Ludovic Goudenège

Available identifiers

zbMath Open goudenege.ludovicWikidataQ102376251 ScholiaQ102376251MaRDI QIDQ492949

List of research outcomes

Publication	Date of Publication	Type
A New Non-Linear Density Fluctuations Stochastic Partial Differential Equation With a Singular Coefficient of Relevance to Polymer Dynamics and Rheology: Discussions, Proofs of Solution Existence, Uniqueness, and a Conjecture	2023-06-09	Paper
Numerical approximation of SDEs with fractional noise and distributional drift	2023-02-22	Paper
Convergence of the stochastic Navier-Stokes-$\alpha$ solutions toward the stochastic Navier-Stokes solutions	2022-10-05	Paper
Moving average options: machine learning and Gauss-Hermite quadrature for a double non-Markovian problem	2022-07-22	Paper
Numerical and convergence analysis of the stochastic Lagrangian averaged Navier-Stokes equations	2022-07-05	Paper
Gaussian process regression for pricing variable annuities with stochastic volatility and interest rate	2021-08-10	Paper
Machine learning for pricing American options in high-dimensional Markovian and non-Markovian models	2021-06-02	Paper
Revisiting the framework for intermittency in Lagrangian stochastic models for turbulent flows: a way to an original and versatile numerical approach	2021-03-24	Paper
Stochastic phase field \(\alpha \)-Navier-Stokes vesicle-fluid interaction model	2021-02-28	Paper
Computing credit valuation adjustment solving coupled PIDEs in the Bates model	2021-02-02	Paper
Weak convergence rates of splitting schemes for the stochastic Allen-Cahn equation	2020-08-17	Paper
Ergodicity of stochastic Cahn-Hilliard equations with logarithmic potentials driven by degenerate or nondegenerate noises	2020-06-16	Paper
$\alpha$-Navier-Stokes equation perturbed by space-time noise of trace class	2020-05-23	Paper
Analysis of some splitting schemes for the stochastic Allen-Cahn equation	2019-08-28	Paper
Statistical and probabilistic modeling of a cloud of particles coupled with a turbulent fluid	2019-07-11	Paper
Pricing and hedging GMWB in the Heston and in the Black-Scholes with stochastic interest rate models	2019-02-18	Paper
Numerical methods for piecewise deterministic Markov processes with boundary	2018-09-26	Paper
Analysis of Some Splitting Schemes for the Stochastic Allen-Cahn Equation	2018-01-19	Paper
Unbiasedness of some generalized adaptive multilevel splitting algorithms	2017-02-21	Paper
Central Limit Theorem for Adaptive Multilevel Splitting Estimators in an Idealized Setting	2017-01-20	Paper
Pricing and hedging GLWB in the Heston and in the Black-Scholes with stochastic interest rate models	2016-12-13	Paper
Analysis and simulation of rare events for SPDEs	2016-02-10	Paper
Numerical methods for piecewise deterministic Markov processes with boundary	2016-01-29	Paper
A Wright-Fisher model with indirect selection	2015-11-20	Paper
Asymptotic properties of stochastic Cahn-Hilliard equation with singular nonlinearity and degenerate noise	2015-08-21	Paper
Stochastic Cahn–Hilliard Equation with Double Singular Nonlinearities and Two Reflections	2011-11-10	Paper
Stochastic Cahn-Hilliard equation with singular nonlinearity and reflection	2009-10-13	Paper

Research outcomes over time

This page was built for person: Ludovic Goudenège