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Benjamin Jourdain (CERMICS)

Identifiers

  • name variant Benjamin Jourdain (CERMICS) 0.60 · backfill

Papers (19)

  1. The small noise limit of order-based diffusion processes math.PR · 2013 · author #1
  2. Propagation of chaos for rank-based interacting diffusions and long time behaviour of a scalar quasilinear parabolic equation math.PR · 2012 · author #1
  3. Equivalence of the Poincar\'e inequality with a transport-chi-square inequality in dimension one math.PR · 2012 · author #1
  4. L\'evy flights in ecology math.PR · 2011 · author #1
  5. Convergence of a stochastic particle approximation for fractional scalar conservation laws math.PR · 2010 · author #1
  6. Regularity of the Exercise Boundary for American Put Options on Assets with Discrete Dividends q-fin.CP · 2009 · author #1
  7. Coupling Index and Stocks q-fin.PR · 2009 · author #1
  8. High order discretization schemes for stochastic volatility models math.PR · 2009 · author #1
  9. Existence, uniqueness and convergence of a particle approximation for the Adaptive Biasing Force process math.PR · 2009 · author #1
  10. On adaptive stratification math.PR · 2008 · author #3
  11. Adaptive optimal allocation in stratified sampling methods stat.ME · 2007 · author #2
  12. Nonlinear SDEs driven by L\'evy processes and related PDEs math.PR · 2007 · author #1
  13. Exact retrospective Monte Carlo computation of arithmetic average Asian options q-fin.CP · 2007 · author #1
  14. Diffusion Monte Carlo method: numerical analysis in a simple case math.NA · 2007 · author #3
  15. Propagation of chaos and Poincar\'e inequalities for a system of particles interacting through their cdf math.PR · 2007 · author #1
  16. General Duality for Perpetual American Options math.PR · 2006 · author #2
  17. A Call-Put Duality for Perpetual American Options math.PR · 2006 · author #2
  18. Does waste-recycling really improve Metropolis-Hastings Monte Carlo algorithm? math.PR · 2006 · author #2
  19. Stochastic flows approach to Dupire's formula math.PR · 2006 · author #1

Mentions

  • math/0703407 #3 · arxiv_oai · confidence 0.70 Benjamin Jourdain (CERMICS)
  • 1307.0490 #1 · backfill · confidence 0.70 Benjamin Jourdain (CERMICS)
  • 1211.4818 #1 · backfill · confidence 0.70 Benjamin Jourdain (CERMICS)
  • 1206.5931 #1 · backfill · confidence 0.70 Benjamin Jourdain (CERMICS)
  • 1101.5715 #1 · backfill · confidence 0.70 Benjamin Jourdain (CERMICS)
  • 1006.4047 #1 · backfill · confidence 0.70 Benjamin Jourdain (CERMICS)
  • 0911.5117 #1 · backfill · confidence 0.70 Benjamin Jourdain (CERMICS)
  • 0911.2834 #1 · backfill · confidence 0.70 Benjamin Jourdain (CERMICS)
  • 0908.1926 #1 · backfill · confidence 0.70 Benjamin Jourdain (CERMICS)
  • 0903.4518 #1 · backfill · confidence 0.70 Benjamin Jourdain (CERMICS)
  • 0809.1135 #3 · backfill · confidence 0.70 Benjamin Jourdain (CERMICS)
  • 0711.4514 #2 · backfill · confidence 0.70 Benjamin Jourdain (CERMICS)
  • 0707.2723 #1 · backfill · confidence 0.70 Benjamin Jourdain (CERMICS)
  • 0704.1433 #1 · backfill · confidence 0.70 Benjamin Jourdain (CERMICS)

Frequent Coauthors