Enzo Miller

Publications

Citations

H-Index

2019

Active since

Affiliations

Laboratoire de Probabilités, Statistique et Modélisation(Current)

Centre d'Économie de la Sorbonne

Laboratoire de Probabilités et Modèles Aléatoires

Université Paris 1 Panthéon-Sorbonne

ENSAE Paris

Enzo Miller is an author at Laboratoire de Probabilités, Statistique et Modélisation specializing in stochastic calculus, functional analysis, and stability.

Top concepts

Stochastic CalculusFunctional AnalysisStabilityEngineeringSystems Engineering

Publications per year

2019–2021

Publications

Linear-quadratic control for a class of stochastic Volterra equations: Solvability and approximation

Eduardo Abi Jaber, Enzo Miller, Huyên Pham · The Annals of Applied Probability · 2021 · 26 citations

Stochastic Volterra Equations, Fractional Brownian Motion, Linear-quadratic Control +9

Markowitz portfolio selection for multivariate affine and quadratic Volterra models

Eduardo Abi Jaber, Enzo Miller, Huyên Pham · arXiv (Cornell University) · 2020 · 23 citations · Full text

Integral Operator Riccati Equations Arising in Stochastic Volterra Control Problems

Eduardo Abi Jaber, Enzo Miller, Huyên Pham · HAL (Le Centre pour la Communication Scientifique Directe) · 2019 · 19 citations · Full text

Active Subscription, Related Databasesweb, Engineering +13

Linear--Quadratic control for a class of stochastic Volterra equations: solvability and approximation

Eduardo Abi Jaber, Enzo Miller, Huyên Pham · arXiv (Cornell University) · 2019 · 12 citations · Full text

Stochastic Volterra Equations, Fractional Brownian Motion, Banach Space +9

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