Fédération de Mathématiques de CentraleSupélec

The 20 latest publications

Title Authors Publication date Source
MCKEAN–VLASOV EQUATIONS INVOLVING HITTING TIMES: BLOW-UPS AND GLOBAL SOLVABILITY Gaoyue Guo 02/01/24 Annals of Applied Probability
The generalized quadrature method of moments F. Laurent 01/01/23 Journal of Aerosol Science
Regularisation by fractional noise for one-dimensional differential equations with distributional drift Lukas Anzeletti, Alexandre Richard 01/01/23 Electronic Journal of Probability
Moving average options: Machine learning and Gauss-Hermite quadrature for a double non-Markovian problem Ludovic Goudenège 12/01/22 European Journal of Operational Research
Consistency and accuracy in the simulation of two-phase flows with phase change using sharp interface capturing methods Aymeric Vié 12/01/22 Journal of Computational Physics
Regularity of an abstract Wiener integral Brice Hannebicque, Érick Herbin 12/01/22 Stochastic Processes and their Applications
Comparison of interface capturing methods for the simulation of two-phase flow in a unified low-Mach framework Aymeric Vié 04/01/22 International Journal of Multiphase Flow
Likelihood-based non-Markovian models from molecular dynamics Ludovic Goudenège 03/29/22 Proceedings of the National Academy of Sciences of the United States of America
HYPERBOLIC QUADRATURE METHOD OF MOMENTS FOR THE ONE-DIMENSIONAL KINETIC EQUATION F. Laurent 01/01/22 SIAM Journal on Applied Mathematics
Discrete-time simulation of Stochastic Volterra equations Alexandre Richard 11/01/21 Stochastic Processes and their Applications
Stochastic phase field α-Navier-Stokes vesicle-fluid interaction model Ludovic Goudenège 04/01/21 Journal of Mathematical Analysis and Applications
Penalisation techniques for one-dimensional reflected rough differential equations Alexandre Richard 11/02/20 Bernoulli
Ergodicity of stochastic Cahn-Hilliard equations with logarithmic potentials driven by degenerate or nondegenerate noises Ludovic Goudenège 10/15/20 Journal of Differential Equations
Weak convergence rates of splitting schemes for the stochastic Allen–Cahn equation Ludovic Goudenège 09/01/20 BIT Numerical Mathematics
Computing credit valuation adjustment solving coupled PIDEs in the Bates model Ludovic Goudenège 06/01/20 Computational Management Science
Machine learning for pricing American options in high-dimensional Markovian and non-Markovian models Ludovic Goudenège 04/02/20 Quantitative Finance
Modulation of homogeneous and isotropic turbulence by sub-Kolmogorov particles: Impact of particle field heterogeneity Roxane Letournel, F. Laurent, Aymeric Vié 04/01/20 International Journal of Multiphase Flow
Coercivity, hypocoercivity, exponential time decay and simulations for discrete Fokker–Planck equations Pauline Lafitte 03/01/20 Numerische Mathematik
A second-order realizable scheme for moment advection on unstructured grids F. Laurent 03/01/20 Computer Physics Communications
Gaussian process regression for pricing variable annuities with stochastic volatility and interest rate Ludovic Goudenège 01/01/20 Decisions in Economics and Finance

Number of publications of the laboratory by scientific field (2016-2021)

Every paper can be classified in one or more scientific fields. The figure below shows the lab's number of publications in each scientific field, according to the ASJC classification (Elsevier)