5 citations · 8 across the 9 of their papers we have counts for
4 papers · 1 filter
Total variation distance between two diffusions in small time with unbounded drift: application to the Euler-Maruyama scheme
Pierre Bras, Gilles Pagès, Fabien Panloup
We give bounds for the total variation distance between the solutions to two stochastic differential equations starting at the same point and with close coefficients, which applies…
Convergence of Langevin-Simulated Annealing algorithms with multiplicative noise
Pierre Bras, Gilles Pagès
We study the convergence of Langevin-Simulated Annealing type algorithms with multiplicative noise, i.e. for a potential function to minimize, we…
Simulation of Reflected Brownian motion on two dimensional wedges
Pierre Bras, Arturo Kohatsu-Higa
We study a correlated Brownian motion in two dimensions, which is reflected, stopped or killed in a wedge represented as the intersection of two half spaces. First, we provide expl…
Convergence rates of Gibbs measures with degenerate minimum
Pierre Bras
We study convergence rates for Gibbs measures, with density proportional to , as where admits a unique glob…