output
19962022
most citedThe VOLNA code for the numerical modelling of tsunami waves: generation, propagation and inundation

107 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.

collaborating institutions
Showing 2015 · math.PRShow all

7 papers · 2 filters

math.PR2015★ 12 cited

Strong well-posedness of McKean-Vlasov stochastic differential equation with H{ö}lder drift

Paul-Eric Chaudru de Raynal

In this paper, we prove pathwise uniqueness for stochastic systems of McKean-Vlasov type with singular drift, even in the measure argument, and uniformly non-degenerate Lipschitz d…

math.PR2015★ 1 cited

Persistent random walks

Peggy Cénac, Basile De Loynes, Arnaud Le Ny +1

We consider a walker that at each step keeps the same direction with a probabilitythat depends on the time already spent in the direction the walker is currently moving. In this pa…

math.PR2015★ 5 cited

Characterization of a class of weak transport-entropy inequalities on the line

Nathael Gozlan, Cyril Roberto, Paul-Marie Samson +2

We study an optimal weak transport cost related to the notion of convex order between probability measures. On the real line, we show that this weak transport cost is reached for a…

math.PR2015★ 2 cited

Stochastic Coalescence Multi-Fragmentation Processes

Eduardo Cepeda

We study infinite systems of particles which undergo coalescence and fragmentation, in a manner determined solely by their masses. A pair of particles having masses and coa…

math.PR2015★ 3 cited

An asymptotic shape theorem for additive random linear growth models

Aurelia Deshayes, Pierrick Siest

In this paper, we define a class of additive random growth models whose growth is at least and at most linear and prove an asymptotic shape theorem for these models. This proof gen…

math.PR2015

Simulation of BSDEs with jumps by Wiener Chaos Expansion

Christel Geiss, Céline Labart

We present an algorithm to solve BSDEs with jumps based on Wiener Chaos Expansion and Picard's iterations. This paper extends the results given in Briand-Labart (2014) to the case…

math.PR2015

Reflected scheme for doubly reflected BSDEs with jumps and RCLL obstacles

Roxana Dumitrescu, Céline Labart

We introduce a discrete time reflected scheme to solve doubly reflected Backward Stochastic Differential Equations with jumps (in short DRBSDEs), driven by a Brownian motion and an…