Benjamin Jourdain
According to our database1,
Benjamin Jourdain
authored at least 14 papers
between 1998 and 2022.
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Bibliography
2022
Convergence in Total Variation of the Euler-Maruyama Scheme Applied to Diffusion Processes with Measurable Drift Coefficient and Additive Noise.
SIAM J. Numer. Anal., 2022
Approximation rate in Wasserstein distance of probability measures on the real line by deterministic empirical measures.
J. Approx. Theory, 2022
2021
Optimal dual quantizers of 1Dlog-concave distributions: Uniqueness and Lloyd like algorithm.
J. Approx. Theory, 2021
2020
Optimal dual quantizers of $1D$ $\log$-concave distributions: uniqueness and Lloyd like algorithm.
CoRR, 2020
2017
2016
Ninomiya-Victoir scheme: Strong convergence, antithetic version and application to multilevel estimators.
Monte Carlo Methods Appl., 2016
2015
2011
Regularity of the Exercise Boundary for American Put Options on Assets with Discrete Dividends.
SIAM J. Financial Math., 2011
2010
Erratum. Exact retrospective Monte Carlo computation of arithmetic average Asian options.
Monte Carlo Methods Appl., 2010
2007
Monte Carlo Methods Appl., 2007
2001
A Stochastic Particle Method for the Solution of a 1D Viscous Scalar Conservation Law in a Bounded Interval.
Monte Carlo Methods Appl., 2001
1998
Sur l'interprétation probabiliste de quelques équations aux dérivées partielles non linéaires.
PhD thesis, 1998