31 citations · 43 across the 10 of their papers we have counts for
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math.PR2016
Exact simulation of Brownian diffusions with drift admitting jumps
David Dereudre, Sara Mazzonetto, Sylvie Roelly
In this paper, using an algorithm based on the retrospective rejection sampling scheme, we propose an exact simulation of a Brownian diffusion whose drift admits several jumps. We…
math.PR2016★ 31 cited
Stationary measures and phase transition for a class of probabilistic cellular automata
Paolo Dai Pra, Pierre-Yves Louis, Sylvie Roelly
We discuss various properties of Probabilistic Cellular Automata, such as the structure of the set of stationary measures and multiplicity of stationary measures (or phase transiti…