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Parabolic Schemes for Quasi-Linear Parabolic and Hyperbolic PDEs Via Stochast...
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A Donsker theorem to simulate one-dimensional processes with measurable coeff...
International audience -
On the expectation of normalized Brownian functionals up to first hitting times
Let B be a Brownian motion and T its first hitting time of the level 1. For U a uniform random variable independent of B, we study in depth the distribution of... -
Stochastic heat equations with general multiplicative Gaussian noises: Hölder...
International audience
