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Author ID: bossy.mireille Recent zbMATH articles by "Bossy, Mireille"
Published as: Bossy, Mireille; Bossy, M.

Publications by Year

Citations contained in zbMATH Open

34 Publications have been cited 430 times in 315 Documents Cited by Year
A stochastic particle method for the McKean-Vlasov and the Burgers equation. Zbl 0854.60050
Bossy, Mireille; Talay, Denis
88
1997
Euler scheme for SDEs with non-lipschitz diffusion coefficient: Strong convergence. Zbl 1183.65004
Berkaoui, Abdel; Bossy, Mireille; Diop, Awa
57
2008
Convergence rate for the approximation of the limit law of weakly interacting particles: Application to the Burgers equation. Zbl 0860.60038
Bossy, Mireille; Talay, Denis
50
1996
Clarification and complement to “Mean-field description and propagation of chaos in networks of Hodgkin-Huxley and Fitzhugh-Nagumo neurons”. Zbl 1361.92014
Bossy, Mireille; Faugeras, Olivier; Talay, Denis
34
2015
A symmetrized Euler scheme for an efficient approximation of reflected diffusions. Zbl 1076.65009
Bossy, Mireille; Gobet, Emmanuel; Talay, Denis
32
2004
On conditional McKean Lagrangian stochastic models. Zbl 1234.60060
Bossy, Mireille; Jabir, Jean-François; Talay, Denis
26
2011
Some stochastic particle methods for nonlinear parabolic PDEs. Zbl 1090.65008
Bossy, Mireille
16
2005
Probabilistic interpretation and random walk on spheres algorithms for the Poisson-Boltzmann equation in molecular dynamics. Zbl 1204.82020
Bossy, Mireille; Champagnat, Nicolas; Maire, Sylvain; Talay, Denis
15
2010
On confined McKean Langevin processes satisfying the mean no-permeability boundary condition. Zbl 1234.60061
Bossy, Mireille; Jabir, Jean-François
10
2011
Strong convergence of the symmetrized Milstein scheme for some CEV-like SDEs. Zbl 1426.60067
Bossy, Mireille; Olivero, Héctor
10
2018
Stochastic Lagrangian method for downscaling problems in computational fluid dynamics. Zbl 1426.76628
Bernardin, Frédéric; Bossy, Mireille; Chauvin, Claire; Jabir, Jean-François; Rousseau, Antoine
9
2010
Comparison of a stochastic particle method and a finite volume deterministic method applied to Burgers equation. Zbl 0962.65075
Bossy, Mireille; Fezoui, Loula; Piperno, Serge
8
1997
Stochastic downscaling method: application to wind refinement. Zbl 1416.65027
Bernardin, Frédéric; Bossy, Mireille; Chauvin, Claire; Drobinski, Philippe; Rousseau, Antoine; Salameh, Tamara
7
2009
Lagrangian stochastic models with specular boundary condition. Zbl 1325.60113
Bossy, Mireille; Jabir, Jean-François
6
2015
Optimal rate of convergence of a stochastic particle method to solutions of 1D viscous scalar conservation laws. Zbl 1041.65015
Bossy, Mireille
5
2004
Rate of convergence of a particle method for the solution of a 1D viscous scalar conservation law in a bounded interval. Zbl 1013.60080
Bossy, Mireille; Jourdain, Benjamin
5
2002
Monte Carlo methods for linear and non-linear Poisson-Boltzmann equation. Zbl 1339.82009
Bossy, Mireille; Champagnat, Nicolas; Leman, Hélène; Maire, Sylvain; Violeau, Laurent; Yvinec, Mariette
5
2015
On the weak convergence rate of an exponential Euler scheme for SDEs governed by coefficients with superlinear growth. Zbl 1475.60130
Bossy, Mireille; Jabir, Jean-François; Martínez, Kerlyns
5
2021
Synchronization of stochastic mean field networks of Hodgkin-Huxley neurons with noisy channels. Zbl 1415.60085
Bossy, Mireille; Fontbona, Joaquín; Olivero, Héctor
5
2019
Local existence of analytical solutions to an incompressible Lagrangian stochastic model in a periodic domain. Zbl 1274.35384
Bossy, Mireille; Fontbona, Joaquin; Jabin, Pierre-Emmanuel; Jabir, Jean-François
5
2013
Modeling the wind circulation around Mills with a Lagrangian stochastic approach. Zbl 1416.76242
Bossy, Mireille; Espina, José; Moricel, Jacques; Paris, Cristián; Rousseau, Antoine
4
2016
Stochastic representations of derivatives of solutions of one-dimensional parabolic variational inequalities with Neumann boundary conditions. Zbl 1236.60051
Bossy, Mireille; Cissé, Mamadou; Talay, Denis
3
2011
A stochastic particle method for McKean-Vlasov PDE’s and the Burgers equation. Zbl 0925.65266
Bossy, M.; Talay, D.
