The following pages link to Noufel Frikha (Q292914):
Displaying 23 items.
- Multi-level stochastic approximation algorithms (Q292915) (← links)
- Transport-entropy inequalities and deviation estimates for stochastic approximation schemes (Q388949) (← links)
- Concentration bounds for stochastic approximations (Q456280) (← links)
- (Q491174) (redirect page) (← links)
- A multi-step Richardson-Romberg extrapolation method for stochastic approximation (Q491176) (← links)
- Erratum: ``Concentration bounds for stochastic approximations'' (Q743404) (← links)
- On the weak approximation of a skew diffusion by an Euler-type scheme (Q1697028) (← links)
- Well-posedness and approximation of some one-dimensional Lévy-driven non-linear SDEs (Q1994897) (← links)
- Weak uniqueness and density estimates for SDEs with coefficients depending on some path-functionals (Q2179620) (← links)
- Well-posedness of some non-linear stable driven SDEs (Q2229370) (← links)
- From the backward Kolmogorov PDE on the Wasserstein space to propagation of chaos for McKean-Vlasov SDEs (Q2246808) (← links)
- Integration by parts formula for killed processes: a point of view from approximation theory (Q2274216) (← links)
- Well-posedness for some non-linear SDEs and related PDE on the Wasserstein space (Q2668963) (← links)
- CV<scp>a</scp> R HEDGING USING QUANTIZATION-BASED STOCHASTIC APPROXIMATION ALGORITHM (Q2788694) (← links)
- Shortfall Risk Minimization in Discrete Time Financial Market Models (Q2940764) (← links)
- Joint Modelling of Gas and Electricity Spot Prices (Q3176519) (← links)
- Recursive Computation of Value-at-Risk and Conditional Value-at-Risk using MC and QMC (Q3405433) (← links)
- Computing VaR and CVaR using stochastic approximation and adaptive unconstrained importance sampling (Q3654434) (← links)
- Quantization based recursive importance sampling (Q4900335) (← links)
- Parametrix method for the first hitting time of an elliptic diffusion with irregular coefficients (Q5086623) (← links)
- Probabilistic representation of integration by parts formulae for some stochastic volatility models with unbounded drift (Q5096633) (← links)
- Integration by parts formula for exit times of one dimensional diffusions (Q6612909) (← links)
- On some asymptotic expansions of skew diffusions (Q6630462) (← links)
