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Statistical estimation for reflected skew processes
International audience -
Stochastic methods in molecular dynamic
This thesis presents two independent research topics. Both are related to the application of stochastic problems to molecular dynamics. In the first part, we present a... -
On random walk simulation of one-dimensional diffusion processes with discont...
In this paper, we provide a scheme for simulating one-dimensional processes generated by divergence or non-divergence form operators with discontinuous coefficients....
