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researcher

J. Lelong

22 papers hereh-index 11424 citations47 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author4
  • middle author4
  • last author14

Across the 22 of 22 papers where every author was matched, so the position is known.

fields
  • math.PR14
  • q-fin.CP3
  • math.ST2
  • cs.CE1
  • q-fin.MF1
  • q-fin.PM1
same name
  • J. Lelong — 5 papers, h 2

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20072024
most citedRobust adaptive importance sampling for normal random vectors

26 citations · 87 across the 17 of their papers we have counts for

collaborators
Showing 2007Show all

1 paper · 1 filter

math.PR2007★ 22 cited

Almost sure convergence of randomly truncated stochastic algorithms under verifiable conditions

Jérôme Lelong

We study the almost sure convergence of randomly truncated stochastic algorithms. We present a new convergence theorem which extends the already known results by making vanish the…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.