The following pages link to Benjamin Jourdain (Q171242):
Displayed 50 items.
- Stochastic flow approach to Dupire's formula (Q2463720) (← links)
- Long-time asymptotics of a multiscale model for polymeric fluid flows (Q2492913) (← links)
- Probabilistic approximation and inviscid limits for one-dimensional fractional conservation laws (Q2496942) (← links)
- Optimal transport bounds between the time-marginals of a multidimensional diffusion and its Euler scheme (Q2515937) (← links)
- On a variance reduction technique for micro--macro simulations of polymeric fluids (Q2573360) (← links)
- Non-asymptotic error bounds for the multilevel Monte Carlo Euler method applied to SDEs with constant diffusion coefficient (Q2631837) (← links)
- Strong solutions to a beta-Wishart particle system (Q2677000) (← links)
- Minimisation de l'entropie relative par méthode de Monte-Carlo (Q2711896) (← links)
- A STOCHASTIC PARTICLE METHOD FOR THE SOLUTION OF A 1D VISCOUS SCALAR CONSERVATION LAW IN A BOUNDED INTERVAL (Q2724978) (← links)
- Probabilistic gradient approximation for a viscous scalar conservation law in space dimension <i>d</i>≥2 (Q2747866) (← links)
- A multitype sticky particle construction of Wasserstein stable semigroups solving one-dimensional diagonal hyperbolic systems with large monotonic data (Q2831995) (← links)
- Coupling index and stocks (Q2869971) (← links)
- A Review of Recent Results on Approximation of Solutions of Stochastic Differential Equations (Q2909979) (← links)
- Efficiency of the Wang-Landau Algorithm: A Simple Test Case (Q2927897) (← links)
- CONVENIENT MULTIPLE DIRECTIONS OF STRATIFICATION (Q3100993) (← links)
- GENERAL DUALITY FOR PERPETUAL AMERICAN OPTIONS (Q3168856) (← links)
- (Q3188122) (← links)
- Does Waste Recycling Really Improve the Multi-Proposal Metropolis–Hastings algorithm? an Analysis Based on Control Variates (Q3402050) (← links)
- On two numerical problems in applied probability : discretization of Stochastic Differential Equations and optimization of an expectation depending on a parameter (Q3451723) (← links)
- (Q3458508) (← links)
- Erratum. Exact retrospective Monte Carlo computation of arithmetic average Asian options (Q3580729) (← links)
- Nonlinear SDEs driven by L\'evy processes and related PDEs (Q3623872) (← links)
- (Q3656690) (← links)
- (Q4213422) (← links)
- Diffusions with a nonlinear irregular drift coefficient and probabilistic interpretation of generalized Burgers' equations (Q4386043) (← links)
- Ninomiya-Victoir scheme : Multilevel Monte Carlo estimators and discretization of the involved Ordinary Differential Equations (Q4606416) (← links)
- (Q4659188) (← links)
- PROBABILISTIC INTERPRETATION AND PARTICLE METHOD FOR VORTEX EQUATIONS WITH NEUMANN’S BOUNDARY CONDITION (Q4673923) (← links)
- NUMERICAL ANALYSIS OF MICRO–MACRO SIMULATIONS OF POLYMERIC FLUID FLOWS: A SIMPLE CASE (Q4799006) (← links)
- (Q4807839) (← links)
- Existence, uniqueness and convergence of a particle approximation for the Adaptive Biasing Force process (Q4933346) (← links)
- A probabilistic particle approximation of the “Paveri-Fontana” kinetic model of traffic flow (Q4967345) (← links)
- Bias behaviour and antithetic sampling in mean-field particle approximations of SDEs nonlinear in the sense of McKean (Q4967870) (← links)
- Quantization and martingale couplings (Q5026465) (← links)
- Convergence in Total Variation of the Euler--Maruyama Scheme Applied to Diffusion Processes with Measurable Drift Coefficient and Additive Noise (Q5093635) (← links)
- Existence of a calibrated regime switching local volatility model (Q5109975) (← links)
- Squared quadratic Wasserstein distance: optimal couplings and Lions differentiability (Q5140338) (← links)
- (Q5241677) (← links)
- On the long time behavior of stochastic vortices systems (Q5250651) (← links)
- Convergence of the Wang-Landau algorithm (Q5264128) (← links)
- (Q5296563) (← links)
- SAMPLING OF ONE-DIMENSIONAL PROBABILITY MEASURES IN THE CONVEX ORDER AND COMPUTATION OF ROBUST OPTION PRICE BOUNDS (Q5376998) (← links)
- Regularity of the Exercise Boundary for American Put Options on Assets with Discrete Dividends (Q5388675) (← links)
- Exact retrospective Monte Carlo computation of arithmetic average Asian options (Q5421246) (← links)
- Probabilistic Approximation of a Nonlinear Parabolic Equation Occurring in Rheology (Q5443749) (← links)
- Diffusion Monte Carlo method: Numerical Analysis in a Simple Case (Q5447897) (← links)
- (Q5482367) (← links)
- QUANTUM MONTE CARLO SIMULATIONS OF FERMIONS: A MATHEMATICAL ANALYSIS OF THE FIXED-NODE APPROXIMATION (Q5487856) (← links)
- (Q5703081) (← links)
- Efficient Second-order Weak Scheme for Stochastic Volatility Models (Q5746534) (← links)