Concepedia

Céline Labart

CL

10

Publications

415

Citations

10

H-Index

2006

Active since

Affiliations

Laboratoire de Mathématiques Blaise Pascal(Current)

Université Savoie Mont Blanc

Laboratoire d’Analyse et de Mathématiques Appliquées

Centre de Mathématiques Appliquées de l'École polytechnique

École Polytechnique

Céline Labart is an author at Laboratoire de Mathématiques Blaise Pascal specializing in numerical analysis, engineering, and approximation theory.

ORCID

Top concepts

Publications per year

2006–2016

10

Publications

10

Error expansion for the discretization of backward stochastic differential equations

Emmanuel Gobet, Céline Labart · Stochastic Processes and their Applications · 2006 · 99 citations · Full text

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Simulation of BSDEs by Wiener chaos expansion

Philippe Briand, Céline Labart · The Annals of Applied Probability · 2014 · 74 citations · Full text

Solving BSDE with Adaptive Control Variate

Emmanuel Gobet, Céline Labart · SIAM Journal on Numerical Analysis · 2010 · 69 citations · Full text

, , +12

Sharp estimates for the convergence of the density of the Euler scheme in small time

Emmanuel Gobet, Céline Labart · Electronic Communications in Probability · 2008 · 47 citations · Full text

Simulation of BSDEs with jumps by Wiener Chaos expansion

Céline Labart · Stochastic Processes and their Applications · 2016 · 37 citations · Full text

, , +3

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