Publications
- M. Bossy, K. Martinez, P. Maurer, 2025 (In preparation)
Intermittency through Markovian stochastic models: quantifying the convergence to local multi-fractality property. - M. Bossy, K. Martinez, P. Maurer, 2025 (Preprint)
Weak rough kernel comparison via PPDEs for integrated Volterra processes.
Link : arXiv - M. Bossy, P. Maurer, 2024 (Preprint, currently in positive review at Stochastic Processes and their Applications)
On the epsilon-Euler-Maruyama scheme for time-inhomogeneous jump SDEs.
Link : arXiv
Comunications
- 20th Oxford-Berlin Young Researchers Meeting on Applied Stochastic Analysis, Mathematical Institute in Oxford.
Talk : A weak kernel comparison result for rough volatilitymodels 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.
