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A note on weak existence for SDEs driven by fractional Brownian motion
Lukas Anzeletti
2023
Preprints, Working Papers, ...
hal-04153689v1
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Approximation of the invariant distribution for a class of ergodic SPDEs using an explicit tamed exponential Euler scheme
Charles-Edouard Bréhier
Journal articles
hal-03560973v1
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Uniform error bounds for numerical schemes applied to multiscale SDEs in a Wong-Zakai diffusion approximation regime
Charles-Edouard Bréhier
2022
Preprints, Working Papers, ...
hal-03741112v1
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Numerical approximation of the stochastic Navier-Stokes equations through artificial compressibility
Jad Doghman
2023
Preprints, Working Papers, ...
hal-03653870v2
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Numerical approximation of SDEs with fractional noise and distributional drift
Ludovic Goudenège
,
El Mehdi Haress
,
Alexandre Richard
2023
Preprints, Working Papers, ...
hal-03715427v2
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ANALYSIS OF A SPLITTING SCHEME FOR A CLASS OF NONLINEAR STOCHASTIC SCHRODINGER EQUATIONS
Charles-Edouard Bréhier
,
David Cohen
2020
Preprints, Working Papers, ...
hal-02893328v1
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Convergence analysis of explicit stabilized integrators for parabolic semilinear stochastic PDEs
Assyr Abdulle
,
Charles-Edouard Bréhier
,
Gilles Vilmart
Journal articles
hal-03133054v1
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ON ASYMPTOTIC PRESERVING SCHEMES FOR A CLASS OF STOCHASTIC DIFFERENTIAL EQUATIONS IN AVERAGING AND DIFFUSION APPROXIMATION REGIMES
Charles-Edouard Bréhier
,
Shmuel Rakotonirina-Ricquebourg
Multiscale Modeling and Simulation: A SIAM Interdisciplinary Journal, 2022, 20 (1), ⟨10.1137/20M1379836⟩
Journal articles
hal-02988284v1
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On the discrete-time simulation of the rough Heston model
Alexandre Richard
,
Xiaolu Tan
,
Fan Yang
Journal articles
hal-03478994v1
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Convergence of a finite-volume scheme for a heat equation with a multiplicative Lipschitz noise
Caroline Bauzet
,
Flore Nabet
,
Kerstin Schmitz
,
Aleksandra Zimmermann
ESAIM: Mathematical Modelling and Numerical Analysis, In press
Journal articles
hal-03663571v2
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Regularisation by fractional noise for one-dimensional differential equations with distributional drift
Lukas Anzeletti
,
Alexandre Richard
,
Etienne Tanré
2021
Preprints, Working Papers, ...
hal-03479702v1
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Splitting integrators for stochastic Lie--Poisson systems
Charles-Edouard Bréhier
,
David Cohen
,
Tobias Jahnke
2021
Preprints, Working Papers, ...
hal-03431169v1
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Uniform strong and weak error estimates for numerical schemes applied to multiscale SDEs in a Smoluchowski-Kramers diffusion approximation regime
Charles-Edouard Bréhier
2022
Preprints, Working Papers, ...
hal-03741115v1
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Convergence of the stochastic Navier-Stokes-α solutions toward the stochastic Navier-Stokes solutions
Jad Doghman
,
Ludovic Goudenège
2022
Preprints, Working Papers, ...
hal-03794814v1
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STRONG RATES OF CONVERGENCE OF A SPLITTING SCHEME FOR SCHRÖDINGER EQUATIONS WITH NONLOCAL INTERACTION CUBIC NONLINEARITY AND WHITE NOISE DISPERSION
Charles-Edouard Bréhier
,
David Cohen
Journal articles
hal-02986230v1
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Analysis of a modified Euler scheme for parabolic semilinear stochastic PDEs
Charles-Edouard Bréhier
2022
Preprints, Working Papers, ...
hal-03614530v1
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Approximation of the invariant distribution for a class of ergodic SPDEs using an explicit tamed exponential Euler scheme
Charles-Edouard Bréhier
2020
Preprints, Working Papers, ...
hal-02955370v1
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Uniform weak error estimates for an asymptotic preserving scheme applied to a class of slow-fast parabolic semilinear SPDEs
Charles-Edouard Bréhier
2022
Preprints, Working Papers, ...
hal-03614537v1
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Splitting schemes for FitzHugh-Nagumo stochastic partial differential equations
Charles-Edouard Bréhier
,
David Cohen
,
Giuseppe Giordano
2022
Preprints, Working Papers, ...
hal-03735693v1
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Estimation of several parameters in discretely-observed Stochastic Differential Equations with additive fractional noise
El Mehdi Haress
,
Alexandre Richard
2023
Preprints, Working Papers, ...
hal-04057186v2
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Approximation of the invariant distribution for a class of ergodic SDEs with one-sided Lipschitz continuous drift coefficient using an explicit tamed Euler scheme
Charles-Edouard Bréhier
2020
Preprints, Working Papers, ...
hal-02955371v1
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Numerical and convergence analysis of the stochastic Lagrangian averaged Navier-Stokes equations
Jad Doghman
,
Ludovic Goudenège
Journal articles
hal-03406041v3
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