Charles-Édouard Bréhier
- Approximation of the invariant distribution for a class of ergodic SDEs with one-sided Lipschitz continuous drift coefficient using an explicit tamed Euler scheme
2020/10/01 by Charles-Édouard Bréhier, Bréhier, Charles-Edouard · 5 citations
Economics, Econometrics and Finance · Environmental Science · Social Sciences · #Atmospheric and Environmental Gas Dynamics #FOS: Mathematics #Insurance, Mortality, Demography, Risk Management #Numerical Analysis (math.NA) #Probability (math.PR) #Stochastic processes and financial applications
- Strong convergence rates of semi-discrete splitting approximations for stochastic Allen--Cahn equation
2018/02/18 by Charles-Édouard Bréhier, Jianbo Cui, Bréhier, Charles-Edouard +3 · 3 citations
Economics, Econometrics and Finance · Computer Science · Mathematics · #Stochastic processes and financial applications #Advanced Mathematical Modeling in Engineering #Stochastic processes and statistical mechanics
- Approximation of the invariant distribution for a class of ergodic SPDEs using an explicit tamed exponential Euler scheme
2020/10/01 by Charles-Édouard Bréhier, Bréhier, Charles-Edouard · 3 citations
Economics, Econometrics and Finance · Environmental Science · Social Sciences · #Atmospheric and Environmental Gas Dynamics #FOS: Mathematics #Insurance, Mortality, Demography, Risk Management #Numerical Analysis (math.NA) #Probability (math.PR) #Stochastic processes and financial applications
- Analysis of a positivity-preserving splitting scheme for some nonlinear stochastic heat equations
2023/02/17 by Charles-Édouard Bréhier, Bréhier, Charles-Edouard, David Cohen +3 · 1 citation
Earth and Planetary Sciences · Economics, Econometrics and Finance · Engineering · #60H35. 60M15. 65J08 #FOS: Mathematics #Fluid Dynamics and Turbulent Flows #Meteorological Phenomena and Simulations #Numerical Analysis (math.NA) #Probability (math.PR) #Stochastic processes and financial applications
- Positivity-preserving schemes for some nonlinear stochastic PDEs
2023/04/21 by Charles-Édouard Bréhier, David Cohen, Bréhier, Charles-Edouard +3 · 1 citation
Economics, Econometrics and Finance · #Stochastic processes and financial applications #Complex Systems and Time Series Analysis #Financial Markets and Investment Strategies
- Kolmogorov Equations and Weak Order Analysis for SPDES with Nonlinear Diffusion Coefficient
2017/03/03 by Charles-Édouard Bréhier, Arnaud Debussche, Bréhier, Charles-Edouard +1 · 1 citation
Economics, Econometrics and Finance · Mathematics · Engineering · #Stochastic processes and financial applications #Navier-Stokes equation solutions #Stability and Controllability of Differential Equations
- Numerical approximation of the invariant distribution for a class of stochastic damped wave equations
2023/06/24 by Ziyi Lei, Lei, Ziyi, Charles-Édouard Bréhier +3 · 1 citation
Economics, Econometrics and Finance · #Stochastic processes and financial applications