62 citations · 292 across the 13 of their papers we have counts for
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math.PR2018
Thinning and Multilevel Monte Carlo for Piecewise Deterministic (Markov) Processes. Application to a stochastic Morris-Lecar model
Vincent Lemaire, Michèle Thieullen, Nicolas Thomas
In the first part of this paper we study approximations of trajectories of Piecewise Deter-ministic Processes (PDP) when the flow is not explicit by the thinning method. We also es…
math.PR2018★ 7 cited
Weak error for nested Multilevel Monte Carlo
Daphné Giorgi, Vincent Lemaire, Gilles Pagès
This article discusses MLMC estimators with and without weights, applied to nested expectations of the form E [f (E [F (Y, Z)|Y ])]. More precisely, we are interested on the assump…