4 papers
Approximation rate in Wasserstein distance of probability measures on the real line by deterministic empirical measures
Oumaima Bencheikh, Benjamin Jourdain
We are interested in the approximation in Wasserstein distance with index of a probability measure on the real line with finite moment of order by the empirical me…
Convergence in total variation of the Euler-Maruyama scheme applied to diffusion processes with measurable drift coefficient and additive noise
Oumaima Bencheikh, Benjamin Jourdain
We are interested in the Euler-Maruyama discretization of a stochastic differential equation in dimension with constant diffusion coefficient and bounded measurable drift coeff…
Weak and strong error analysis for mean-field rank based particle approximations of one dimensional viscous scalar conservation law
Oumaima Bencheikh, Benjamin Jourdain
In this paper, we analyse the rate of convergence of a system of interacting particles with mean-field rank based interaction in the drift coefficient and constant diffusion co…
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…