Nombre de documents


Article dans une revue10 documents

  • Ludovic Goudenège, Adam Larat, Julie Llobell, Marc Massot, David Mercier, et al.. Statistical and probabilistic modeling of a cloud of particles coupled with a turbulent fluid. ESAIM: Proceedings and Surveys, EDP Sciences, In press. 〈hal-01884814〉
  • Charles-Edouard Bréhier, Maxime Gazeau, Ludovic Goudenège, Tony Lelièvre, Mathias Rousset. Unbiasedness of some generalized adaptive multilevel splitting algorithms. The Annals of Applied Probability : an official journal of the institute of mathematical statistics, The Institute of Mathematical Statistics, 2016, 26 (6), pp.3559 - 3601. 〈10.1214/16-AAP1185〉. 〈hal-01142704〉
  • Christiane Cocozza-Thivent, Robert Eymard, Ludovic Goudenège, Michel Roussignol. Numerical methods for piecewise deterministic Markov processes with boundary. IMA Journal of Numerical Analysis, Oxford University Press (OUP), 2016, 〈10.1093/imanum/drv069〉. 〈hal-00917203〉
  • Charles-Edouard Bréhier, Ludovic Goudenège, Loic Tudela. Central Limit Theorem for Adaptative Multilevel Splitting Estimators in an Idealized Setting. Springer Proceedings in Mathematics & Statistics, Springer, 2016, Monte Carlo and Quasi-Monte Carlo Methods: MCQMC, Leuven, Belgium, April 2014, 163, pp.245--260. 〈〉. 〈10.1007/978-3-319-33507-0_10〉. 〈hal-01074155〉
  • Ludovic Goudenège, Molent Andrea, Antonino Zanette. Pricing and hedging GLWB in the Heston and in the Black–Scholes with stochastic interest rate models . Insurances : Mathematics and Economics, 2016, 70, pp.38-57. 〈10.1016/j.insmatheco.2016.05.018〉. 〈hal-01390968〉
  • Ludovic Goudenège, Pierre-André Zitt. A Wright-Fisher model with indirect selection. Journal of Mathematical Biology, Springer Verlag (Germany), 2015, 71 (6), pp.1411-1450. 〈10.1007/s00285-015-0859-2〉. 〈hal-00925744v3〉
  • Ludovic Goudenège, Luigi Manca. Asymptotic properties of stochastic Cahn–Hilliard equation with singular nonlinearity and degenerate noise. Stochastic Processes and their Applications, Elsevier, 2015, 125 (10), pp.3785 - 3800. 〈10.1016/〉. 〈hal-01092481〉
  • Ludovic Goudenège, Daniel Martin, Grégory Vial. High order finite element calculations for the deterministic Cahn-Hilliard equation. Journal of Scientific Computing, Springer Verlag, 2012, 52 (2), pp.294-321. 〈10.1007/s10915-011-9546-7〉. 〈hal-00461231〉
  • Arnaud Debussche, Ludovic Goudenège. Stochastic Cahn-Hilliard equation with double singular nonlinearities and two reflections. SIAM Journal on Mathematical Analysis, Society for Industrial and Applied Mathematics, 2011, 43 (3), pp.1473-1494. 〈10.1137/090769636〉. 〈hal-00411599〉
  • Ludovic Goudenège. Stochastic Cahn-Hilliard equation with singular nonlinearity and reflection. Stochastic Processes and their Applications, Elsevier, 2009, 119 (10), pp.3516-3548. 〈10.1016/〉. 〈hal-00336601〉

Pré-publication, Document de travail4 documents

  • Charles-Edouard Bréhier, Ludovic Goudenège. Weak convergence rates of splitting schemes for the stochastic Allen-Cahn equation. 2018. 〈hal-01764290v2〉
  • Charles-Edouard Bréhier, Ludovic Goudenège. ANALYSIS OF SOME SPLITTING SCHEMES FOR THE STOCHASTIC ALLEN-CAHN EQUATION. 2018. 〈hal-01688333〉
  • Ludovic Goudenège, Andrea Molent, Antonino Zanette. Computing Credit Valuation Adjustment solving coupled PIDEs in the Bates model. 2018. 〈hal-01873346〉
  • Charles-Edouard Bréhier, Maxime Gazeau, Ludovic Goudenège, Mathias Rousset. Analysis and simulation of rare events for SPDE. 2014. 〈hal-00921680〉

Thèse1 document

  • Ludovic Goudenège. Quelques résultats sur l'équation de Cahn-Hilliard stochastique et déterministe. Mathématiques [math]. École normale supérieure de Cachan - ENS Cachan, 2009. Français. 〈tel-00439022〉