1 citations · 1 across the 1 of their papers we have counts for
2 papers
math.CA2018★ 1 cited
Existence and uniqueness properties for solutions of a class of Banach space valued evolution equations
Arnulf Jentzen, Sara Mazzonetto, Diyora Salimova
In this note we provide a self-contained proof of an existence and uniqueness result for a class of Banach space valued evolution equations with an additive forcing term. The frame…
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…