Clément Rey

Available identifiers

Publication	Date of Publication	Type
Deterministic computation of quantiles in a Lipschitz framework	2025-01-16	Paper
Discretization of the ergodic functional central limit theorem	2023-11-21	Paper
A Comparative Study of Polynomial-Type Chaos Expansions for Indicator Functions	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	2021-01-15	Paper
Recursive computation of invariant distributions of Feller processes	2020-01-24	Paper
Recursive computation of the invariant distributions of Feller processes: revisited examples and new applications	2019-05-31	Paper
Numerical methods for Stochastic differential equations: two examples	2019-01-29	Paper
Approximation of Markov semigroups in total variation distance under an irregular setting: an application to the CIR process	2019-01-25	Paper
Convergence in total variation distance of a third order scheme for one-dimensional diffusion processes	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	2016-10-12	Paper
Approximation of Markov semigroups in total variation distance	2016-05-23	Paper
"H\""ormander properties of discrete time Markov processes"	N/A	Paper
High order weak approximation of Stochastic Differential Equations for bounded and measurable test functions	N/A	Paper

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