ConverCOCO of stochasticprochast with jumps to di#usion prusionO is investigated in the case when the limitpritOg has discontinuous coe#cients. An example is given in which the diffusion apprODkqDOMj of a queueing model yields a di#usionprusio with discontinuous di#usion anddrOD coe#cients
International audienceThis paper is devoted to the convergence analysis of stochastic approximation ...
AbstractThe paper treats approximations to stochastic differential equations with both a diffusion a...
For stochastic approximation algorithms with discontinuous dynamics, it is shown that under suitable...
AbstractConvergence of stochastic processes with jumps to diffusion processes is investigated in the...
LEPINGLE Dominique, VERETENNIKOV A.Yu, PARDOUX Etienne, PAGES GillesThe analysis and approximation o...
International audienceWe present a new Monte Carlo algorithm to simulate diffusion processes in pres...
Dans cette thèse on étudie des schémas numériques pour des processus X à coeffcients discontinus. Un...
International audienceIn this paper, we study deterministic limits of Markov processes having discon...
In this paper, we study deterministic limits of Markov processes having discontinuous drifts. While ...
We consider the problem of approximation of value functions for controlled possibly degenerated diff...
In this thesis numerical schemes for processes /X/ generated byoperators with discontinuous coeffici...
Dans cette thèse on étudie des schémas numériques pour des processus X à coeffcients discontinus. Un...
As an extension to the well-established stationary elliptic partial differential equation (PDE) with...
We present a weak convergence of a discrete time process to a jump-diffusion process as the length o...
AbstractIn this paper we introduce a new form of approximation to diffusions represented as solution...
International audienceThis paper is devoted to the convergence analysis of stochastic approximation ...
AbstractThe paper treats approximations to stochastic differential equations with both a diffusion a...
For stochastic approximation algorithms with discontinuous dynamics, it is shown that under suitable...
AbstractConvergence of stochastic processes with jumps to diffusion processes is investigated in the...
LEPINGLE Dominique, VERETENNIKOV A.Yu, PARDOUX Etienne, PAGES GillesThe analysis and approximation o...
International audienceWe present a new Monte Carlo algorithm to simulate diffusion processes in pres...
Dans cette thèse on étudie des schémas numériques pour des processus X à coeffcients discontinus. Un...
International audienceIn this paper, we study deterministic limits of Markov processes having discon...
In this paper, we study deterministic limits of Markov processes having discontinuous drifts. While ...
We consider the problem of approximation of value functions for controlled possibly degenerated diff...
In this thesis numerical schemes for processes /X/ generated byoperators with discontinuous coeffici...
Dans cette thèse on étudie des schémas numériques pour des processus X à coeffcients discontinus. Un...
As an extension to the well-established stationary elliptic partial differential equation (PDE) with...
We present a weak convergence of a discrete time process to a jump-diffusion process as the length o...
AbstractIn this paper we introduce a new form of approximation to diffusions represented as solution...
International audienceThis paper is devoted to the convergence analysis of stochastic approximation ...
AbstractThe paper treats approximations to stochastic differential equations with both a diffusion a...
For stochastic approximation algorithms with discontinuous dynamics, it is shown that under suitable...
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