17 citations · 103 across the 21 of their papers we have counts for
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math.PR2019★ 17 cited
On the weak convergence rate of an exponential Euler scheme for SDEs governed by coefficients with superlinear growth
Mireille Bossy, Jean Francois Jabir, Kerlyns Martinez
We consider the problem of the approximation of the solution of a one-dimensional SDE with non-globally Lipschitz drift and diffusion coefficients behaving as , with . We…
math.PR2019★ 4 cited
New particle representations for ergodic McKean-Vlasov SDEs
H. AlRachid, Mireille Bossy, Cristiano Ricci +1
The aim of this paper is to introduce several new particle representations for \textit{ergodic} McKean-Vlasov SDEs. We construct new algorithms by leveraging recent progress in wea…