3
1996
On mean numbers of passage times in small balls of discretized Itô processes. Zbl 1189.60108
Bernardin, Frédéric; Bossy, Mireille; Martinez, Miguel; Talay, Denis
3
2009
Solving the uniform density constraint in a stochastic downscaling model. Zbl 1156.86300
Chauvin, C.; Hirstoaga, S. A.; Kabelikova, P.; Rousseau, A.; Bernardin, F.; Bossy, M.
3
2008
New particle representations for ergodic McKean-Vlasov SDEs. Zbl 1418.65006
Alrachid, Houssam; Bossy, Mireille; Ricci, Cristiano; Szpruch, Lukasz
3
2019
Parallel pricing algorithms for multi-dimensional Bermudan/American options using Monte Carlo methods. Zbl 1237.91227
Doan, Viet Dung; Gaikwad, Abhijeet; Bossy, Mireille; Baude, Françoise; Stokes-Rees, Ian
2
2010
A stochastic particle method for some one-dimensional nonlinear p.d.e. Zbl 0824.60067
Bossy, Mireille; Talay, Denis
2
1995
Numerical analysis and misspecifications in finance: from model risk to localization error estimates for nonlinear PDEs. Zbl 1191.91052
Berthelot, Christophe; Bossy, Mireille; Talay, Denis
2
2004
Wind simulation refinement: some new challenges for particle methods. Zbl 1308.76218
Chauvin, C.; Bernardin, F.; Bossy, M.; Rousseau, A.
2
2010
On the wellposedness of some McKean models with moderated or singular diffusion coefficient. Zbl 1498.60199
Bossy, Mireille; Jabir, Jean-François
2
2019
Convergence rate of a stochastic particles method for the Burgers equation. (Vitesse de convergence d’un algorithme particulaire stochastique pour l’équation de Burgers.) Zbl 0834.60103
Bossy, Mireille; Talay, Denis
1
1995
Particle approximation for Lagrangian stochastic models with specular boundary condition. Zbl 1390.60201
Bossy, Mireille; Jabir, Jean-François
1
2018
Model misspecification analysis for bond options and Markovian hedging strategies. Zbl 1274.91402
Bossy, Mireille; Gibson, Rajna; Lhabitant, Francois-Serge; Pistre, Nathalie; Talay, Denis
1
2006
On the weak convergence rate of an exponential Euler scheme for SDEs governed by coefficients with superlinear growth. Zbl 1475.60130
Bossy, Mireille; Jabir, Jean-François; Martínez, Kerlyns
5
2021
Synchronization of stochastic mean field networks of Hodgkin-Huxley neurons with noisy channels. Zbl 1415.60085
Bossy, Mireille; Fontbona, Joaquín; Olivero, Héctor
5
2019
New particle representations for ergodic McKean-Vlasov SDEs. Zbl 1418.65006
Alrachid, Houssam; Bossy, Mireille; Ricci, Cristiano; Szpruch, Lukasz
3
2019
On the wellposedness of some McKean models with moderated or singular diffusion coefficient. Zbl 1498.60199
Bossy, Mireille; Jabir, Jean-François
2
2019
Strong convergence of the symmetrized Milstein scheme for some CEV-like SDEs. Zbl 1426.60067
Bossy, Mireille; Olivero, Héctor
10
2018
Particle approximation for Lagrangian stochastic models with specular boundary condition. Zbl 1390.60201
Bossy, Mireille; Jabir, Jean-François
1
2018
Modeling the wind circulation around Mills with a Lagrangian stochastic approach. Zbl 1416.76242
Bossy, Mireille; Espina, José; Moricel, Jacques; Paris, Cristián; Rousseau, Antoine
4
2016
Clarification and complement to “Mean-field description and propagation of chaos in networks of Hodgkin-Huxley and Fitzhugh-Nagumo neurons”. Zbl 1361.92014
Bossy, Mireille; Faugeras, Olivier; Talay, Denis
34
2015
Lagrangian stochastic models with specular boundary condition. Zbl 1325.60113
Bossy, Mireille; Jabir, Jean-François
6
2015
Monte Carlo methods for linear and non-linear Poisson-Boltzmann equation. Zbl 1339.82009
Bossy, Mireille; Champagnat, Nicolas; Leman, Hélène; Maire, Sylvain; Violeau, Laurent; Yvinec, Mariette
5
2015
Local existence of analytical solutions to an incompressible Lagrangian stochastic model in a periodic domain. Zbl 1274.35384
