The following pages link to Benjamin Jourdain (Q171242):
Displaying 50 items.
- A trajectorial interpretation of the dissipations of entropy and Fisher information for stochastic differential equations (Q272943) (← links)
- Ninomiya-Victoir scheme: strong convergence, antithetic version and application to multilevel estimators (Q308405) (← links)
- Reducing the debt: is it optimal to outsource an investment? (Q317548) (← links)
- Optimal convergence rate of the multitype sticky particle approximation of one-dimensional diagonal hyperbolic systems with monotonic initial data (Q321609) (← links)
- Propagation of chaos for rank-based interacting diffusions and long time behaviour of a scalar quasilinear parabolic equation (Q378033) (← links)
- Regularity of the American put option in the Black-Scholes model with general discrete dividends (Q444350) (← links)
- Lévy flights in evolutionary ecology (Q455776) (← links)
- Equivalence of the Poincaré inequality with a transport-chi-square inequality in dimension one (Q456274) (← links)
- Optimal scaling for the transient phase of Metropolis Hastings algorithms: the longtime behavior (Q470057) (← links)
- Self-healing umbrella sampling: convergence and efficiency (Q517390) (← links)
- Convergence of a stochastic particle approximation for fractional scalar conservation laws (Q544501) (← links)
- On adaptive stratification (Q666354) (← links)
- Adaptive optimal allocation in stratified sampling methods (Q708783) (← links)
- Uniqueness via probabilistic interpretation for the discrete coagulation fragmentation equation (Q815051) (← links)
- Exact volatility calibration based on a Dupire-type call-put duality for perpetual American options (Q841614) (← links)
- A moments and strike matching binomial algorithm for pricing American put options (Q940997) (← links)
- Propagation of chaos and Poincaré inequalities for a system of particles interacting through their CDF (Q957515) (← links)
- Robust adaptive importance sampling for normal random vectors (Q983877) (← links)
- (Q1275384) (redirect page) (← links)
- Propagation of chaos and fluctuations for a moderate model with smooth initial data (Q1275386) (← links)
- Existence of solution for a micro-macro model of polymeric fluid: The FENE model. (Q1431783) (← links)
- Diffusion processes associated with nonlinear evolution equations for signed measures (Q1577411) (← links)
- Signed sticky particles and 1D scalar conservation laws (Q1598494) (← links)
- Computation of sensitivities for the invariant measure of a parameter dependent diffusion (Q1617256) (← links)
- Convergence and efficiency of adaptive importance sampling techniques with partial biasing (Q1637382) (← links)
- Stochastic particle approximation of the Keller-Segel equation and two-dimensional generalization of Bessel processes (Q1688018) (← links)
- Evolution of the Wasserstein distance between the marginals of two Markov processes (Q1708973) (← links)
- A probabilistic approach for nonlinear equations involving the fractional Laplacian and a singular operator (Q1775509) (← links)
- Rate of convergence of a particle method for the solution of a 1D viscous scalar conservation law in a bounded interval (Q1872309) (← links)
- Probabilistic characteristics method for a one-dimensional inviscid scalar conservation law (Q1872381) (← links)
- Approximation of American put prices by European prices via an embedding method. (Q1872409) (← links)
- A stochastic approach for the numerical simulation of the general dynamics equation for aerosols. (Q1873352) (← links)
- Probabilistic approximation for a porous medium equation. (Q1877524) (← links)
- Convergence of moderately interacting particle systems to a diffusion-convection equation (Q1965911) (← links)
- A new family of one dimensional martingale couplings (Q2024524) (← links)
- Optimal dual quantizers of \(1 D\log \)-concave distributions: uniqueness and Lloyd like algorithm (Q2037064) (← links)
- Approximation rate in Wasserstein distance of probability measures on the real line by deterministic empirical measures (Q2071757) (← links)
- Central limit theorem over non-linear functionals of empirical measures with applications to the mean-field fluctuation of interacting diffusions (Q2076614) (← links)
- Convex order, quantization and monotone approximations of ARCH models (Q2100004) (← links)
- Weak and strong error analysis for mean-field rank-based particle approximations of one-dimensional viscous scalar conservation laws (Q2108887) (← links)
- Martingale Wasserstein inequality for probability measures in the convex order (Q2136998) (← links)
- Approximation of martingale couplings on the line in the adapted weak topology (Q2140003) (← links)
- Sampling of probability measures in the convex order by Wasserstein projection (Q2227463) (← links)
- Convergence of metadynamics: discussion of the adiabatic hypothesis (Q2240890) (← links)
- Capital distribution and portfolio performance in the mean-field Atlas model (Q2351635) (← links)
- Optimal scaling for the transient phase of the random walk Metropolis algorithm: the mean-field limit (Q2354897) (← links)
- Random models. Applications to engineering and the life sciences (Q2433632) (← links)
- A remark on the optimal transport between two probability measures sharing the same copula (Q2444387) (← links)
- The small noise limit of order-based diffusion processes (Q2448517) (← links)
- Pathwise optimal transport bounds between a one-dimensional diffusion and its Euler scheme (Q2454403) (← links)
