H.F.R.I. START Project

This is the webpage of the H.F.R.I. project "Stability and Numerics for BSDEs under Uncertainty and Applications (START)" (S.A.5, Proposal No: 235), hosted by the School of Applied Mathematical and Physical Sciences of National Technical University of Athens (NTUA). 

Members

Alexandros Saplouras (National Technical University of Athens)

Stefanos Theodorakopoulos (National Technical University of Athens)

Preprints

• D. Possamaï, A. Saplaouras, M. Rodrigues, Mind the jumps: when 2BSDEs meet semi-martingales, arXiv.

• A. Papapantoleon, A. Saplaouras, S. Theodorakopoulos, Stability of backward propagation of chaos, arXiv.

• A. Papapantoleon, A. Saplaouras, S. Theodorakopoulos, Existence, uniqueness and propagation of chaos for general McKean-Vlasov and mean-field BSDEs, arXiv.

• A. Saplaouras, A general and sharp regularity condition for integro-differential equations with non-dominated measures, arXiv.

• C. Liu, A. Papapantoleon, A. Saplaouras, Convergence rates for Backward SDEs driven by Lévy processes, arXiv.

Working papers

• A. Saplaouras, S. Theodorakopoulos, Itô stochastic integration with respect to a G-Lévy process.

• A. Saplaouras, The de La Vallée Poussin criterion under functions with enhanced properties.

• C. Liu, A. Papapantoleon, A. Saplaouras, C. Smaragdakis, A deep minimizing movement scheme for FBSDEs.

• M. Loulakis, A. Papapantoleon, A. Saplaouras, Forecasting wind power production using stochastic models.

Coding scripts

• C. Liu, A. Papapantoleon, A. Saplaouras, C. Smaragdakis, A deep minimizing movement scheme for FBSDEs.

• M. Loulakis, A. Papapantoleon, A. Saplaouras, Forecasting wind power production using stochastic models.

Open positions (in Greek) 

• Post-doc position - closing date 03/10/2024.

School and One-day Workshop

• START Autumn School, NTUA, Athens, Greece, 04-06 November 2024.

• New Challenges in Financial Markets: Math, Energy, Sustainability, AI , NTUA, Athens, Greece, 31 October 2024.