Publications and preprints
- M. Bossy, P. Maurer, 2025 (accepted in Stochastic Processes and their Applications, to appear)
On the epsilon-Euler-Maruyama scheme for time-inhomogeneous jump SDEs.
Link : arXiv - M. Bossy, K. Martinez, P. Maurer, 2025 (Preprint)
Weak rough kernel comparison via PPDEs for integrated Volterra processes.
Link : arXiv - C-E. Bréhier, A. Busnot Laurent, L. Goudenège, P. Maurer, and U. Vaes, 2025 (accepted in ESAIM: Proceedings and Surveys, to appear)
Recent contributions to stochastic numerics
Link : to appear - M. Bossy, K. Martinez, P. Maurer, 2025+ (In preparation)
Intermittency through Markovian stochastic models: quantifying the convergence to local multi-fractality property. - P. Maurer, J. Zurcher, 2025+ (In preparation)
Malliavin calculus for Poisson integrals and Itô-Alekseev-Gröbner formula for SDEs driven by Poisson random measures.
Comunications
- Workshop "Milstein's method: 50 years on", University of Nottingham.
Poster presentation : "Stochastic modelling of fibers in turbulence"
--> Applied Probability Trust prize for the best poster
Link : pdf - Groupe de travail "Calcul de Malliavin et processus fractionnaires", Université de Lille.
Talk : Path-dependent Feynman-Kac technique to quantify the Markovian approximation of local multifractality property. - 20th Oxford-Berlin Young Researchers Meeting on Applied Stochastic Analysis, Mathematical Institute in Oxford.
Talk : A weak kernel comparison result for rough volatility models using PPDEs. - Chilean Probability Seminar, Universidad de Concepción, Chile.
Talk : A comparison theorem for integrated stochastic Volterra models with application to the modelling of Lagrangian intermittency in turbulence.
Link : pdf - Journées MAS, Poitiers.
Talk : Une approche markovienne pour la modélisation del’intermittence en turbulence. - TRAG 2024, Université de Nice.
Talk : Markovian approximation of a Volterra SDE model for intermittency.
Link : pdf - Séminaire des doctorants, Université de Lille.
Talk : An introduction to stochastic calculus. - Chilean Probability Seminar, In visioconference.
Talk : On the strong convergence of theε-EM scheme fortime-inhomogeneous jump driven SDEs.
Link : pdf - NASPDE 2023, TUE in Eindhoven.
Poster presentation : Discretisation scheme for time-inhomogeneous jump SDEs.
Link : pdf
- Complex Day 2023, Crowne Plaza Hotel in Nice.
Talk : Stochstic models driven by a Lévy noise.
Link : pdf - Workshop - Particles in turbulence 2022, AMU in Marseille.
Talk : Incorporating a Lévy behaviour in a stochastic model for the orientation of small rods in 2D turbulence.
