2 papers
math.PR2026
Weak error for SDEs with additive stable noise and singular drift: choose the test function in the same space as the drift!
Benjamin Jourdain, Stéphane Menozzi
We emphasize that for a stochastic differential equation with isotropic stable additive noise and non Lipschitz drift, when considering an appropriate discretization scheme and the…
math.PR2024
Convex comparison of Gaussian mixtures
Benjamin Jourdain, Gilles Pagès
Motivated by the study of the propagation of convexity by semi-groups of stochastic differential equations and convex comparison between the distributions of solutions of two such…