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1

Minimisation de l'entropie relative par méthode de Monte-Carlo

Benjamin Jourdain, Laurent Nguyen

Journal:

Comptes Rendus de l'Académie des Sciences - Series I - Mathematics

Year:

2001

File:

PDF, 129 KB

2001

2

Diffusion Monte Carlo method: Numerical Analysis in a Simple Case

El Makrini, Mohamed, Jourdain, Benjamin, Lelièvre, Tony

Journal:

ESAIM Mathematical Modelling and Numerical Analysis

Year:

2007

Language:

english

File:

PDF, 373 KB

english, 2007

3

Existence of solution for a micro–macro model of polymeric fluid: the FENE model

Benjamin Jourdain, Tony Lelièvre, Claude Le Bris

Journal:

Journal of Functional Analysis

Year:

2004

Language:

english

File:

PDF, 325 KB

english, 2004

4

A Probabilistic Approach for Nonlinear Equations Involving the Fractional Laplacian and a Singular Operator

Benjamin Jourdain, Sylvie Méléard, Wojbor A. Woyczynski

Journal:

Potential Analysis

Year:

2005

Language:

english

File:

PDF, 366 KB

english, 2005

5

GENERAL DUALITY FOR PERPETUAL AMERICAN OPTIONS

ALFONSI, AURÉLIEN, JOURDAIN, BENJAMIN

Journal:

International Journal of Theoretical and Applied Finance

Year:

2008

Language:

english

File:

PDF, 330 KB

english, 2008

6

QUANTUM MONTE CARLO SIMULATIONS OF FERMIONS: A MATHEMATICAL ANALYSIS OF THE FIXED-NODE APPROXIMATION

CANCÈS, ERIC, JOURDAIN, BENJAMIN, LELIÈVRE, TONY

Journal:

Mathematical Models and Methods in Applied Sciences

Year:

2006

Language:

english

File:

PDF, 472 KB

english, 2006

7

CONVENIENT MULTIPLE DIRECTIONS OF STRATIFICATION

JOURDAIN, BENJAMIN, LAPEYRE, BERNARD, SABINO, PIERGIACOMO

Journal:

International Journal of Theoretical and Applied Finance

Year:

2011

Language:

english

File:

PDF, 375 KB

english, 2011

8

Erratum. Exact retrospective Monte Carlo computation of arithmetic average Asian options

Jourdain, Benjamin, Sbai, Mohamed

Journal:

Monte Carlo Methods and Applications

Year:

2010

Language:

english

File:

PDF, 146 KB

english, 2010

9

Coupling index and stocks

Jourdain, Benjamin, Sbai, Mohamed

Journal:

Quantitative Finance

Year:

2012

Language:

english

File:

PDF, 566 KB

english, 2012

10

A trajectorial interpretation of the dissipations of entropy and Fisher information for stochastic differential equations

Fontbona, Joaquin, Jourdain, Benjamin

Journal:

The Annals of Probability

Year:

2016

Language:

english

File:

PDF, 387 KB

english, 2016

11

Existence of a Calibrated Regime Switching Local Volatility Model and New Fake Brownian Motions

Jourdain, Benjamin, Zhou, Alexandre

Journal:

SSRN Electronic Journal

Year:

2017

Language:

english

File:

PDF, 732 KB

english, 2017

12

Estimating and Decomposing Groundnut Gender Yield Gap: Evidence from Rural Farming Households in Northern Nigeria

Muricho, Geoffrey, Lokossou, Jourdain, Affognon, Hippolyte, Ahmed, Benjamin, Desmae, Haile, Ajeigbe, Hakeem, Vabi, Michael, Yila, Jummai, Akpo, Essegbemon, Ojiewo, Christopher

Journal:

Year:

2020

File:

PDF, 285 KB

2020

13

On a variance reduction technique for micro–macro simulations of polymeric fluids

Benjamin Jourdain, Claude Le Bris, Tony Lelièvre

Journal:

Journal of Non-Newtonian Fluid Mechanics

Year:

2004

Language:

english

File:

PDF, 317 KB

english, 2004

14

Convergence of a stochastic particle approximation for fractional scalar conservation laws

Benjamin Jourdain, Raphaël Roux

Journal:

Stochastic Processes and their Applications

Year:

2011

Language:

english

File:

PDF, 560 KB

english, 2011

15

A stochastic approach for the numerical simulation of the general dynamics equation for aerosols

Edouard Debry, Bruno Sportisse, Benjamin Jourdain

Journal:

Journal of Computational Physics

Year:

2003

Language:

english

File:

PDF, 508 KB

english, 2003

16

American prices embedded in European prices

Benjamin Jourdain, Claude Martini

Journal:

Annales de l'Institut Henri Poincare (C) Non Linear Analysis

Year:

2001

Language:

english

File:

PDF, 162 KB

english, 2001

17

Particules collantes signées et lois de conservation scalaires 1D

Benjamin Jourdain

Journal:

Comptes Rendus Mathematique

Year:

2002

File:

