Concepedia
Statistics
Publications
8
Citations
271
H-Index
Active since
2006
Affiliations
CERMICS(Current)
Laboratoire Jean Kuntzmann
Université Grenoble Alpes
Laboratoire d’Analyse et de Mathématiques Appliquées
Université de Lorraine
Pierre Étoré is an author at CERMICS specializing in stochastic processes, stochastic differential equations, and engineering.
Publications per year
2006–2019
On random walk simulation of one-dimensional diffusion processes with discontinuous coefficients
Pierre Étoré · Electronic Journal of Probability · 2006 · 60 citations · Full text
Engineering, Mathematics, Computational Physics +13
Adaptive Optimal Allocation in Stratified Sampling Methods
Pierre Étoré, Benjamin Jourdain · Methodology And Computing In Applied Probability · 2008 · 51 citations · Full text
Public Health, Biostatistics, Mathematics +12
Exact simulation of one-dimensional stochastic differential equations involving the local time at zero of the unknown process
Pierre Étoré, Miguel Martínez · Monte Carlo Methods and Applications · 2013 · 45 citations · Full text
Engineering, Computational Engineering, Dynamical Systems +15
On the existence of a time inhomogeneous skew Brownian motion and some related laws
Pierre Étoré, Miguel Martínez · Electronic Journal of Probability · 2012 · 33 citations · Full text
Engineering, Mathematics, Physics +10
A Donsker theorem to simulate one-dimensional processes with measurable coefficients
Pierre Étoré, Antoine Lejay · ESAIM Probability and Statistics · 2007 · 27 citations · Full text
Engineering, Mathematics, Physics +14
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