The following pages link to Ludovic Goudenège (Q492949):
Displayed 28 items.
- Asymptotic properties of stochastic Cahn-Hilliard equation with singular nonlinearity and degenerate noise (Q492951) (← links)
- Unbiasedness of some generalized adaptive multilevel splitting algorithms (Q511481) (← links)
- Stochastic Cahn-Hilliard equation with singular nonlinearity and reflection (Q734651) (← links)
- A Wright-Fisher model with indirect selection (Q893814) (← links)
- (Q1722756) (redirect page) (← links)
- Pricing and hedging GMWB in the Heston and in the Black-Scholes with stochastic interest rate models (Q1722758) (← links)
- Stochastic phase field \(\alpha \)-Navier-Stokes vesicle-fluid interaction model (Q1996925) (← links)
- Gaussian process regression for pricing variable annuities with stochastic volatility and interest rate (Q2044803) (← links)
- Numerical and convergence analysis of the stochastic Lagrangian averaged Navier-Stokes equations (Q2151624) (← links)
- Moving average options: machine learning and Gauss-Hermite quadrature for a double non-Markovian problem (Q2158055) (← links)
- Ergodicity of stochastic Cahn-Hilliard equations with logarithmic potentials driven by degenerate or nondegenerate noises (Q2189791) (← links)
- Weak convergence rates of splitting schemes for the stochastic Allen-Cahn equation (Q2192589) (← links)
- Computing credit valuation adjustment solving coupled PIDEs in the Bates model (Q2221460) (← links)
- Analysis of some splitting schemes for the stochastic Allen-Cahn equation (Q2321105) (← links)
- Pricing and hedging GLWB in the Heston and in the Black-Scholes with stochastic interest rate models (Q2520430) (← links)
- Central Limit Theorem for Adaptive Multilevel Splitting Estimators in an Idealized Setting (Q2957034) (← links)
- Stochastic Cahn–Hilliard Equation with Double Singular Nonlinearities and Two Reflections (Q3097494) (← links)
- Numerical methods for piecewise deterministic Markov processes with boundary (Q3465871) (← links)
- Numerical methods for piecewise deterministic Markov processes with boundary (Q4683750) (← links)
- Statistical and probabilistic modeling of a cloud of particles coupled with a turbulent fluid (Q4967885) (← links)
- Machine learning for pricing American options in high-dimensional Markovian and non-Markovian models (Q4991044) (← links)
- Analysis and simulation of rare events for SPDEs (Q5744934) (← links)
- Analysis of Some Splitting Schemes for the Stochastic Allen-Cahn Equation (Q6296687) (← links)
- $\alpha$-Navier-Stokes equation perturbed by space-time noise of trace class (Q6341276) (← links)
- Revisiting the framework for intermittency in Lagrangian stochastic models for turbulent flows: a way to an original and versatile numerical approach (Q6364003) (← links)
- Convergence of the stochastic Navier-Stokes-$\alpha$ solutions toward the stochastic Navier-Stokes solutions (Q6412965) (← links)
- Numerical approximation of SDEs with fractional noise and distributional drift (Q6427296) (← links)
- A New Non-Linear Density Fluctuations Stochastic Partial Differential Equation With a Singular Coefficient of Relevance to Polymer Dynamics and Rheology: Discussions, Proofs of Solution Existence, Uniqueness, and a Conjecture (Q6439764) (← links)