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Probabilistic numerical methods : multi-scale and mean-field problems
This Ph.D. thesis deals with the numerical solution of two types of stochastic problems. First, we investigate the numeric solution to strongly oscillating SDEs, i.e.... -
Stochastic differential equations : strong well-posedness of singular and deg...
This thesis deals with two subjects: the strong well-posedness of stochastic differential equations with Hölder drift and hypoelliptic noise and the simulation of...
