Jacques Printems

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Person:453263

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zbMath Open printems.jacquesMaRDI QIDQ453263

List of research outcomes

PublicationDate of PublicationType
Volatility uncertainty quantification in a stochastic control problem applied to energy2020-05-04Paper
Weak convergence of a fully discrete approximation of a linear stochastic evolution equation with a positive-type memory term2015-03-27Paper
Strong order of convergence of a fully discrete approximation of a linear stochastic Volterra type evolution equation2014-09-10Paper
Absolute continuity for some one-dimensional processes2012-09-19Paper
Stability of the stochastic heat equation in \(L^{1}([0,1)\)]2011-09-09Paper
Weak order for the discretization of the stochastic heat equation2010-11-07Paper
Optimal Quantization for Finance: From Random Vectors to Stochastic Processes2009-06-05Paper
Convergence of a semi-discrete scheme for the stochastic Korteweg-de Vries equation2008-02-22Paper
Discretization and Simulation of the Zakai Equation2008-01-07Paper
https://portal.mardi4nfdi.de/entity/Q33740682006-03-09Paper
Functional quantization for numerics with an application to option pricing2006-01-24Paper
A QUANTIZATION TREE METHOD FOR PRICING AND HEDGING MULTIDIMENSIONAL AMERICAN OPTIONS2005-08-17Paper
AN OPTIMAL MARKOVIAN QUANTIZATION ALGORITHM FOR MULTI-DIMENSIONAL STOCHASTIC CONTROL PROBLEMS2005-03-21Paper
Optimal quadratic quantization for numerics: the Gaussian case2003-10-27Paper
https://portal.mardi4nfdi.de/entity/Q44231442003-08-25Paper
On the discretization in time of parabolic stochastic partial differential equations2003-03-09Paper
First-Order Schemes in the Numerical Quantization Method2003-01-01Paper
On the discretization in time of parabolic stochastic partial differential equations2002-03-20Paper
A stochastic quantization method for nonlinear problems2001-01-01Paper
The stochastic Korteweg-de Vries equation in \(L^2(\mathbb{R})\)1999-12-13Paper
Numerical simulation of the stochastic Korteweg-de Vries equation1999-12-06Paper

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