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authIdHal_s : emmanuelle-clement

Ninomiya-Victoir scheme : Multilevel Monte-Carlo estimators and discretization of the involved Ordinary Differential Equations

Anis Al Gerbi , Benjamin Jourdain , Emmanuelle Clément
ESAIM: Proceedings and Surveys, 2017, Thematic cycle on Monte-Carlo techniques, 59, pp.1-14
Journal articles hal-01421337v1

Ninomiya-Victoir scheme: strong convergence, antithetic version and application to multilevel estimators

Anis Al Gerbi , Benjamin Jourdain , Emmanuelle Clément
Monte Carlo Methods and Applications, 2016, 22 (3), pp.197-228
Journal articles hal-01188675v1

Asymptotic error distribution for the Ninomiya-Victoir scheme in the commutative case

Anis Al Gerbi , Benjamin Jourdain , Emmanuelle Clément
2016
Preprints, Working Papers, ... hal-01390897v1

Asymptotics for the normalized error of the Ninomiya–Victoir scheme

Emmanuelle Clément , Anis Al Gerbi , Benjamin Jourdain
Stochastic Processes and their Applications, 2018, 128 (6), pp.1889-1928. ⟨10.1016/j.spa.2017.08.017⟩
Journal articles hal-01772604v1