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hal-03621742v1  Journal articles
Hadrien VroylandtLudovic GoudenègePierre MonmarchéFabio PietrucciBenjamin Rotenberg. Likelihood-based non-Markovian models from molecular dynamics
Proceedings of the National Academy of Sciences of the United States of America, National Academy of Sciences, 2022, 119 (13), ⟨10.1073/pnas.2117586119⟩
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hal-02914779v4  Journal articles
Christian OliveraAlexandre RichardMilica Tomasevic. Quantitative particle approximation of nonlinear Fokker-Planck equations with singular kernel
Annali della Scuola Normale Superiore di Pisa, Classe di Scienze, Scuola Normale Superiore In press, ⟨10.2422/2036-2145.202105_087⟩
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hal-03171566v1  Journal articles
Rodney O FoxFrédérique Laurent. HYPERBOLIC QUADRATURE METHOD OF MOMENTS FOR THE ONE-DIMENSIONAL KINETIC EQUATION
SIAM Journal on Applied Mathematics, Society for Industrial and Applied Mathematics, 2022, 82 (2), pp.750-771
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hal-03524108v1  Book sections
Ludovic GoudenègeAndrea MolentAntonino Zanette. Variance Reduction Applied to Machine Learning for Pricing Bermudan/American Options in High Dimension
Oleg Kudryavtsev; Antonino Zanette. Applications of Lévy Processes, Nova Science Publishers, 2021, 978-1-53619-525-5
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hal-01972807v1  Journal articles
Ludovic GoudenègeLuigi Manca. Stochastic phase field $\alpha$-Navier-Stokes vesicle-fluid interaction model.
Journal of Mathematical Analysis and Applications, Elsevier, 2021, 496 (1), ⟨10.1016/j.jmaa.2020.124805⟩
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tel-03260689v1  Theses
Brice Hannebicque. Regularity of generalized stochastic processes
Probability [math.PR]. Université Paris-Saclay, 2021. English. ⟨NNT : 2021UPASM007⟩
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hal-01902839v2  Journal articles
Alexandre RichardXiaolu TanNizar Touzi. On the Root solution to the Skorokhod embedding problem given full marginals
SIAM Journal on Control and Optimization, Society for Industrial and Applied Mathematics, 2020, 58 (4), pp.1874-1892. ⟨10.1137/18M1222594⟩