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authFullName_s : Clément Rey
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Convergence in total variation distance for a third order scheme for one dimensional diffusion process

Clément Rey
2016
Preprints, Working Papers, ... hal-01271516v1
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Recursive computation of invariant distributions of Feller processes

Gilles Pagès , Clément Rey
Stochastic Processes and their Applications, 2020, 130, pp.328 - 365. ⟨10.1016/j.spa.2019.03.008⟩
Journal articles hal-03488737v1

Convergence in total variation distance of a third order scheme for one-dimensional diffusion processes

Clément Rey
Monte Carlo Methods and Applications, 2017, 23 (1), pp.1-12. ⟨10.1515/mcma-2016-0120⟩
Journal articles hal-03940169v1

Recursive computation of the invariant distributions of Feller processes: Revisited examples and new applications

Gilles Pagès , Clément Rey
2022
Preprints, Working Papers, ... hal-03890803v1

Recursive computation of invariant distributions of Feller processes

Gilles Pagès , Clément Rey
Stochastic Processes and their Applications, 2020, 130 (1), pp.328-365. ⟨10.1016/j.spa.2019.03.008⟩
Journal articles hal-03891155v1
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Meta-model of a large credit risk portfolio in the Gaussian copula model

Florian Bourgey , Emmanuel Gobet , Clément Rey
2019
Preprints, Working Papers, ... hal-02291548v2

Recursive computation of the invariant distributions of Feller processes: Revisited examples and new applications

Gilles Pagès , Clément Rey
Monte Carlo Methods and Applications, 2019, 25 (1), pp.1-36. ⟨10.1515/mcma-2018-2027⟩
Journal articles hal-03891152v1

Numerical methods for Stochastic differential equations: two examples

Paul-Éric Chaudru de Raynal , Gilles Pagès , Clément Rey
SMAI 2017 - 8e Biennale Française des Mathématiques Appliquées et Industrielles, Jun 2017, Ronce les Bains, France. pp.65-77, ⟨10.1051/proc/201864065⟩
Conference papers hal-03918534v1
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A comparative study of polynomial-type chaos expansions for indicator functions

Florian Bourgey , Emmanuel Gobet , Clément Rey
2021
Preprints, Working Papers, ... hal-03199734v1

First and second order Central Limit Theorems for the recursive computation of the invariant distribution of a Feller process

Gilles Pagès , Clément Rey
2022
Preprints, Working Papers, ... hal-03890805v1
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Approximation of Markov semigroups in total variation distance under an irregular setting: An application to the CIR process

Clément Rey
Stochastic Processes and their Applications, 2019, 129 (2), pp.539-571
Journal articles hal-01412024v3
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Approximation of Markov semigroups in total variation distance

Vlad Bally , Clément Rey
Electronic Journal of Probability, 2016, 21 (12)
Journal articles hal-01110015v1

Maximum Likelihood Estimation for Wishart processes

Aurélien Alfonsi , Ahmed Kebaier , Clément Rey
Stochastic Processes and their Applications, 2016, ⟨10.1016/j.spa.2016.04.026⟩
Journal articles hal-01184310v1