Pierre Bras

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Weak error rates for numerical schemes of nonsingular stochastic Volterra equations with application to stochastic volatility models SIAM Journal on Financial Mathematics	2025-03-05	Paper
Convergence of Langevin-simulated annealing algorithms with multiplicative noise Mathematics of Computation	2024-04-16	Paper
Convergence of Langevin-simulated annealing algorithms with multiplicative noise. II: Total variation Monte Carlo Methods and Applications	2023-09-18	Paper
Simulation of reflected Brownian motion on two dimensional wedges Stochastic Processes and their Applications	2023-01-02	Paper
Total variation distance between two diffusions in small time with unbounded drift: application to the Euler-Maruyama scheme Electronic Journal of Probability	2022-12-08	Paper
Convergence rates of Gibbs measures with degenerate minimum Bernoulli	2022-09-28	Paper
Convergence rates of Gibbs measures with degenerate minimum Bernoulli	2022-09-28	Paper
Total variation distance between two diffusions in small time with unbounded drift: application to the Euler-Maruyama scheme (available as arXiv preprint)	2021-11-18	Paper
Convergence rates of Gibbs measures with degenerate minimum (available as arXiv preprint)	2021-01-27	Paper

Research outcomes over time

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