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Gerard Ben Arous

Professor of Mathematics

1982 …2019
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Research Output 1982 2019

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Conference contribution
2019

Stable Limit Laws for Reaction-Diffusion in Random Environment

Ben Arous, G., Molchanov, S. & Ramírez, A. F., Jan 1 2019, Probability and Analysis in Interacting Physical Systems - In Honor of S.R.S. Varadhan, 2016. Olla, S., Friz, P., König, W. & Mukherjee, C. (eds.). Springer New York LLC, p. 123-171 49 p. (Springer Proceedings in Mathematics and Statistics; vol. 283).

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Limit Laws
Random Environment
Reaction-diffusion
Fluctuations
Rank One Perturbation
2018

Comparing Dynamics: Deep Neural Networks versus Glassy Systems

Baity-Jest, M., Sagun, L., Mario, G., Spiglery, S., Ben Arous, G., Cammarota, C., LeCun, Y., Vvyart, M. & Biroli, G. J., Jan 1 2018, 35th International Conference on Machine Learning, ICML 2018. Krause, A. & Dy, J. (eds.). International Machine Learning Society (IMLS), Vol. 1. p. 526-535 10 p.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Physics
Deep neural networks
2015

Second order expansion for implied volatility in two factor local stochastic volatility models and applications to the dynamic λ-Sabr model

Ben Arous, G. & Laurence, P., 2015, Large Deviations and Asymptotic Methods in Finance. Springer New York LLC, Vol. 110. p. 89-136 48 p.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Implied Volatility
Stochastic Volatility Model
Dynamic Model
Volatility
Financial Mathematics

The Loss Surfaces of Multilayer Networks

Choromanska, A., Henaff, M. B., Mathieu, M., Ben Arous, G. & LeCun, Y., 2015, International Conference on Articial Intelligence and Statistics (AISTATS).

Research output: Chapter in Book/Report/Conference proceedingConference contribution

2003

Algorithms for stochastic approximations of curvature flows

Unal, G., Nain, D., Ben-Arous, G., Shimkin, N., Tannenbaum, A. & Zeitouni, O., 2003, IEEE International Conference on Image Processing. Vol. 2. p. 651-654 4 p.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Crystal growth
Computer vision