journal on Control and Optimization, 2016

Article dans une revue hal-01247003v1

Observed quantum particles system with graphon interaction

Sofiane Chalal , Nina Amini , Gaoyue Guo , Hamed Amini

63rd IEEE Conference on Decision and Control (CDC 2024), IEEE Conference on Decision and Control, Dec 2024, Milan (Italie), Italy. ⟨10.1109/cdc56724.2024.10885856⟩

Communication dans un congrès hal-04800536v1