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users:pages:index [2020/02/19 17:02]
pages [Publications et travaux]
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pages [Publications et travaux]
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 **B. Articles soumis (7)** **B. Articles soumis (7)**
    
-1. AvecG. Callegaro, M. Grasselli, Fast Hybrid Schemes for Fractional Riccati Equations (Rough is not so +1. Avec G. Callegaro, M. Grasselli, Fast Hybrid Schemes for Fractional Riccati Equations (Rough is not so Tough) a paraitre dans //​Mathematics of Operation Research//, arXiv:​1805.12587 [q-fin.MF].
- Tough) a paraitre dans //​Mathematics of Operation Research//, ​ arXiv:​1805.12587 [q-fin.MF].+
  
 2. Avec I. Honoré, S. Menozzi, G. Pagès, Non-Asymptotic Gaussian Estimates for the Recursive Approximation of the Invariant Measure of a Diffusion, pré-pub. LPMA-1692, ​ a paraitre dans ://Annales de l'​IHP//​. 2. Avec I. Honoré, S. Menozzi, G. Pagès, Non-Asymptotic Gaussian Estimates for the Recursive Approximation of the Invariant Measure of a Diffusion, pré-pub. LPMA-1692, ​ a paraitre dans ://Annales de l'​IHP//​.
  
-3. Avec D. Giorgi, V. Lemaire, Weak Error for Nested Multilevel Monte Carlo, à paraître dans //​Methodology and Computing in Applied Probability//,​ https://​doi.org/​10.1007/​s11009-019-09751-3+3. Avec D. Giorgi, V. Lemaire, Weak Error for Nested Multilevel Monte Carlo, à paraître dans //​Methodology and Computing in Applied Probability//,​ https://​doi.org/​10.1007/​s11009-019-09751-3.
  
-4. Avec A. Sagna, Weak and strong error analysis of recursive quantization:​ a general approach with an application to jump diffusions, arXiv:​1808.09755,​ 2018, en revision mineure pour IMA Journal of Numerical Analysis.+4. Avec A. Sagna, Weak and strong error analysis of recursive quantization:​ a general approach with an application to jump diffusions, arXiv:​1808.09755,​ 2018, en revision mineure pour //IMA Journal of Numerical Analysis//.
  
  
 
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