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math.PR2023
A general martingale approach to large noise homogenization
Dimitri Faure, Mathias Rousset
We consider Markov processes with generator of the form , in which generates a so-called dominant process that converges at la…
math.PR2014★ 3 cited
A -uniform quantitative Tanaka's theorem for the conservative Kac's -particle system with Maxwell molecules
Mathias Rousset
This paper considers the space homogenous Boltzmann equation with Maxwell molecules and arbitrary angular distribution. Following Kac's program, emphasis is laid on the the associa…
math.PR2014★ 2 cited
Analysis of Adaptive Multilevel Splitting algorithms in an idealized case
Charles-Edouard Bréhier, Tony Lelievre, Mathias Rousset
The Adaptive Multilevel Splitting algorithm is a very powerful and versatile method to estimate rare events probabilities. It is an iterative procedure on an interacting particle s…