Apr 20, 2023 · Research Interests · Probabilistic numerical methods in finance and molecular simulation : discretization of SDEs, variance reduction, MCMC, ...
According to our current on-line database, Benjamin Jourdain has 4 students and 13 descendants. We welcome any additional information. If you have additional ...
In this paper, we are interested in comparing solutions to stochastic Volterra equations for the convex order on the space of continuous $\R^d$-valued paths and ...
Sep 27, 2023 · List of computer science publications by Benjamin Jourdain. ... Benjamin Jourdain. export bibliography. BibTeX ... Math. Comput. 84(295): 2297-2327 ...
Duration: 1:30:49
Posted: Jan 26, 2024
Posted: Jan 26, 2024
Nov 18, 2022 · Convex ordering for stochastic Volterra equations and their Euler schemes. Authors:Benjamin Jourdain, Gilles Pagès.
Benjamin Jourdain ; Numerical methods for SDEs with singular coefficients - Lecture 1. 01:33:49 · January 26, 2024 ; Numerical methods for SDEs with singular ...
Benjamin Jourdain. Ph.D. École Nationale des Ponts ... Benjamin. 0 references. educated at · École des Ponts ... Mathematics Genealogy Project ID · 115647. 0 ...
Mathematics > Probability. arXiv:2305.00565 (math). [Submitted on 30 Apr 2023]. Title:Non-decreasing martingale couplings. Authors:Benjamin Jourdain, Kexin ...