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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
Journal articles
hal-03488737v1
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Convergence in total variation distance of a third order scheme for one-dimensional diffusion processes
Clément Rey
Journal articles
hal-03940169v1
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Recursive computation of the invariant distributions of Feller processes: Revisited examples and new applications
Gilles Pagès
,
Clément Rey
2022
Preprints, Working Papers, ...
hal-03890803v1
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Recursive computation of invariant distributions of Feller processes
Gilles Pagès
,
Clément Rey
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
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Recursive computation of the invariant distributions of Feller processes: Revisited examples and new applications
Gilles Pagès
,
Clément Rey
Journal articles
hal-03891152v1
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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
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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
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Maximum Likelihood Estimation for Wishart processes
Aurélien Alfonsi
,
Ahmed Kebaier
,
Clément Rey
Journal articles
hal-01184310v1
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