Langevin algorithms for Markovian Neural Networks and Deep Stochastic control. - Pierre Bras (CoRR, 2022)

Langevin Algorithms for Markovian Neural Networks and Deep Stochastic Control. - Pierre Bras; Gilles Pagès (IJCNN, 2023)

Langevin Algorithms for Very Deep Neural Networks with Application to Image Classification. - Pierre Bras (INNS DLIA@IJCNN, 2023)

Policy Gradient Optimal Correlation Search for Variance Reduction in Monte Carlo simulation and Maximum Optimal Transport. - Pierre Bras; Gilles Pagès (CoRR, 2023)

Convergence of Langevin-simulated annealing algorithms with multiplicative noise II: Total variation. - Pierre Bras; Gilles Pagès (Monte Carlo Methods Appl., 2023)

Convergence of Langevin-simulated annealing algorithms with multiplicative noise. - Pierre Bras; Gilles Pagès (Math. Comput., 2024)

Weak Error Rates for Numerical Schemes of Nonsingular Stochastic Volterra Equations with Application to Stochastic Volatility Models. - Pierre Bras; Masaaki Fukasawa (SIAM J. Financial Math., 2025)