Mireille Bossy
Citat de
Citat de
A stochastic particle method for the McKean-Vlasov and the Burgers equation
M Bossy, D Talay
Mathematics of computation 66 (217), 157-192, 1997
Euler scheme for SDEs with non-Lipschitz diffusion coefficient: strong convergence
A Berkaoui, M Bossy, A Diop
ESAIM: Probability and Statistics 12, 1-11, 2008
Convergence rate for the approximation of the limit law of weakly interacting particles: application to the Burgers equation
M Bossy, D Talay
The Annals of Applied Probability 6 (3), 818-861, 1996
A symmetrized Euler scheme for an efficient approximation of reflected diffusions
M Bossy, E Gobet, D Talay
Journal of applied probability 41 (3), 877-889, 2004
Clarification and complement to “Mean-field description and propagation of chaos in networks of Hodgkin–Huxley and FitzHugh–Nagumo neurons”
M Bossy, O Faugeras, D Talay
The Journal of Mathematical Neuroscience (JMN) 5, 1-23, 2015
An efficient discretization scheme for one dimensional SDEs with a diffusion coefficient function of the form| x| α, α∈[1/2, 1
M Bossy, A Diop
Rapport de recherche, Institut National de Recherche en Informatique et en …, 2004
On conditional McKean Lagrangian stochastic models
M Bossy, JF Jabir, D Talay
Probability theory and related fields 151, 319-351, 2011
Probabilistic interpretation and random walk on spheres algorithms for the Poisson-Boltzmann equation in molecular dynamics
M Bossy, N Champagnat, S Maire, D Talay
ESAIM: Mathematical Modelling and Numerical Analysis 44 (5), 997-1048, 2010
Some stochastic particle methods for nonlinear parabolic PDEs
M Bossy
ESAIM: proceedings 15, 18-57, 2005
Stochastic Lagrangian method for downscaling problems in computational fluid dynamics
F Bernardin, M Bossy, C Chauvin, JF Jabir, A Rousseau
ESAIM: Mathematical Modelling and Numerical Analysis 44 (5), 885-920, 2010
Stochastic downscaling method: application to wind refinement
F Bernardin, M Bossy, C Chauvin, P Drobinski, A Rousseau, T Salameh
Stochastic Environmental Research and Risk Assessment 23, 851-859, 2009
An efficient discretisation scheme for one dimensional SDEs with a diffusion coefficient function of the form| x|^ a, a in [1/2, 1
M Bossy, A Diop
INRIA, 2007
Strong convergence of the symmetrized Milstein scheme for some CEV-like SDEs
M Bossy, H Olivero
Rate of convergeance of a particle method for the solution of a 1D viscous scalar conservation law in a bounded interval
M Bossy, B Jourdain
The Annals of Probability 30 (4), 1797-1832, 2002
A Fault Tolerant and Multi-Paradigm Grid Architecture for Time Constrained Problems. Application to Option Pricing in Finance.
S Bezzine, V Galtier, S Vialle, F Baude, M Bossy, VD Doan, L Henrio
2006 Second IEEE International Conference on e-Science and Grid Computing (e …, 2006
Comparison of a stochastic particle method and a finite volume deterministic method applied to Burgers equation
M Bossy, L Fezoui, S Piperno
Walter de Gruyter, Berlin/New York 3 (2), 113-140, 1997
Optimal rate of convergence of a stochastic particle method to solutions of 1D viscous scalar conservation laws
M Bossy
Mathematics of computation 73 (246), 777-812, 2004
Sur la discrétisation et le comportement à petit bruit d'EDS unidimensionnelles dont les coefficients sont à dérivées singulières
A Diop
Nice, 2003
On confined McKean Langevin processes satisfying the mean no-permeability boundary condition
M Bossy, JF Jabir
Stochastic Processes and their Applications 121 (12), 2751-2775, 2011
Monte Carlo methods for linear and non-linear Poisson-Boltzmann equation
M Bossy, N Champagnat, H Leman, S Maire, L Violeau, M Yvinec
ESAIM: Proceedings and Surveys 48, 420-446, 2015
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