Mireille Bossy

Journal of Applied Probability · 2004–2011

A researcher in the Science corpus: 3 papers; trusts 1 researcher and is trusted by 5 researchers here, as inferred from the citation graph.

Whom Mireille Bossy trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Emmanuel Gobet
2. Marco Di Francesco

Who trusts Mireille Bossy overall

1. Pierre-Emmanuel Jabin
2. W. Hammersley
3. Randal Douc
4. Zhenfu Wang
5. D. vSivska
6. Arnaud Guillin
7. Lukasz Szpruch

Papers from Mireille Bossy's perspective

Ordered by how strongly the researchers Mireille Bossy trusts endorse each paper. Same corpus, a different order for every researcher.

1. Euler schemes and half-space approximation for the simulation of diffusion in a domain
2. On a class of degenerate parabolic equations of Kolmogorov type
3. Schauder estimates, Harnack inequality and Gaussian lower bound for Kolmogorov-type operators in non-divergence form (Advances in Differential Equations)
4. A numerical scheme for BSDEs
5. Path regularity for solutions of backward stochastic differential equations
6. DONSKER-TYPE THEOREM FOR BSDES
7. Numberical Method for Backward Stochastic Differential Equations
8. Rate of convergence of an empirical regression method for solving generalized backward stochastic differential equations
9. Valuing American Options by Simulation: A Simple Least-Squares Approach
10. Forward-Backward Stochastic Differential Equations and their Applications

Their papers

• On conditional McKean Lagrangian stochastic models (2011) — 46 citations
• A symmetrized Euler scheme for an efficient approximation of reflected diffusions (2004) — 104 citations
• An efficient discretisation scheme for one dimensional SDEs with a diffusion coefficient function of the form |x|^a, a in [1/2,1) (2006) — 61 citations