396 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- Centre National de la Recherche ScientifiqueFR154 papers
- Paris-Est SupFR126 papers
- École nationale des ponts et chausséesFR92 papers
- CERMICSFR71 papers
- Institut national de recherche en sciences et technologies du numériqueFR64 papers
- Laboratoire d'Informatique Gaspard-MongeFR46 papers
- Laboratoire d’Analyse et de Mathématiques AppliquéesFR44 papers
- Université Paris-Est CréteilFR40 papers
- Université Paris-Est Marne-la-ValléeFR39 papers
- Laboratoire NavierFR33 papers
- Laboratoire Modélisation et Simulation Multi-EchelleFR29 papers
- Université Paris DiderotFR15 papers
3 papers · 2 filters
On a new class of score functions to estimate tail probabilities of some stochastic processes with Adaptive Multilevel Splitting
Charles-Edouard Bréhier, Tony Lelièvre
We investigate the application of the Adaptive Multilevel Splitting algorithm for the estimation of tail probabilities of solutions of Stochastic Differential Equations evaluated a…
Bias behaviour and antithetic sampling in mean-field particle approximations of SDEs nonlinear in the sense of McKean
Oumaima Bencheikh, Benjamin Jourdain
In this paper, we prove that the weak error between a stochastic differential equation with nonlinearity in the sense of McKean given by moments and its approximation by the Euler…
Absence of Dobrushin states for long-range Ising models
Loren Coquille, Aernout C. D. van Enter, Arnaud Le Ny +1
We consider the two-dimensional Ising model with long-range pair interactions of the form with , mostly when . We show that Dobrushin sta…