Bossy, Mireille; Fontbona, Joaquin; Jabin, Pierre-Emmanuel; Jabir, Jean-François
5
2013
On conditional McKean Lagrangian stochastic models. Zbl 1234.60060
Bossy, Mireille; Jabir, Jean-François; Talay, Denis
26
2011
On confined McKean Langevin processes satisfying the mean no-permeability boundary condition. Zbl 1234.60061
Bossy, Mireille; Jabir, Jean-François
10
2011
Stochastic representations of derivatives of solutions of one-dimensional parabolic variational inequalities with Neumann boundary conditions. Zbl 1236.60051
Bossy, Mireille; Cissé, Mamadou; Talay, Denis
3
2011
Probabilistic interpretation and random walk on spheres algorithms for the Poisson-Boltzmann equation in molecular dynamics. Zbl 1204.82020
Bossy, Mireille; Champagnat, Nicolas; Maire, Sylvain; Talay, Denis
15
2010
Stochastic Lagrangian method for downscaling problems in computational fluid dynamics. Zbl 1426.76628
Bernardin, Frédéric; Bossy, Mireille; Chauvin, Claire; Jabir, Jean-François; Rousseau, Antoine
9
2010
Parallel pricing algorithms for multi-dimensional Bermudan/American options using Monte Carlo methods. Zbl 1237.91227
Doan, Viet Dung; Gaikwad, Abhijeet; Bossy, Mireille; Baude, Françoise; Stokes-Rees, Ian
2
2010
Wind simulation refinement: some new challenges for particle methods. Zbl 1308.76218
Chauvin, C.; Bernardin, F.; Bossy, M.; Rousseau, A.
2
2010
Stochastic downscaling method: application to wind refinement. Zbl 1416.65027
Bernardin, Frédéric; Bossy, Mireille; Chauvin, Claire; Drobinski, Philippe; Rousseau, Antoine; Salameh, Tamara
7
2009
On mean numbers of passage times in small balls of discretized Itô processes. Zbl 1189.60108
Bernardin, Frédéric; Bossy, Mireille; Martinez, Miguel; Talay, Denis
3
2009
Euler scheme for SDEs with non-lipschitz diffusion coefficient: Strong convergence. Zbl 1183.65004
Berkaoui, Abdel; Bossy, Mireille; Diop, Awa
57
2008
Solving the uniform density constraint in a stochastic downscaling model. Zbl 1156.86300
Chauvin, C.; Hirstoaga, S. A.; Kabelikova, P.; Rousseau, A.; Bernardin, F.; Bossy, M.
3
2008
Model misspecification analysis for bond options and Markovian hedging strategies. Zbl 1274.91402
Bossy, Mireille; Gibson, Rajna; Lhabitant, Francois-Serge; Pistre, Nathalie; Talay, Denis
1
2006
Some stochastic particle methods for nonlinear parabolic PDEs. Zbl 1090.65008
Bossy, Mireille
16
2005
A symmetrized Euler scheme for an efficient approximation of reflected diffusions. Zbl 1076.65009
Bossy, Mireille; Gobet, Emmanuel; Talay, Denis
32
2004
Optimal rate of convergence of a stochastic particle method to solutions of 1D viscous scalar conservation laws. Zbl 1041.65015
Bossy, Mireille
5
2004
Numerical analysis and misspecifications in finance: from model risk to localization error estimates for nonlinear PDEs. Zbl 1191.91052
Berthelot, Christophe; Bossy, Mireille; Talay, Denis
2
2004
Rate of convergence of a particle method for the solution of a 1D viscous scalar conservation law in a bounded interval. Zbl 1013.60080
Bossy, Mireille; Jourdain, Benjamin
5
2002
A stochastic particle method for the McKean-Vlasov and the Burgers equation. Zbl 0854.60050
Bossy, Mireille; Talay, Denis
88
1997
Comparison of a stochastic particle method and a finite volume deterministic method applied to Burgers equation. Zbl 0962.65075
Bossy, Mireille; Fezoui, Loula; Piperno, Serge
8
1997
Convergence rate for the approximation of the limit law of weakly interacting particles: Application to the Burgers equation. Zbl 0860.60038
Bossy, Mireille; Talay, Denis
50
1996
A stochastic particle method for McKean-Vlasov PDE’s and the Burgers equation. Zbl 0925.65266
Bossy, M.; Talay, D.
