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Functional quantization for pricing derivatives
We investigate in this paper the numerical performances of quadratic functional quantization and their applications to Finance. We emphasize the rôle played by the... -
Résolution numérique du problème de Dirichlet $\Delta u = a\,u^3$ à l'aide du...
In this paper, we are interested in numerical solution of some linear boundary value problems with Dirichlet boundary part, by the means of simulation of random walks.... -
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... -
PROBLÈME DE DIRICHLET u'' = a u^3 RÉSOLUTION NUMÉRIQUE À L'AIDE DU MOUVEMENT ...
International audience -
Stochastic models of solar radiation processes
Characteristics of solar radiation highly depend on some unobserved meteorological events such as frequency, height and type of the clouds and their optical properties...
