activity
20082026
most citedWell-Posedness for Some Non-Linear Diffusion Processes and Related PDE on the Wasserstein Space

24 citations · 53 across the 26 of their papers we have counts for

collaborators
Showing 2013Show all

2 papers · 1 filter

math.PR2013★ 1 cited

Multi-level stochastic approximation algorithms

Noufel Frikha

This paper studies multi-level stochastic approximation algorithms. Our aim is to extend the scope of the multilevel Monte Carlo method recently introduced by Giles (Giles 2008) to…

math.PR2013

Transport-entropy inequalities and deviation estimates for stochastic approximation schemes

Max Fathi, Noufel Frikha

We obtain new transport-entropy inequalities and, as a by-product, new deviation estimates for the laws of two kinds of discrete stochastic approximation schemes. The first one ref…