Sur l'interprétation probabiliste de quelques équations aux dérivées partielles non linéaires. - Benjamin Jourdain (1998)

A Stochastic Particle Method for the Solution of a 1D Viscous Scalar Conservation Law in a Bounded Interval. - Mireille Bossy; Benjamin Jourdain (Monte Carlo Methods Appl., 2001)

Stochastic flow approach to Dupire's formula. - Benjamin Jourdain (Finance Stochastics, 2007)

Exact retrospective Monte Carlo computation of arithmetic average Asian options. - Benjamin Jourdain; Mohamed Karim Sbai (Monte Carlo Methods Appl., 2007)

Erratum. Exact retrospective Monte Carlo computation of arithmetic average Asian options. - Benjamin Jourdain; Mohamed Karim Sbai (Monte Carlo Methods Appl., 2010)

On adaptive stratification. - Pierre Etoré; Gersende Fort; Benjamin Jourdain; Eric Moulines (Ann. Oper. Res., 2011)

Regularity of the Exercise Boundary for American Put Options on Assets with Discrete Dividends. - Benjamin Jourdain; Michel H. Vellekoop (SIAM J. Financial Math., 2011)

Convergence of the Wang-Landau algorithm. - Gersende Fort; Benjamin Jourdain; Estelle Kuhn; Tony Lelièvre; Gabriel Stoltz (Math. Comput., 2015)

Ninomiya-Victoir scheme: Strong convergence, antithetic version and application to multilevel estimators. - Anis Al Gerbi; Benjamin Jourdain; Emmanuelle Clement (Monte Carlo Methods Appl., 2016)

Self-healing umbrella sampling: convergence and efficiency. - Gersende Fort; Benjamin Jourdain; Tony Lelièvre; Gabriel Stoltz (Stat. Comput., 2017)

Optimal dual quantizers of $1D$ $ log$-concave distributions: uniqueness and Lloyd like algorithm. - Benjamin Jourdain; Gilles Pagès (CoRR, 2020)

Optimal dual quantizers of 1Dlog-concave distributions: Uniqueness and Lloyd like algorithm. - Benjamin Jourdain; Gilles Pagès (J. Approx. Theory, 2021)

Approximation rate in Wasserstein distance of probability measures on the real line by deterministic empirical measures. - Oumaima Bencheikh; Benjamin Jourdain (J. Approx. Theory, 2022)

Convergence in Total Variation of the Euler-Maruyama Scheme Applied to Diffusion Processes with Measurable Drift Coefficient and Additive Noise. - Oumaima Bencheikh; Benjamin Jourdain (SIAM J. Numer. Anal., 2022)

Convex comparison of Gaussian mixtures. - Benjamin Jourdain; Gilles Pagès (J. Multivar. Anal., 2025)