A stochastic particle method for the McKean-Vlasov and the Burgers equation M Bossy, D Talay Mathematics of computation 66 (217), 157-192, 1997 | 264 | 1997 |
Euler scheme for SDEs with non-Lipschitz diffusion coefficient: strong convergence A Berkaoui, M Bossy, A Diop ESAIM: Probability and Statistics 12, 1-11, 2008 | 189 | 2008 |
Convergence rate for the approximation of the limit law of weakly interacting particles: application to the Burgers equation M Bossy, D Talay The Annals of Applied Probability 6 (3), 818-861, 1996 | 145 | 1996 |
A symmetrized Euler scheme for an efficient approximation of reflected diffusions M Bossy, E Gobet, D Talay Journal of applied probability 41 (3), 877-889, 2004 | 131 | 2004 |
Clarification and complement to “Mean-field description and propagation of chaos in networks of Hodgkin–Huxley and FitzHugh–Nagumo neurons” M Bossy, O Faugeras, D Talay The Journal of Mathematical Neuroscience (JMN) 5, 1-23, 2015 | 83 | 2015 |
An efficient discretization scheme for one dimensional SDEs with a diffusion coefficient function of the form| x| α, α∈[1/2, 1 M Bossy, A Diop Rapport de recherche, Institut National de Recherche en Informatique et en …, 2004 | 70 | 2004 |
On conditional McKean Lagrangian stochastic models M Bossy, JF Jabir, D Talay Probability theory and related fields 151, 319-351, 2011 | 49 | 2011 |
Probabilistic interpretation and random walk on spheres algorithms for the Poisson-Boltzmann equation in molecular dynamics M Bossy, N Champagnat, S Maire, D Talay ESAIM: Mathematical Modelling and Numerical Analysis 44 (5), 997-1048, 2010 | 47 | 2010 |
Some stochastic particle methods for nonlinear parabolic PDEs M Bossy ESAIM: proceedings 15, 18-57, 2005 | 46 | 2005 |
Stochastic downscaling method: application to wind refinement F Bernardin, M Bossy, C Chauvin, P Drobinski, A Rousseau, T Salameh Stochastic Environmental Research and Risk Assessment 23, 851-859, 2009 | 34 | 2009 |
Stochastic Lagrangian method for downscaling problems in computational fluid dynamics F Bernardin, M Bossy, C Chauvin, JF Jabir, A Rousseau ESAIM: Mathematical Modelling and Numerical Analysis 44 (5), 885-920, 2010 | 31 | 2010 |
An efficient discretisation scheme for one dimensional SDEs with a diffusion coefficient function of the form| x|^ a, a in [1/2, 1 M Bossy, A Diop INRIA, 2007 | 31 | 2007 |
Strong convergence of the symmetrized Milstein scheme for some CEV-like SDEs M Bossy, H Olivero | 29 | 2018 |
Rate of convergeance of a particle method for the solution of a 1D viscous scalar conservation law in a bounded interval M Bossy, B Jourdain The Annals of Probability 30 (4), 1797-1832, 2002 | 26 | 2002 |
A Fault Tolerant and Multi-Paradigm Grid Architecture for Time Constrained Problems. Application to Option Pricing in Finance. S Bezzine, V Galtier, S Vialle, F Baude, M Bossy, VD Doan, L Henrio 2006 Second IEEE International Conference on e-Science and Grid Computing (e …, 2006 | 23 | 2006 |
Comparison of a stochastic particle method and a finite volume deterministic method applied to Burgers equation M Bossy, L Fezoui, S Piperno Walter de Gruyter, Berlin/New York 3 (2), 113-140, 1997 | 23 | 1997 |
Optimal rate of convergence of a stochastic particle method to solutions of 1D viscous scalar conservation laws M Bossy Mathematics of computation 73 (246), 777-812, 2004 | 22 | 2004 |
Sur la discrétisation et le comportement à petit bruit d'EDS unidimensionnelles dont les coefficients sont à dérivées singulières A Diop Nice, 2003 | 21 | 2003 |
Monte Carlo methods for linear and non-linear Poisson-Boltzmann equation M Bossy, N Champagnat, H Leman, S Maire, L Violeau, M Yvinec ESAIM: Proceedings and Surveys 48, 420-446, 2015 | 20 | 2015 |
On confined McKean Langevin processes satisfying the mean no-permeability boundary condition M Bossy, JF Jabir Stochastic Processes and their Applications 121 (12), 2751-2775, 2011 | 19 | 2011 |