113 citations · 181 across the 8 of their papers we have counts for
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math.PR2016★ 2 cited
An unbiased Monte Carlo estimator for derivatives. Application to CIR
Victor Reutenauer, Etienne Tanré
In this paper, we present extensions of the exact simulation algorithm introduced by Beskos et al. (2006). First, a modification in the order in which the simulation is done accele…
math.PR2016★ 1 cited
Stability of synchronization under stochastic perturbations in leaky integrate and fire neural networks of finite size
Pierre Guiraud, Etienne Tanré
We study the synchronization of fully-connected and totally excitatory integrate and fire neural networks in presence of Gaussian white noises. Using a large deviation principle, w…