Bencheikh, Oumaima
- Convergence in total variation of the Euler-Maruyama scheme applied to diffusion processes with measurable drift coefficient and additive noise
2020/05/19 by Bencheikh, Oumaima, Jourdain, Benjamin · 1 citation
#60H10 #60H35 #65C05 #65C30 #FOS: Mathematics #Probability (math.PR)
- Bias behaviour and antithetic sampling in mean-field particle approximations of SDEs nonlinear in the sense of McKean
2018/09/18 by Oumaima Bencheikh, Benjamin Jourdain, Bencheikh, Oumaima +1 · 1 citation
Economics, Econometrics and Finance · Engineering · Mathematics · #Stochastic processes and financial applications #Fluid Dynamics and Turbulent Flows #Statistical Methods and Bayesian Inference
- Approximation rate in Wasserstein distance of probability measures on the real line by deterministic empirical measures
2020/12/17 by Bencheikh, Oumaima, Jourdain, Benjamin · 1 citation
#49Q22 #60-08 #FOS: Mathematics #Probability (math.PR)