Pierre Bras's research website
Pierre Bras's research website
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2
Weak error rates for numerical schemes of non-singular Stochastic Volterra equations with application to stochastic volatility models
Pierre Bras
,
Masaaki Fukasawa
Total variation distance between two diffusions in small time with unbounded drift: application to the Euler-Maruyama scheme
Gilles Pagès’ website Fabien Panloup’s website
Pierre Bras
,
Gilles Pagès
,
Fabien Panloup
Convergence of Langevin-Simulated Annealing algorithms with multiplicative noise
Gilles Pagès’ website
Pierre Bras
,
Gilles Pagès
Convergence of Langevin-Simulated Annealing algorithms with multiplicative noise II: Total Variation
Gilles Pagès’ website
Pierre Bras
,
Gilles Pagès
Simulation of Reflected Brownian motion on two dimensional wedges
Arturo Kohatsu-Higa’s website
Pierre Bras
,
Arturo Kohatsu-Higa
Convergence rates of Gibbs measures with degenerate minimum
Pierre Bras
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