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pro vyhledávání: '"Martinez, Kerlyns"'
Autor:
Bossy, Mireille, Martínez, Kerlyns
We consider the problem of the discrete-time approximation of the solution of a one-dimensional SDE with piecewise locally Lipschitz drift and continuous diffusion coefficients with polynomial growth. In this paper, we study the strong convergence of
Externí odkaz:
http://arxiv.org/abs/2405.00806
Publikováno v:
Bernoulli 2021, Vol. 27, No. 1, 312-347
We consider the problem of the approximation of the solution of a one-dimensional SDE with non-globally Lipschitz drift and diffusion coefficients behaving as $x^\alpha$, with $\alpha>1$. We propose an (semi-explicit) exponential-Euler scheme and stu
Externí odkaz:
http://arxiv.org/abs/1904.09441
Publikováno v:
EMS Annual Meeting
EMS Annual Meeting, Sep 2021, Virtual format, Germany. ⟨10.5194/ems2021-399⟩
EMS Annual Meeting, Sep 2021, Virtual format, Germany. ⟨10.5194/ems2021-399⟩
In order to better integrate the underlying meteorological processes with the developing technologies within wind energy industry, acquiring relevant statistical information of air motion at a local place, and quantifying the subsequent uncertainty o
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f9807d08515ebd4d3fa610d5068a6b44
https://hal.inria.fr/hal-03352876
https://hal.inria.fr/hal-03352876
Akademický článek
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