Differences
This shows you the differences between two versions of the page.
| Both sides previous revision Previous revision | |||
|
users:pages:index [2020/02/19 17:02] pages [Publications et travaux] |
users:pages:index [2020/02/19 17:05] (current) pages [Publications et travaux] |
||
|---|---|---|---|
| Line 294: | Line 294: | ||
| **B. Articles soumis (7)** | **B. Articles soumis (7)** | ||
| - | 1. Avec, G. 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//. |
