Pierre étoré - Publications



Papers:


[1] P. Étoré, J.R. Leon, C. Prieur, A probabilistic point of view for the Kolmogorov hypoelliptic equations, to appear at ESAIM P&S, 2023, HAL: https://hal.archives-ouvertes.fr/hal-03342958 .
[2] P. Étoré, M. Martinez, Stochastic processes associated to multidimensional parabolic transmission problems in divergence form, ALEA, february 2023, Vol. 20, pp291-311, HAL: https://hal.archives-ouvertes.fr/hal-02531467, DOI: https://doi.org/10.30757/ALEA.v20-11 .
[3] P. Étoré, M. Martinez, A transformed stochastic Euler scheme for multidimensional transmission PDE , Journal of Computational and Applied Mathematics, october 2021, Vol. 394, HAL: https://hal.archives-ouvertes.fr/hal-01800305 , DOI: https://doi.org/10.1016/j.cam.2021.113551 .
[4] P. Étoré, C. Prieur, D.K. Pham, L. Li, Global sensitivity analysis for models described by stochastic differential equations, Methodol. Comput. Appl. Probab., june 2020, Vol. 22, pp 803-831, HAL: https://hal.archives-ouvertes.fr/hal-01926919 , DOI: https://doi.org/10.1007/s11009-019-09732-6 .
[5] P. Étoré, M. Martinez Time inhomogeneous Stochastic Differential Equations invloving the local time of the unknown process, and associated parabolic operators, SPA, August 2018, Vol. 128 (8), pp 2642-2687, HAL: https://hal.archives-ouvertes.fr/hal-01356270 , DOI: https://doi.org/10.1016/j.spa.2017.09.018.
[6] 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).
[7] 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).
[8] 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 , DOI: https://doi.org/10.1214/ECP.v19-3678 ).
[9] 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).
[10] 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 ).
[11] 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, DOI: https://doi.org/10.1214/EJP.v17-1858 ).
[12] 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, journal: https://link.springer.com/article/10.1007%2Fs10479-009-0638-9 ).
[13] 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/).
[14] 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).
[15] 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).

Preprints:

[1] Eric Bonnetier, P. Étoré, Miguel Martinez, A probabilistic representation of the solution to a 1D evolution equation in a medium with negative index . Preprint (V1: june 2022, V2: January 2024), HAL: https://hal.archives-ouvertes.fr/hal-03687817 .
[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 .