Pierre Bras's research website
Pierre Bras's research website
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Stochastic Differential Equation
Policy Gradient Optimal Correlation Search for Variance Reduction in Monte Carlo simulation and Maximum Optimal Transport
Pierre Bras
,
Gilles Pagès
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
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