Jacques Printems

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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
Volatility uncertainty quantification in a stochastic control problem applied to energy Methodology and Computing in Applied Probability	2020-05-04	Paper
Weak convergence of a fully discrete approximation of a linear stochastic evolution equation with a positive-type memory term Journal of Mathematical Analysis and Applications	2015-03-27	Paper
Strong order of convergence of a fully discrete approximation of a linear stochastic Volterra type evolution equation Mathematics of Computation	2014-09-10	Paper
Absolute continuity for some one-dimensional processes Bernoulli	2012-09-19	Paper
Stability of the stochastic heat equation in \(L^{1}([0,1)\)] Electronic Communications in Probability	2011-09-09	Paper
Weak order for the discretization of the stochastic heat equation Mathematics of Computation	2010-11-07	Paper
Optimal Quantization for Finance: From Random Vectors to Stochastic Processes Special Volume: Mathematical Modeling and Numerical Methods in Finance	2009-06-05	Paper
Convergence of a semi-discrete scheme for the stochastic Korteweg-de Vries equation Discrete and Continuous Dynamical Systems. Series B	2008-02-22	Paper
Discretization and Simulation of the Zakai Equation SIAM Journal on Numerical Analysis	2008-01-07	Paper
scientific article; zbMATH DE number 5010399 (Why is no real title available?)	2006-03-09	Paper
Functional quantization for numerics with an application to option pricing Monte Carlo Methods and Applications	2006-01-24	Paper
A QUANTIZATION TREE METHOD FOR PRICING AND HEDGING MULTIDIMENSIONAL AMERICAN OPTIONS Mathematical Finance	2005-08-17	Paper
AN OPTIMAL MARKOVIAN QUANTIZATION ALGORITHM FOR MULTI-DIMENSIONAL STOCHASTIC CONTROL PROBLEMS Stochastics and Dynamics	2005-03-21	Paper
Optimal quadratic quantization for numerics: the Gaussian case Monte Carlo Methods and Applications	2003-10-27	Paper
scientific article; zbMATH DE number 1971046 (Why is no real title available?) Journal of Computational Analysis and Applications	2003-08-25	Paper
On the discretization in time of parabolic stochastic partial differential equations Monte Carlo Methods and Applications	2003-03-09	Paper
First-Order Schemes in the Numerical Quantization Method Mathematical Finance	2003-01-01	Paper
On the discretization in time of parabolic stochastic partial differential equations M2AN. Mathematical Modelling and Numerical Analysis. ESAIM, European Series in Applied and Industrial Mathematics	2002-03-20	Paper
A stochastic quantization method for nonlinear problems. Monte Carlo Methods and Applications	2001-01-01	Paper
The stochastic Korteweg-de Vries equation in \(L^2(\mathbb{R})\) Journal of Differential Equations	1999-12-13	Paper
Numerical simulation of the stochastic Korteweg-de Vries equation Physica D	1999-12-06	Paper

Research outcomes over time

This page was built for person: Jacques Printems