The following pages link to Abass Sagna (Q408107):
Displaying 12 items.
- The multi-level Monte Carlo finite element method for a stochastic Brinkman problem (Q373227) (← links)
- Asymptotics of the maximal radius of an \(L^{r}\)-optimal sequence of quantizers (Q408108) (← links)
- On computation of the steady-state probability distribution of probabilistic Boolean networks with gene perturbation (Q433954) (← links)
- Improved error bounds for quantization based numerical schemes for BSDE and nonlinear filtering (Q681989) (← links)
- \(\varepsilon\)-strong simulation of the Brownian path (Q1932226) (← links)
- Product Markovian quantization of a diffusion process with applications to finance (Q2176359) (← links)
- Recursive Marginal Quantization of the Euler Scheme of a Diffusion Process (Q4682490) (← links)
- Quantization based recursive importance sampling (Q4900335) (← links)
- Weak and strong error analysis of recursive quantization: a general approach with an application to jump diffusions (Q5077071) (← links)
- Conditional hitting time estimation in a nonlinear filtering model by the Brownian bridge method (Q5265777) (← links)
- Pricing of barrier options by marginal functional quantization (Q5388198) (← links)
- Universal<i>L<sup>s</sup></i>-rate-optimality of<i>L<sup>r</sup></i>-optimal quantizers by dilatation and contraction (Q5851019) (← links)