69 citations · 293 across the 53 of their papers we have counts for
Showing 2019 · math.PRShow all
3 papers · 2 filters
math.PR2019
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…
math.PR2019
Convex order, quantization and monotone approximations of ARCH models
Benjamin Jourdain, Gilles Pagès
We are interested in proposing approximations of a sequence of probability measures in the convex order by finitely supported probability measures still in the convex order. We pro…
math.PR2019
Convergence of metadynamics: discussion of the adiabatic hypothesis
Benjamin Jourdain, Tony Lelièvre, Pierre-André Zitt
By drawing a parallel between metadynamics and self interacting models for polymers, we study the longtime convergence of the original metadynamics algorithm in the adiabatic setti…