Pierre Etoré

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
A probabilistic point of view for the Kolmogorov hypoelliptic equations ESAIM: Probability and Statistics	2023-08-21	Paper
scientific article; zbMATH DE number 7662454 (Why is no real title available?)	2023-03-13	Paper
scientific article; zbMATH DE number 7662454 (Why is no real title available?) (available as arXiv preprint)	2023-03-13	Paper
A transformed stochastic Euler scheme for multidimensional transmission PDE Journal of Computational and Applied Mathematics	2021-06-03	Paper
Global sensitivity analysis for models described by stochastic differential equations Methodology and Computing in Applied Probability	2020-08-28	Paper
Stochastic processes associated to multidimensional parabolic transmission problems in divergence form (available as arXiv preprint)	2020-04-06	Paper
Time inhomogeneous stochastic differential equations involving the local time of the unknown process, and associated parabolic operators Stochastic Processes and their Applications	2018-06-13	Paper
Stochastic Expansion for the Pricing of Call Options with Discrete Dividends Applied Mathematical Finance	2017-10-05	Paper
Exact simulation for solutions of one-dimensional stochastic differential equations with discontinuous drift ESAIM: Probability and Statistics	2015-02-17	Paper
\(L_1\)-distance for additive processes with time-homogeneous Lévy measures Electronic Communications in Probability	2014-09-29	Paper
Long time behaviour of a stochastic nanoparticle Journal of Differential Equations	2014-07-07	Paper
Asymptotic equivalence of jumps L\'evy processes and their discrete counterpart	2013-05-29	Paper
Exact simulation of one-dimensional stochastic differential equations involving the local time at zero of the unknown process Monte Carlo Methods and Applications	2013-04-12	Paper
On the existence of a time inhomogeneous skew Brownian motion and some related laws Electronic Journal of Probability	2012-06-22	Paper
On adaptive stratification Annals of Operations Research	2012-03-08	Paper
Adaptive optimal allocation in stratified sampling methods Methodology and Computing in Applied Probability	2010-10-14	Paper
A Donsker theorem to simulate one-dimensional processes with measurable coefficients ESAIM: Probability and Statistics	2007-11-30	Paper
A Donsker theorem to simulate one-dimensional processes with measurable coefficients ESAIM: Probability and Statistics	2007-11-30	Paper
On random walk simulation of one-dimensional diffusion processes with discontinuous coeffi\-cients Electronic Journal of Probability	2006-11-03	Paper
A probabilistic representation of the solution to a 1D evolution equation in a medium with negative index (available as arXiv preprint)	N/A	Paper

Research outcomes over time

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