Gaoyue Guo Enseignant-chercheur

Identifiants chercheurs

IdHAL :

gaoyue-guo

ORCID :

0000-0003-3978-5418

IdRef :

194300943

arXiv :

guo_g_1

Publications

Article dans une revue (15)

The football model, stochastic ordering and martingale transport Gaoyue Guo,Nicolas Juillet,Wenpin Tang Bernoulli, In press Article dans une revue hal-04983005v2
Infinite Dimensional Mean-Field Belavkin Equation: Well-posedness and Derivation Anne de Bouard,Gaoyue Guo,Théo Hérouard Annales Henri Poincaré, In press Article dans une revue hal-05185070v1
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), pp.1600-1622. ⟨10.1214/23-AAP1999⟩ Article dans une revue hal-04576917v1
Randomness and early termination: what makes a game exciting? Gaoyue Guo,Sam Howison,Dylan Possamaï,Christoph Reisinger Probability Theory and Related Fields, 2023, 192 (1-2), pp.135-162. ⟨10.1007/s00440-024-01340-x⟩ Article dans une revue hal-04584978v1
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
Mean field game of mutual holding with defaultable agents, and systemic risk Mao Fabrice Djete,Gaoyue Guo,Nizar Touzi SIAM Journal on Control and Optimization, 2023, 64 (1), pp.24-58. ⟨10.1137/24M1658668⟩ Article dans une revue hal-04565544v1
Systemic robustness: a mean-field particle system approach Erhan Bayraktar,Gaoyue Guo,Wenpin Tang,Yuming Paul Zhang Mathematical Finance, 2023, 35 (4), pp.727-744. ⟨10.1111/mafi.12459⟩ Article dans une revue hal-04584970v1
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
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
Computational methods for martingale optimal transport problems Gaoyue Guo,Jan Obłój The Annals of Applied Probability, 2019, 29 (6), ⟨10.1214/19-AAP1481⟩ Article dans une revue hal-05573511v1
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
Tightness and duality of martingale transport on the Skorokhod space Gaoyue Guo,Xiaolu Tan,Nizar Touzi Stochastic Processes and their Applications, 2017, 127 (3), pp.927-956. ⟨10.1016/j.spa.2016.07.005⟩ Article dans une revue hal-01247005v1
Optimal Skorokhod embedding under finitely-many marginal constraints Gaoyue Guo,Xiaolu Tan,Nizar Touzi SIAM Journal on Control and Optimization, 2016, 54 (4), pp.15M1025256. ⟨10.1137/15M1025256⟩ Article dans une revue hal-01247004v1
Generalized Arbitrage-Free SVI Volatility Surfaces Gaoyue Guo,Antoine Jacquier,Claude Martini,Leo Neufcourt SIAM Journal on Financial Mathematics, 2016, 7 (1), pp.619-641. ⟨10.1137/120900320⟩ Article dans une revue hal-05564337v1
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

Communication dans un congrès (1)

Observed quantum particles system with graphon interaction Sofiane Chalal,Nina Amini,Gaoyue Guo,Hamed Amini 63rd IEEE Conference on Decision and Control (CDC 2024), Dec 2024, Milan, Italy. ⟨10.1109/cdc56724.2024.10885856⟩ Communication dans un congrès hal-04800536v1

Pré-publication, Document de travail (7)

Optimal resource allocation for maintaining system solvency Gaoyue Guo,Wenpin Tang,Nizar Touzi 2026 Pré-publication, Document de travail hal-05573541v1
Stability of supermartingale optimal transport problems Shuoqing Deng,Gaoyue Guo,Dominykas Norgilas 2026 Pré-publication, Document de travail hal-05573547v1
Graphon Quantum Filtering Systems Hamed Amini,Nina H. Amini,Sofiane Chalal,Gaoyue Guo 2026 Pré-publication, Document de travail hal-05399468v1
Stabilization of jump-diffusion stochastic differential equations by hysteresis switching Gaoyue Guo 2026 Pré-publication, Document de travail hal-05573530v1
Brownian motion on Fubini extensions and applications Hamed Amini,Nina H. Amini,Sofiane Chalal,Gaoyue Guo 2026 Pré-publication, Document de travail hal-05399469v1
Mean-field limit of particle systems with absorption Gaoyue Guo,Milica Tomasevic 2024 Pré-publication, Document de travail hal-04584980v2
A stability result on optimal Skorokhod embedding Gaoyue Guo 2026 Pré-publication, Document de travail hal-05564345v1

Thèse (1)

Continuous-time Martingale Optimal Transport and Optimal Skorokhod Embedding Gaoyue Guo Probability [math.PR]. Université Paris Saclay (COmUE), 2016. English. ⟨NNT : 2016SACLX038⟩ Thèse tel-01494815v1