1 citations · 1 across the 7 of their papers we have counts for
Showing 2024 · math.PRShow all
3 papers · 2 filters
math.PR2024
Deterministic computation of quantiles in a Lipschitz framework
Yurun Gu, Clément Rey
In this article, we focus on computing the quantiles of a random variable , where is a -valued random variable, , and $f:[0,1]^d\to \mat…
math.PR2024
High order weak approximation of Stochastic Differential Equations for bounded and measurable test functions
Clément Rey
We present a method for approximating solutions of Stochastic Differential Equations (SDEs) with arbitrary rates. This approximation is derived for bounded and measurable test func…
math.PR2024
Hörmander properties of discrete time Markov processes
Clément Rey
We present an abstract framework for establishing smoothing properties within a specific class of inhomogeneous discrete-time Markov processes. These properties, in turn, serve as…