# Tag Info

Accepted

### Is there any reason to use paracontrolled calculus over regularity structures?

I don't think that the reason given in the paper by Bailleul and Bernicot is a good one. Basically, they treat an example which is simple enough so that it is still manageable to describe the various ...
• 8,009

• 85.3k

### Walker whose Velocity is a Brownian Bridge

As Kwaśnicki remarked, the velocity process $v_t$ is a Brownian bridge, which can be represented as: $$v_t = v_0 (1 - \frac{t}{T}) + v_T \frac{t}{T} + (T - t) \int_0^t \frac{1}{T-s} d B_s \;.$$ (...
• 5,690
Accepted

### English translation of "Les aspects probabilistes du contrôle stochastique"

There is no English translation of El Karoui's lecture notes, however her work on Snell envelopes is described in Reflected Solutions of Backward SDE'S, and Related Obstacle Problems for PDE's. For a ...
• 155k
Accepted

### Stochastic methods for solving very high-dimensional PDE

It seems to me this question "has not received enough attention" because of the conflation of two issues: dimensional reduction of a high-dimensional PDE and stochastic (Monte Carlo) integration of ...
• 155k