Jean-Philippe Lemor


Ph.D. École Polytechnique 2005 France
Dissertation: Approximation par projections et simulations de Monte Carlo des équations différentielles stochastiques rétrogrades
Mathematics Subject Classification: 60—Probability theory and stochastic processes

Advisor 1: Emmanuel Gobet
Advisor 2: Nicole El Karoui


Chamakh, LindaÉcole Polytechnique2021

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