Clément Rey

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
Deterministic computation of quantiles in a Lipschitz framework Journal of Computational and Applied Mathematics	2025-01-16	Paper
Discretization of the ergodic functional central limit theorem Journal of Theoretical Probability	2023-11-21	Paper
A Comparative Study of Polynomial-Type Chaos Expansions for Indicator Functions SIAM/ASA Journal on Uncertainty Quantification	2022-11-25	Paper
Arbitrary order total variation Convergence of Markov semigroups using random grids	2021-03-09	Paper
Metamodel of a large credit risk portfolio in the Gaussian copula model SIAM Journal on Financial Mathematics	2021-01-15	Paper
Recursive computation of invariant distributions of Feller processes Stochastic Processes and their Applications	2020-01-24	Paper
Recursive computation of the invariant distributions of Feller processes: revisited examples and new applications Monte Carlo Methods and Applications	2019-05-31	Paper
Numerical methods for Stochastic differential equations: two examples ESAIM: Proceedings and Surveys	2019-01-29	Paper
Approximation of Markov semigroups in total variation distance under an irregular setting: an application to the CIR process Stochastic Processes and their Applications	2019-01-25	Paper
Convergence in total variation distance of a third order scheme for one-dimensional diffusion processes Monte Carlo Methods and Applications	2017-03-16	Paper
Recursive computation of the invariant distribution of Markov and Feller processes	2017-03-13	Paper
Maximum likelihood estimation for Wishart processes Stochastic Processes and their Applications	2016-10-12	Paper
Approximation of Markov semigroups in total variation distance Electronic Journal of Probability	2016-05-23	Paper
"H\""ormander properties of discrete time Markov processes" (available as arXiv preprint)	N/A	Paper
High order weak approximation of Stochastic Differential Equations for bounded and measurable test functions (available as arXiv preprint)	N/A	Paper

Research outcomes over time

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