3
1996
A stochastic particle method for some one-dimensional nonlinear p.d.e. Zbl 0824.60067
Bossy, Mireille; Talay, Denis
2
1995
Convergence rate of a stochastic particles method for the Burgers equation. (Vitesse de convergence d’un algorithme particulaire stochastique pour l’équation de Burgers.) Zbl 0834.60103
Bossy, Mireille; Talay, Denis
1
1995
all top 5

Cited by 505 Authors

20 Bossy, Mireille
11 Jabir, Jean-François
11 Jourdain, Benjamin
9 Szpruch, Lukasz
8 Lejay, Antoine
8 Li, Juan
7 Reisinger, Christoph
6 Russo, Francesco
6 Talay, Denis
5 Kohatsu-Higa, Arturo
5 Luçon, Eric
5 Oudjane, Nadia
5 Rousseau, Antoine
5 Sun, Yabing
5 Tse, Alvin
5 Zhao, Weidong
4 dos Reis, Gonçalo
4 Fontbona, Joaquin
4 Mao, Xuerong
4 Mishura, Yuliya Stepanivna
4 Pagès, Gilles
4 Pascucci, Andrea
4 Pichot, Géraldine
4 Tomašević, Milica
4 Woyczynski, Wojbor A.
4 Yuan, Chenggui
3 Bernardin, Frédéric
3 Blaustein, Alain
3 Buckdahn, Rainer
3 Chassagneux, Jean-François
3 Chauvin, Claire
3 Cozma, Andrei S.
3 Crisan, Dan O.
3 Gao, Shuaibin
3 Guo, Qian
3 Huang, Xing
3 Lacker, Daniel
3 Laurière, Mathieu
3 Le Cavil, Anthony
3 Min, Hui
3 Poquet, Christophe
3 Reygner, Julien
3 Shkolnikov, Mykhaylo
3 Stockinger, Wolfgang
3 Yaroslavtseva, Larisa
2 Alaya, Mohamed Ben
2 Annunziato, Mario
2 Barczy, Mátyás
2 Benabdallah, Mohsine
2 Bernal, Francisco
2 Borzì, Alfio
2 Bou-Rabee, Nawaf M.
2 Carmona, René A.
2 Cissé, Mamadou
2 Crevat, Joachim
2 Du, Kai
2 Elbarrimi, Oussama
2 Étoré, Pierre
2 Filbet, Francis
2 Gobet, Emmanuel
2 Griffin-Pickering, Megan
2 Han-Kwan, Daniel
2 Hao, Tao
2 Hefter, Mario
2 Higham, Desmond J.
2 Hu, Junhao
2 Huang, Hui
2 Hutzenthaler, Martin
2 Iacobelli, Mikaela
2 Izydorczyk, Lucas
2 Jentzen, Arnulf
2 Jimenez, Juan Carlos
2 Kebaier, Ahmed
2 Kloeden, Peter Eris
2 Kruse, Thomas
2 Kumar, Chaman
2 Lanconelli, Alberto
2 Lenôtre, Lionel
2 León, José Rafael R.
2 Lipshutz, David
2 Liu, Yating
2 MacLaurin, James N.
2 Maire, Sylvain
2 Malham, Simon J. A.
2 Martinez, Miguel
2 Mayorcas, Avi
2 McMurray, Eamon
2 Méléard, Sylvie
2 Milstein, Grigori N.
2 Mora, Carlos M.
2 Mordecki, Ernesto
2 Müller-Gronbach, Thomas
2 Neuenkirch, Andreas
2 Pagliarani, Stefano
2 Panloup, Fabien
2 Pap, Gyula
2 Peng, Shige
2 Polidoro, Sergio
2 Prieur, Clémentine
2 Profeta, Christophe
...and 405 more Authors
all top 5

Cited in 123 Serials

23 Stochastic Processes and their Applications
22 The Annals of Applied Probability
8 Journal of Computational Physics
8 Journal of Computational and Applied Mathematics
8 Monte Carlo Methods and Applications
7 Journal of Mathematical Analysis and Applications
6 Applied Mathematics and Computation
6 BIT
6 SIAM Journal on Numerical Analysis
6 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
5 Statistics & Probability Letters
5 SIAM Journal on Mathematical Analysis
5 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
5 Electronic Communications in Probability
5 Stochastics and Dynamics
5 SIAM Journal on Financial Mathematics
4 Mathematics of Computation
4 The Annals of Probability
4 Probability Theory and Related Fields
4 Numerical Algorithms
4 Electronic Journal of Probability
4 Bernoulli
4 Finance and Stochastics
4 Stochastics
4 Discrete and Continuous Dynamical Systems. Series S
