Sofiane Martel | DeepAI

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Featured Co-authors

Mathias Rousset
4 publications
Julien Reygner
4 publications
Sébastien Boyaval
3 publications
Frédéric Cérou
3 publications

research

∙ 12/09/2022

Fluctuations of Rare Event Simulation with Monte Carlo Splitting in the Small Noise Asymptotics

Diffusion processes with small noise conditioned to reach a target set a...

0 Frédéric Cérou, et al. ∙

research

∙ 09/19/2019

Finite-Volume approximation of the invariant measure of a viscous stochastic scalar conservation law

We aim to give a numerical approximation of the invariant measure of a v...

0 Sébastien Boyaval, et al. ∙