4 results
Probabilistic interpretation and random walk on spheres algorithms for the Poisson-Boltzmann equation in molecular dynamics
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- Journal:
- ESAIM: Mathematical Modelling and Numerical Analysis / Volume 44 / Issue 5 / September 2010
- Published online by Cambridge University Press:
- 26 August 2010, pp. 997-1048
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- September 2010
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Stochastic Lagrangian method for downscaling problems in computational fluid dynamics
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- Journal:
- ESAIM: Mathematical Modelling and Numerical Analysis / Volume 44 / Issue 5 / September 2010
- Published online by Cambridge University Press:
- 26 August 2010, pp. 885-920
- Print publication:
- September 2010
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Euler scheme for SDEs with non-Lipschitz diffusion coefficient: strong convergence
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- Journal:
- ESAIM: Probability and Statistics / Volume 12 / 2008
- Published online by Cambridge University Press:
- 13 November 2007, pp. 1-11
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- 2008
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A symmetrized Euler scheme for an efficient approximation of reflected diffusions
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- Journal:
- Journal of Applied Probability / Volume 41 / Issue 3 / September 2004
- Published online by Cambridge University Press:
- 14 July 2016, pp. 877-889
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- September 2004
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