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Thinning and multilevel Monte Carlo methods for piecewise deterministic (Markov) processes with an application to a stochastic Morris–Lecar model
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- Journal:
- Advances in Applied Probability / Volume 52 / Issue 1 / March 2020
- Published online by Cambridge University Press:
- 29 April 2020, pp. 138-172
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- March 2020
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Behavior of the Euler scheme with decreasing step in a degenerate situation
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- Journal:
- ESAIM: Probability and Statistics / Volume 11 / June 2007
- Published online by Cambridge University Press:
- 19 June 2007, pp. 236-247
- Print publication:
- June 2007
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