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Sofiane Martel
Publication Activity (10 Years)
Years Active: 2019-2022
Publications (10 Years): 2
Top Topics
Approximation Schemes
Stage Stochastic Programs
Rare Events
Monte Carlo
Top Venues
CoRR
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Publications
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Frédéric Cérou
,
Sofiane Martel
,
Mathias Rousset
Fluctuations of Rare Event Simulation with Monte Carlo Splitting in the Small Noise Asymptotics.
CoRR
(2022)
Sébastien Boyaval
,
Sofiane Martel
,
Julien Reygner
Finite-Volume approximation of the invariant measure of a viscous stochastic scalar conservation law.
CoRR
(2019)