Pierre étoré - Publications


[1] P. Étoré, M. Martinez Time inhomogeneous Stochastic Differential Equations invloving the local time of the unknown process, and associated parabolic operators. SPA, published online in October 2017, HAL: https://hal.archives-ouvertes.fr/hal-01356270 , DOI: https://doi.org/10.1016/j.spa.2017.09.018.
[2] P. Étoré, M. Martinez, Exact simulation for SDE with discontinuous drift , ESAIM P&S, October 2014, Vol. 18, pp 686-702, (HAL: http://hal.archives-ouvertes.fr/hal-00775871, journal: link).
[3] P. Étoré, S. Labbé, J. Lelong, Long time behaviour of a stochastic nano particle , Journal of Differential Equations, September 2014, Vol. 257(6), pp 2115-2135 (HAL: http://hal.archives-ouvertes.fr/hal-00680775 , journal: link).
[4] P. Étoré, E. Mariucci , $L_1$-distance for additive processes with time-homogeneous Lévy measures , ECP, August 2014, Vol. 19, art. 57, (HAL: http://hal.archives-ouvertes.fr/hal-00985588 , journal: link ).
[5] P. Étoré, M. Martinez, Exact simulation of one-dimensional stochastic differential equations involving the local time at zero of the unknown process, Monte Carlo Methods and Applications, March 2013, Vol. 19(1), pp 41-71, (HAL: http://hal.archives-ouvertes.fr/hal-00565286/fr , journal: link).
[6] P. Étoré, E. Gobet, Stochastic expansion for the pricing of call options with discrete dividends. Applied Mathematical Finance, July 2012, Vol. 19(3), pp 233-264, ( HAL: http://hal.archives-ouvertes.fr/hal-00507787 , journal: http://www.tandfonline.com/doi/abs/10.1080/1350486X.2011.620397 ).
[7] P. Étoré, M. Martinez, On the existence of a time inhomogeneous skew Brownian motion and some related laws . EJP , March 2012, Vol. 17, art. 19, ( HAL: http://hal.archives-ouvertes.fr/hal-00608221, journal: http://ejp.ejpecp.org/article/view/1858 ).
[8] P. Étoré, G. Fort, B. Jourdain, É. Moulines, On adaptive stratification. Annals of Operations Research, 2011, Vol. 189, pp 127-154, ( HAL: http://hal.archives-ouvertes.fr/hal-00319157, ArXiv: ArXiv math.PR/0809.1135 ).
[9] P. Étoré, B. Jourdain, Adaptive Optimal Allocation in stratified Sampling Methods. Methodol. Comput. Appl. Probab., September 2010, Vol. 12(3), pp 335-360, (HAL: http://hal.archives-ouvertes.fr/hal-00192540 , journal : http://www.springerlink.com/content/ek559m321t3xt158/).
[10] P. Étoré, A. Lejay A Donsker theorem to simulate one-dimensional processes with measurable coefficients . ESAIM: P&S, Août 2007, Vol. 11, pp. 301-326 ( HAL: http://hal.inria.fr/inria-00077851 , file: pdf).
[11] P. Étoré, On random walk simulation of one-dimensional diffusion processes with discontinuous coefficients . EJP, March 2006, Vol. 11, pp 249-275 ( HAL: http://hal.archives-ouvertes.fr/hal-00093492, file: pdf).


[1] P. Étoré, M. Martinez, A transformed stochastic Euler scheme for multidimensional transmission PDE , Preprint (May 2018), HAL: https://hal.archives-ouvertes.fr/hal-01800305.
[2] P. Étoré, S. Louhichi, E. Mariucci Asymptotic equivalence for time continuous additive processes and their discrete counterpart . Preprint (May 2013), HAL: http://hal.archives-ouvertes.fr/hal-00827173 .