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 2018 · math.PRShow all

3 papers · 2 filters

math.PR2018★ 5 cited

Strong regularization by Brownian noise propagating through a weak H{ö}rmander structure

Paul-Eric Chaudru de Raynal, Igor Honoré, Stephane Menozzi

We establish strong uniqueness for a class of degenerate SDEs of weak H{ö}rmander type under suitable H{ö}lder regularity conditions for the associated drift term. Our approach rel…

math.PR2018

Mean square rate of convergence for random walk approximation of forward-backward SDEs

Christel Geiss, Céline Labart, Antti Luoto

Let (Y, Z) denote the solution to a forward-backward SDE. If one constructs a random walk B n from the underlying Brownian motion B by Skorohod embedding, one can show L 2 converge…

math.PR2018

Empirical measures: regularity is a counter-curse to dimensionality

Benoît Kloeckner

We propose a "decomposition method" to prove non-asymptotic bound for the convergence of empirical measures in various dual norms. The main point is to show that if one measures co…