Étienne Tanré
- Ergodicity of some stochastic Fokker-Planck equations with additive common noise
2024/05/16 by François Delarue, Delarue, François, Étienne Tanré +3 · 3 citations
Economics, Econometrics and Finance · Physics and Astronomy · #Advanced Thermodynamics and Statistical Mechanics #FOS: Mathematics #Probability (math.PR) #Statistical Mechanics and Entropy #Stochastic processes and financial applications
- An unbiased Monte Carlo estimator for derivatives. Application to CIR
2016/09/23 by Victor Reutenauer, Etienne Tanré, Reutenauer, Victor +2 · 1 citation
Decision Sciences · Earth and Planetary Sciences · Mathematics · #60J60 #65C05 #FOS: Mathematics #Meteorological Phenomena and Simulations #Probability (math.PR) #Scientific Measurement and Uncertainty Evaluation #Simulation Techniques and Applications #math.PR #msc:60J60 #msc:65C05