3 papers
math-ph2022
A probabilistic representation of the solution to a 1D evolution equation in a medium with negative index
Éric Bonnetier, Pierre Etoré, Miguel Martinez
In this work we investigate a 1D evolution equation involving a divergence form operator where the diffusion coefficient inside the divergence is changing sign, as in models for me…
math.PR2018
Global sensitivity analysis for models described by stochastic differential equations
Pierre Etoré, Clémentine Prieur, Dang Khoi Pham +1
Many mathematical models involve input parameters, which are not precisely known. Global sensitivity analysis aims to identify the parameters whose uncertainty has the largest impa…
math.PR2016
Time inhomogeneous Stochastic Differential Equations involving the local time of the unknown process, and associated parabolic operators
Pierre Etoré, Miguel Martinez
In this paper we study time-inhomogeneous versions of one-dimensional Stochastic Differential Equations (SDE) involving the Local Time of the unknown process on curves. After provi…