A stochastic quantization method for nonlinear problems. - Vlad Bally; Gilles Pagès; Jacques Printems (Monte Carlo Methods Appl., 2001)

On the discretization in time of parabolic stochastic partial differential equations. - Jacques Printems (Monte Carlo Methods Appl., 2001)

Optimal quadratic quantization for numerics: the Gaussian case. - Gilles Pagès; Jacques Printems (Monte Carlo Methods Appl., 2003)

Functional quantization for numerics with an application to option pricing. - Gilles Pagès; Jacques Printems (Monte Carlo Methods Appl., 2005)

Discretization and Simulation of the Zakai Equation. - Emmanuel Gobet; Gilles Pagès; Huyên Pham; Jacques Printems (SIAM J. Numer. Anal., 2006)

Weak order for the discretization of the stochastic heat equation. - Arnaud Debussche; Jacques Printems (Math. Comput., 2009)

Strong order of convergence of a fully discrete approximation of a linear stochastic Volterra type evolution equation. - Mihály Kovács; Jacques Printems (Math. Comput., 2014)