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20082025
most citedOn the weak convergence rate of an exponential Euler scheme for SDEs governed by coefficients with superlinear growth

17 citations · 103 across the 21 of their papers we have counts for

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Showing 2024Show all

3 papers · 1 filter

physics.flu-dyn2024★ 1 cited

Particle resuspension from complex multilayer deposits by laminar flows: statistical analysis and modeling

Hao Liu, Mireille Bossy, Bernhard Vowinckel +1

Particle resuspension refers to the physical process by which solid particles deposited on a surface are, first, detached and, then, entrained away by the action of a fluid flow. I…

math.NA2024

Strong convergence of the exponential Euler scheme for SDEs with superlinear growth coefficients and one-sided Lipschitz drift

Mireille Bossy, Kerlyns Martínez

We consider the problem of the discrete-time approximation of the solution of a one-dimensional SDE with piecewise locally Lipschitz drift and continuous diffusion coefficients wit…

math.PR2024★ 1 cited

On the -Euler-Maruyama scheme for time-inhomogeneous jump-driven SDEs

Mireille Bossy, Paul Maurer

We consider a class of general SDEs with a jump integral term driven by a time-inhomogeneous Poisson random measure. We propose a two-parameters Euler-type scheme for this SDE clas…