69 citations · 293 across the 53 of their papers we have counts for
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Quantization and martingale couplings
Benjamin Jourdain, Gilles Pagès
Quantization provides a very natural way to preserve the convex order when approximating two ordered probability measures by two finitely supported ones. Indeed, when the convex or…
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…
Martingale Wasserstein inequality for probability measures in the convex order
Benjamin Jourdain, William Margheriti
It was shown by the authors that two one-dimensional probability measures in the convex order admit a martingale coupling with respect to which the integral of is…
Optimal dual quantizers of -concave distributions: uniqueness and Lloyd like algorithm
Benjamin Jourdain, Gilles Pagès
We establish for dual quantization the counterpart of Kieffer's uniqueness result for compactly supported one dimensional probability distributions having a -concave density…
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…
Strong solutions to a beta-Wishart particle system
Benjamin Jourdain, Ezéchiel Kahn
The purpose of this paper is to study the existence and uniqueness of solutions to a Stochastic Differential Equation (SDE) coming from the eigenvalues of Wishart processes. The co…