3 Journal of Mathematical Biology
3 Journal of Statistical Physics
3 Applied Mathematics and Optimization
3 Journal of Differential Equations
3 Mathematics and Computers in Simulation
3 Stochastic Analysis and Applications
3 European Journal of Applied Mathematics
3 SIAM Journal on Applied Mathematics
3 SIAM Journal on Scientific Computing
3 Quantitative Finance
3 European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis
2 Advances in Applied Probability
2 Archive for Rational Mechanics and Analysis
2 Communications in Mathematical Physics
2 Journal of Functional Analysis
2 Memoirs of the American Mathematical Society
2 Applied Numerical Mathematics
2 Journal of Theoretical Probability
2 Communications in Partial Differential Equations
2 Journal de Mathématiques Pures et Appliquées. Neuvième Série
2 Potential Analysis
2 Random Operators and Stochastic Equations
2 NoDEA. Nonlinear Differential Equations and Applications
2 Discrete and Continuous Dynamical Systems
2 Proceedings of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences
2 International Journal of Theoretical and Applied Finance
2 Communications in Nonlinear Science and Numerical Simulation
2 Journal of Evolution Equations
2 Discrete and Continuous Dynamical Systems. Series B
2 Stochastic Models
2 Acta Mathematica Scientia. Series B. (English Edition)
2 SIAM Journal on Applied Dynamical Systems
2 Multiscale Modeling & Simulation
1 Computers and Fluids
1 Computer Methods in Applied Mechanics and Engineering
1 Communications on Pure and Applied Mathematics
1 International Journal of Control
1 Nonlinearity
1 Physics Reports
1 Ukrainian Mathematical Journal
1 Duke Mathematical Journal
1 International Journal of Mathematics and Mathematical Sciences
1 Journal of the American Statistical Association
1 Journal of Mathematical Economics
1 Journal of Optimization Theory and Applications
1 Journal of Statistical Planning and Inference
1 Mathematics of Operations Research
1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
1 Numerische Mathematik
1 Publications of the Research Institute for Mathematical Sciences, Kyoto University
1 SIAM Journal on Control and Optimization
1 Chinese Annals of Mathematics. Series B
1 Journal of Computational Mathematics
1 Physica D
1 Journal of Complexity
1 Numerical Methods for Partial Differential Equations
1 Applied Mathematics Letters
1 Journal of Scientific Computing
1 Japan Journal of Industrial and Applied Mathematics
1 Journal of Global Optimization
1 M\(^3\)AS. Mathematical Models & Methods in Applied Sciences
1 European Journal of Operational Research
1 Proceedings of the Royal Society of Edinburgh. Section A. Mathematics
1 SIAM Review
1 Stochastics and Stochastics Reports
1 Journal of Dynamics and Differential Equations
1 Theory of Probability and Mathematical Statistics
1 Statistica Sinica
1 Advances in Computational Mathematics
1 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations
1 Sibirskiĭ Zhurnal Vychislitel’noĭ Matematiki
1 Computational Geosciences
1 Stochastic Environmental Research and Risk Assessment
1 Methodology and Computing in Applied Probability
1 Annali della Scuola Normale Superiore di Pisa. Classe di Scienze. Serie V
...and 23 more Serials

Citations by Year