9 citations · 16 across the 20 of their papers we have counts for
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On some errors related to the graduation of measuring instruments
Nicolas Bouleau
The error on a real quantity Y due to the graduation of the measuring instrument may be represented, when the graduation is regular and fines down, by a Dirichlet form on R whose s…
The Shift, properties and recommendations for practical use
Nicolas Bouleau
Because the stochastic calculus yields rarely random variables with laws defined by explicit closed formulas, probabilistic numerical computations are done most often by simulation…
On numerical integration by the shift and application to Wiener space
Nicolas Bouleau
The aim of this study is to clarify the consequences of recent theoretical results for the numerical computation of expectation by the shift method, and in particular to yield suff…
An extension to the Wiener space of the arbitrary functions principle
Nicolas Bouleau
The arbitrary functions principle says that the fractional part of converges stably to an independent random variable uniformly distributed on the unit interval, as soon as th…
Viscoelasticity and Lévy processes
Nicolas Bouleau
We show that the linear viscoelastic materials, and more generally the physical phenomena to which Biot's relaxation theory is relevant, can be put in correspondance with the laws…
Error calculus and path sensitivity in financial models
Nicolas Bouleau
In the framework of risk management, for the study of the sensitivity of pricing and hedging in stochastic financial models to changes of parameters and to perturbations of the sto…