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Frikha, Noufel
113  Ergebnisse:
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1

Integration by Parts Formula for Exit Times of One Dimensio..:

, In: Kolmogorov Operators and Their Applications; Springer INdAM Series,
Frikha, Noufel ; Kohatsu-Higa, Arturo ; Li, Libo - p. 289-314 , 2024
Link: https://doi.org/10.1007/..
 
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2

On Some Asymptotic Expansions of Skew Diffusions:

, In: MATRIX Book Series; 2021-2022 MATRIX Annals,
Frikha, Noufel ; Kohatsu-Higa, Arturo - p. 429-448 , 2024
Link: https://doi.org/10.1007/..
 
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3

A learning scheme by sparse grids and Picard approximations..:

Chassagneux, Jean-François ; Chen, Junchao ; Frikha, Noufel.
IMA Journal of Numerical Analysis.  43 (2022)  5 - p. 3109-3168 , 2022
Link: https://doi.org/10.1093/..
 
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4

Probabilistic representation of integration by parts formul..:

Chen, Junchao ; Frikha, Noufel ; Li, Houzhi
ESAIM: Probability and Statistics.  26 (2022)  - p. 304-351 , 2022
Link: https://doi.org/10.1051/..
 
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5

Well-posedness for some non-linear SDEs and related PDE on ..:

Chaudru de Raynal, Paul-Eric ; Frikha, Noufel
Journal de Mathématiques Pures et Appliquées.  159 (2022)  - p. 1-167 , 2022
Link: https://doi.org/10.1016/..
 
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6

Well-posedness and approximation of some one-dimensional Lé..:

Frikha, Noufel ; Li, Libo
Stochastic Processes and their Applications.  132 (2021)  - p. 76-107 , 2021
Link: https://doi.org/10.1016/..
 
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7

From the backward Kolmogorov PDE on the Wasserstein space t..:

Chaudru de Raynal, Paul-Eric ; Frikha, Noufel
Journal de Mathématiques Pures et Appliquées.  156 (2021)  - p. 1-124 , 2021
Link: https://doi.org/10.1016/..
 
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8

Parametrix method for the first hitting time of an elliptic..:

Frikha, Noufel ; Li, Libo
Stochastics.  93 (2020)  2 - p. 167-195 , 2020
Link: https://doi.org/10.1080/..
 
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9

On the weak approximation of a skew diffusion by an Euler-t..:

FRIKHA, NOUFEL
Bernoulli.  24 (2018)  3 - p. 1653-1691 , 2018
Link: https://www.jstor.org/st..
 
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10

MULTI-LEVEL STOCHASTIC APPROXIMATION ALGORITHMS:

Frikha, Noufel
The Annals of Applied Probability.  26 (2016)  2 - p. 933-985 , 2016
Link: http://www.jstor.org/sta..
 
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11

Joint Modelling of Gas and Electricity Spot Prices:

Frikha, Noufel ; Lemaire, Vincent
Applied Mathematical Finance.  20 (2013)  1 - p. 69-93 , 2013
Link: https://doi.org/10.1080/..
 
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12

Quantization based recursive importance sampling:

Frikha, Noufel ; Sagna, Abass
Monte Carlo Methods and Applications.  18 (2012)  4 - p. , 2012
Link: https://doi.org/10.1515/..
 
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13

Asymptotic Error Analysis of Multilevel Stochastic Approxim..:

Crépey, Stéphane ; Frikha, Noufel ; Louzi, Azar.
hal-04304985.  , 2023
Link: https://hal.science/hal-..
 
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14

Integration by parts formula for exit times of one dimensio..:

Frikha, Noufel ; Kohatsu-Higa, Arturo ; Li, Libo
http://arxiv.org/abs/2310.07266.  , 2023
Link: http://arxiv.org/abs/231..
 
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15

Asymptotic Error Analysis of Multilevel Stochastic Approxim..:

Crépey, Stéphane ; Frikha, Noufel ; Louzi, Azar.
hal-04304985.  , 2023
Link: https://hal.science/hal-..
 
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