Xavier Warin - Concepedia

Author

Xavier Warin

Électricité de France (France)ORCID

Also Known As

Huyên Pham, Stephane Vialle, Warin Xavier, Warin, Xavier, X. Warin, Xavier Warin

126

Publications

1.8K

Citations

H-Index

Concepts

All Affiliations

Électricité de France (France)Université Paris Dauphine-PSL Université Paris Cité Laboratoire de Probabilités, Statistique et Modélisation Laboratoire de Probabilités et Modèles Aléatoires

About

Xavier Warin is an author at Électricité de France (France) specializing in engineering, numerical analysis, and stochastic calculus.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Engineering	11	14	961
2	Business	5	5	615
3	Natural Sciences	1	1	17
4	Public Health	1	1	21
5	Computer Engineering	1	1	10

Xavier Warin

Publications

1.5K

Citations

H-Index

Page 1

	Year	Citations
A regression-based Monte Carlo method to solve backward stochastic differential equations Emmanuel Gobet, Jean-Philippe Lemor, Xavier Warin The Annals of Applied Probability Numerical AnalysisNumerical ResolutionEngineeringMonte Carlo MethodsStochastic Differential Equations	2005	413
Deep backward schemes for high-dimensional nonlinear PDEs Côme Huré, Huyên Pham, Xavier Warin Mathematics of Computation	2019	200
A probabilistic numerical method for fully nonlinear parabolic PDEs Arash Fahim, Nizar Touzi, Xavier Warin The Annals of Applied Probability Numerical AnalysisEngineeringStochastic AnalysisComputational MechanicsDiscretization Error	2011	173
Rate of convergence of an empirical regression method for solving generalized backward stochastic differential equations Jean-Philippe Lemor, Emmanuel Gobet, Xavier Warin Bernoulli Numerical AnalysisNumerical ResolutionEngineeringStochastic Differential EquationsFinancial Mathematics	2006	169
Deep backward schemes for high-dimensional nonlinear PDEs Côme Huré, Huyên Pham, Xavier Warin arXiv (Cornell University)	2019	54
Fast and Stable Multivariate Kernel Density Estimation by Fast Sum Updating Nicolas Langrené, Xavier Warin Journal of Computational and Graphical Statistics	2018	49
Approximation Error Analysis of Some Deep Backward Schemes for Nonlinear PDEs Maximilien Germain, Huyên Pham, Xavier Warin SIAM Journal on Scientific Computing	2022	46
Valuation of power plants by utility indifference and numerical computation Arnaud Porchet, Nizar Touzi, Xavier Warin Mathematical Methods of Operations Research Mathematical ProgrammingPower MarketEconomicsEngineeringNatural Resource Valuation	2008	40
Numerical Resolution of McKean-Vlasov FBSDEs Using Neural Networks Maximilien Germain, Joseph Mikael, Xavier Warin Methodology And Computing In Applied Probability Numerical AnalysisSuper-resolution ImagingNumerical ResolutionEngineeringPhysics	2022	35
Numerical approximation of BSDEs using local polynomial drivers and branching processes Bruno Bouchard, Xiaolu Tan, Xavier Warin, Monte Carlo Methods and Applications Numerical AnalysisFine Time DiscretizationNumerical ComputationEngineeringValidated Numerics	2017	25

Page 1