4. Mathematics
  5. Probability

Stephane Menozzi

Mathematics – Probability

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A forward--backward stochastic algorithm for quasi-linear PDEs

Mathematics – Probability
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Concentration Bounds for Stochastic Approximations

Mathematics – Probability
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Explicit parametrix and local limit theorems for some degenerate diffusion processes

Mathematics – Probability
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On some Non Asymptotic Bounds for the Euler Scheme

Mathematics – Probability
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Parametrix techniques and martingale problem for some degenerate Kolmogorov's equations

Mathematics – Probability
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