Gregoire Loeper
Gregoire Loeper
Professor of Mathematics, Monash University
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On the regularity of solutions of optimal transportation problems
G Loeper
Acta mathematica 202 (2), 241-283, 2009
Uniqueness of the solution to the Vlasov–Poisson system with bounded density
G Loeper
Journal de mathématiques pures et appliquées 86 (1), 68-79, 2006
Reconstruction of the early Universe as a convex optimization problem
Y Brenier, U Frisch, M Hénon, G Loeper, S Matarrese, R Mohayaee, ...
Monthly Notices of the Royal Astronomical Society 346 (2), 501-524, 2003
Numerical solution of the Monge–Ampère equation by a Newton’s algorithm
G Loeper, F Rapetti
C. R. Math. Acad. Sci. Paris 340 (4), 319–324, 2005
Regularity of optimal transport in curved geometry: the nonfocal case
G Loeper, C Villani
Duke Mathematical Journal 151 (3), 431-485, 2010
Regularity of optimal maps on the sphere: The quadratic cost and the reflector antenna
G Loeper
Archive for rational mechanics and analysis 199 (1), 269-289, 2011
A fully nonlinear version of the incompressible Euler equations: the semigeostrophic system
G Loeper
SIAM journal on mathematical analysis 38 (3), 795-823, 2006
C1 regularity of solutions of the Monge–Ampère equation for optimal transport in dimension two
A Figalli, G Loeper
Calculus of Variations and Partial Differential Equations 35 (4), 537-550, 2009
Contractive metrics for scalar conservation laws
F Bolley, Y Brenier, G Loeper
Journal of Hyperbolic Differential Equations 2 (01), 91-107, 2005
Gradient estimates for potentials of invertible gradient–mappings on the sphere
P Delanoë, G Loeper
Calculus of Variations and Partial Differential Equations 26 (3), 297-311, 2006
The reconstruction problem for the Euler-Poisson system in cosmology
G Loeper
Archive for rational mechanics and analysis 179 (2), 153-216, 2006
A geometric approximation to the Euler equations: the Vlasov–Monge–Ampere system
Y Brenier, G Loeper
Geometric & Functional Analysis GAFA 14 (6), 1182-1218, 2004
Quasi-neutral limit of the Euler–Poisson and Euler–Monge–Ampere systems
G Loeper
Communications in Partial Differential Equations 30 (8), 1141-1167, 2005
On the regularity of the polar factorization for time dependent maps
G Loeper
Calculus of Variations and Partial Differential Equations 22 (3), 343-374, 2005
Almost-sure hedging with permanent price impact
B Bouchard, G Loeper, Y Zou
Finance and Stochastics 20 (3), 741-771, 2016
Pricing and hedging contingent claims with liquidity costs and market impact
F Abergel, G Loeper
Available at SSRN 2239498, 2013
A mixed PDE/Monte-Carlo method for stochastic volatility models
G Loeper, O Pironneau
Comptes Rendus Mathematique 347 (9-10), 559-563, 2009
Hedging of covered options with linear market impact and gamma constraint
B Bouchard, G Loeper, Y Zou
SIAM Journal on Control and Optimization 55 (5), 3319-3348, 2017
Option Pricing with Linear Market Impact and Non-Linear Black-Scholes Equations
G Loeper
The Annals of Applied Probability, 2018, 2016
Electric turbulence in a plasma subject to a strong magnetic field
G Loeper, A Vasseur
Asymptotic Analysis 40 (1), 51-65, 2004
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