PDF, 84 KB

2002

18

Exact volatility calibration based on a Dupire-type Call–Put duality for perpetual American options

Aurélien Alfonsi, Benjamin Jourdain

Journal:

Nonlinear Differential Equations and Applications NoDEA

Year:

2009

Language:

english

File:

PDF, 480 KB

english, 2009

19

Long-Time Asymptotics of a Multiscale Model for Polymeric Fluid Flows

Benjamin Jourdain, Claude Le Bris, Tony Lelièvre, Félix Otto

Journal:

Archive for Rational Mechanics and Analysis

Year:

2006

Language:

english

File:

PDF, 401 KB

english, 2006

20

A moments and strike matching binomial algorithm for pricing American Put options

Benjamin Jourdain, Antonino Zanette

Journal:

Decisions in Economics and Finance

Year:

2008

Language:

english

File:

PDF, 294 KB

english, 2008

21

On adaptive stratification

Pierre Etore, Gersende Fort, Benjamin Jourdain, Eric Moulines

Journal:

Annals of Operations Research

Year:

2011

Language:

english

File:

PDF, 1009 KB

english, 2011

22

Adaptive Optimal Allocation in Stratified Sampling Methods

Pierre Étoré, Benjamin Jourdain

Journal:

Methodology and Computing in Applied Probability

Year:

2010

Language:

english

File:

PDF, 485 KB

english, 2010

23

The GABAB2 subunit is critical for the trafficking and function of native GABAB receptors

Seb J. Thuault, Jon T. Brown, Steven A. Sheardown, Sabine Jourdain, Benjamin Fairfax, Jonathan P. Spencer, Sophie Restituito, Josephine H.L. Nation, Stephanie Topps, Andrew D. Medhurst, Andrew D. Rand

Journal:

Biochemical Pharmacology

Year:

2004

Language:

english

File:

PDF, 417 KB

english, 2004

24

Lévy flights in evolutionary ecology

Jourdain, Benjamin, MÃ©lÃ©ard, Sylvie, Woyczynski, Wojbor A.

Journal:

Journal of Mathematical Biology

Year:

2012

Language:

english

File:

PDF, 321 KB

english, 2012

25

Propagation of chaos for rank-based interacting diffusions and long time behaviour of a scalar quasilinear parabolic equation

Benjamin Jourdain, Julien Reygner

Journal:

Stochastic Partial Differential Equations: Analysis and Computations

Year:

2013

Language:

english

File:

PDF, 496 KB

english, 2013

26

Capital distribution and portfolio performance in the mean-field Atlas model

Jourdain, Benjamin, Reygner, Julien

Journal:

Annals of Finance

Year:

2015

Language:

english

File:

PDF, 777 KB

english, 2015

27

NUMERICAL ANALYSIS OF MICRO–MACRO SIMULATIONS OF POLYMERIC FLUID FLOWS: A SIMPLE CASE

JOURDAIN, BENJAMIN, LELIÈVRE, TONY, LE BRIS, CLAUDE

Journal:

Mathematical Models and Methods in Applied Sciences

Year:

2002

Language:

english

File:

PDF, 593 KB

english, 2002

28

Exact retrospective Monte Carlo computation of arithmetic average Asian options

Jourdain, Benjamin, Sbai, Mohamed

Journal:

Monte Carlo Methods and Applications

Year:

2007

Language:

english

File:

PDF, 336 KB

english, 2007

29

A STOCHASTIC PARTICLE METHOD FOR THE SOLUTION OF A 1D VISCOUS SCALAR CONSERVATION LAW IN A BOUNDED INTERVAL

BOSSY, Mireille, JOURDAIN, Benjamin

Journal:

Monte Carlo Methods and Applications

Year:

2001

Language:

english

File:

PDF, 1.33 MB

english, 2001

30

ROBUST ADAPTIVE IMPORTANCE SAMPLING FOR NORMAL RANDOM VECTORS

Benjamin Jourdain and Jérôme Lelong

Journal:

The Annals of Applied Probability

Year:

2009

Language:

english

File:

PDF, 2.11 MB

english, 2009

31

DOES WASTE RECYCLING REALLY IMPROVE THE MULTI-PROPOSAL METROPOLIS–HASTINGS ALGORITHM? AN ANALYSIS BASED ON CONTROL VARIATES

JEAN-FRANÇOIS DELMAS and BENJAMIN JOURDAIN

Journal:

Journal of Applied Probability

Year:

2009

Language:

english

File:

PDF, 1.49 MB

english, 2009

32

Propagation of Chaos and Poincaré Inequalities for a System of Particles Interacting through Their Cdf

Benjamin Jourdain and Florent Malrieu

Journal:

The Annals of Applied Probability

Year:

2008

Language:

english

File:

PDF, 1.80 MB

english, 2008

33

Rate of Convergence of a Particle Method for the Solution of a 1D Viscous Scalar Conservation Law in a Bounded Interval

Mireille Bossy and Benjamin Jourdain

Journal:

The Annals of Probability

Year:

2002

Language:

english

File:

