Antoine Tambue
Orcid: 0000-0003-1851-1258
According to our database1,
Antoine Tambue
authored at least 23 papers
between 2010 and 2024.
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Bibliography
2024
Existence and uniqueness for the solutions of non-autonomous stochastic differential algebraic equations with locally Lipschitz coefficients.
CoRR, 2024
2023
Strong convergence of a fractional exponential integrator scheme for finite element discretization of time-fractional SPDE driven by fractional and standard Brownian motions.
Commun. Nonlinear Sci. Numer. Simul., October, 2023
Convergence of a fitted finite volume method for pricing two dimensional assets with stochastic volatilities.
Math. Comput. Simul., May, 2023
2022
Strong convergence of an fractional exponential integrator scheme for the finite element discretization of time-fractional SPDE driven by standard and fractional Brownian motions.
CoRR, 2022
2021
Optimal strong convergence rates of some Euler-type timestepping schemes for the finite element discretization SPDEs driven by additive fractional Brownian motion and Poisson random measure.
Numer. Algorithms, 2021
CoRR, 2021
Convergence of the mimetic finite difference and fitted mimetic finite difference method for options pricing.
Appl. Math. Comput., 2021
2020
Strong convergence of some Euler-type schemes for the finite element discretization of time-fractional SPDE driven by standard and fractional Brownian motion.
CoRR, 2020
Optimal error estimate of the finite element approximation of second order semilinear non-autonomous parabolic PDEs.
CoRR, 2020
2019
Convergence of the Two Point Flux Approximation and a novel fitted Two-Point Flux Approximation method for pricing options.
CoRR, 2019
Strong convergence of the backward Euler approximation for the finite element discretization of semilinear parabolic SPDEs with non-global Lipschitz drift driven by additive noise.
CoRR, 2019
Optimal strong convergence rates of numerical methods for semilinear parabolic SPDE driven by Gaussian noise and Poisson random measure.
Comput. Math. Appl., 2019
Strong convergence of the linear implicit Euler method for the finite element discretization of semilinear SPDEs driven by multiplicative or additive noise.
Appl. Math. Comput., 2019
2018
Strong Convergence Analysis of the Stochastic Exponential Rosenbrock Scheme for the Finite Element Discretization of Semilinear SPDEs Driven by Multiplicative and Additive Noise.
J. Sci. Comput., 2018
A note on exponential Rosenbrock-Euler method for the finite element discretization of a semilinear parabolic partial differential equation.
Comput. Math. Appl., 2018
A modified semi-implicit Euler-Maruyama scheme for finite element discretization of SPDEs with additive noise.
Appl. Math. Comput., 2018
2017
Null controllability and numerical method for Crocco equation with incomplete data based on an exponential integrator and finite difference-finite element method.
Comput. Math. Appl., 2017
2016
Localized numerical impulse solutions in diffuse neural networks modeled by the complex fractional Ginzburg-Landau equation.
Commun. Nonlinear Sci. Numer. Simul., 2016
An exponential integrator for finite volume discretization of a reaction-advection-diffusion equation.
Comput. Math. Appl., 2016
2015
A stochastic delay model for pricing debt and equity: Numerical techniques and applications.
Commun. Nonlinear Sci. Numer. Simul., 2015
2010
An exponential integrator for advection-dominated reactive transport in heterogeneous porous media.
J. Comput. Phys., 2010