output
20092022
most citedFast and stable multivariate kernel density estimation by fast sum updating

52 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

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Showing math.PRShow all

2 papers · 1 filter

math.PR2018★ 1 cited

On the well-posedness of a class of McKean Feynman-Kac equations

Jonas Lieber, Nadia Oudjane, Francesco Russo

We analyze the well-posedness of a so called McKean Feynman-Kac Equation (MFKE), which is a McKean type equation with a Feynman-Kac perturbation. We provide in particular weak and…

math.PR2009

A Probabilistic Numerical Method for Fully Nonlinear Parabolic PDEs

Arash Fahim, Nizar Touzi, Xavier Warin

We consider the probabilistic numerical scheme for fully nonlinear PDEs suggested in \cite{cstv}, and show that it can be introduced naturally as a combination of Monte Carlo and f…