PDF, 2.68 MB

english, 2002

34

Probabilistic Approximation of a Nonlinear Parabolic Equation Occurring in Rheology

Mohamed Ben Alaya and Benjamin Jourdain

Journal:

Journal of Applied Probability

Year:

2007

Language:

english

File:

PDF, 1.15 MB

english, 2007

35

PROBABILISTIC INTERPRETATION AND PARTICLE METHOD FOR VORTEX EQUATIONS WITH NEUMANN’S BOUNDARY CONDITION

Jourdain, Benjamin, Méléard, Sylvie

Journal:

Proceedings of the Edinburgh Mathematical Society

Year:

2004

Language:

english

File:

PDF, 334 KB

english, 2004

36

Self-healing umbrella sampling: convergence and efficiency

Fort, Gersende, Jourdain, Benjamin, Lelièvre, Tony, Stoltz, Gabriel

Journal:

Statistics and Computing

Year:

2017

Language:

english

File:

PDF, 1.54 MB

english, 2017

37

Probabilistic Approximation and Inviscid Limits for One-Dimensional Fractional Conservation Laws

Benjamin Jourdain, Sylvie Méléard and Wojbor A. Woyczynski

Journal:

Year:

2005

Language:

english

File:

PDF, 2.24 MB

english, 2005

38

Optimal transport bounds between the time-marginals of a multidimensional diffusion and its Euler scheme

Alfonsi, Aurélien, Jourdain, Benjamin, Kohatsu-Higa, Arturo

Journal:

Electronic Journal of Probability

Year:

2015

Language:

english

File:

PDF, 501 KB

english, 2015

39

Optimal scaling for the transient phase of the random walk Metropolis algorithm: The mean-field limit

Jourdain, Benjamin, Lelièvre, Tony, Miasojedow, Błażej

Journal:

The Annals of Applied Probability

Year:

2015

Language:

english

File:

PDF, 366 KB

english, 2015

40

The small noise limit of order-based diffusion processes

Jourdain, Benjamin, Reygner, Julien

Journal:

Electronic Journal of Probability

Year:

2014

Language:

english

File:

PDF, 342 KB

english, 2014

41

Optimal scaling for the transient phase of Metropolis Hastings algorithms: The longtime behavior

Jourdain, Benjamin, Lelièvre, Tony, Miasojedow, Błażej

Journal:

Year:

2014

Language:

english

File:

PDF, 629 KB

english, 2014

42

Equivalence of the Poincaré inequality with a transport-chi-square inequality in dimension one

Jourdain, Benjamin

Journal:

Electronic Communications in Probability

Year:

2012

Language:

english

File:

PDF, 220 KB

english, 2012

43

A multitype sticky particle construction of Wasserstein stable semigroups solving one-dimensional diagonal hyperbolic systems with large monotonic data

Jourdain, Benjamin, Reygner, Julien

Journal:

Journal of Hyperbolic Differential Equations

Year:

2016

Language:

english

File:

PDF, 1.78 MB

english, 2016

44

Probabilistic approximation and inviscid limits for one-dimensional fractional conservation laws

Jourdain, Benjamin, Méléard, Sylvie, Woyczynski, Wojbor A.

Journal:

Year:

2005

Language:

english

File:

PDF, 210 KB

english, 2005

45

Ninomiya–Victoir scheme: Strong convergence, antithetic version and application to multilevel estimators

Al Gerbi, Anis, Jourdain, Benjamin, Clément, Emmanuelle

Journal:

Monte Carlo Methods and Applications

Year:

2016

Language:

english

File:

PDF, 1.14 MB

english, 2016

46

Convergence of the Wang-Landau algorithm

Fort, Gersende, Jourdain, Benjamin, Kuhn, Estelle, Lelièvre, Tony, Stoltz, Gabriel

Journal:

Mathematics of Computation

Year:

2015

Language:

english

File:

PDF, 427 KB

english, 2015

47

Computation of sensitivities for the invariant measure of a parameter dependent diffusion

Assaraf, Roland, Jourdain, Benjamin, Lelièvre, Tony, Roux, Raphaël

Journal:

Stochastic Partial Differential Equations: Analysis and Computations

Year:

2017

Language:

english

File:

PDF, 1.02 MB

english, 2017

48

Stochastic particle approximation of the Keller–Segel equation and two-dimensional generalization of Bessel processes

Fournier, Nicolas, Jourdain, Benjamin

Journal:

The Annals of Applied Probability

Year:

2017

Language:

english

File:

PDF, 504 KB

english, 2017

49

Robust adaptive importance sampling for normal random vectors

Jourdain, Benjamin, Lelong, Jérôme

Journal:

The Annals of Applied Probability

Year:

2009

Language:

english

File:

PDF, 337 KB

english, 2009

50

Evolution of the Wasserstein distance between the marginals of two Markov processes

Alfonsi, Aurélien, Corbetta, Jacopo, Jourdain, Benjamin

Journal:

Year:

2018

Language:

english

File:

PDF, 355 KB

english, 2018

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