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Printems, Jacques

Co-Author Distance
Author ID: printems.jacques Recent zbMATH articles by "Printems, Jacques"
Published as: Printems, Jacques; Printems, J.
External Links: MGP · dblp
Documents Indexed: 21 Publications since 1999
Co-Authors: 8 Co-Authors with 18 Joint Publications
361 Co-Co-Authors
all top 5

Co-Authors

3 single-authored
9 Pagès, Gilles
4 Debussche, Arnaud
3 Bally, Vlad
3 Pham, Huyên
2 Fournier, Nicolas
2 Gobet, Emmanuel
2 Kovács, Mihály
1 Bernal, Francisco
all top 5

Serials

4 Monte Carlo Methods and Applications
2 Mathematics of Computation
2 Mathematical Finance
1 Journal of Mathematical Analysis and Applications
1 Journal of Differential Equations
1 SIAM Journal on Numerical Analysis
1 Physica D
1 Electronic Communications in Probability
1 Bernoulli
1 Journal of Computational Analysis and Applications
1 M2AN. Mathematical Modelling and Numerical Analysis. ESAIM, European Series in Applied and Industrial Mathematics
1 Methodology and Computing in Applied Probability
1 Discrete and Continuous Dynamical Systems. Series B
1 Stochastics and Dynamics
all top 5

Fields

13 Numerical analysis (65-XX)
12 Probability theory and stochastic processes (60-XX)
9 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
6 Partial differential equations (35-XX)
2 Integral equations (45-XX)
2 Statistics (62-XX)
2 Operations research, mathematical programming (90-XX)
2 Systems theory; control (93-XX)
1 Ordinary differential equations (34-XX)
1 Dynamical systems and ergodic theory (37-XX)
1 Approximations and expansions (41-XX)
1 Fluid mechanics (76-XX)

Publications by Year

all cited Publications top 5 cited Publications

Citations contained in zbMATH Open

20 Publications have been cited 655 times in 439 Documents Cited by ▼ Year ▼
A quantization tree method for princing and hedging multidimensional american options. Zbl 1127.91023
Bally, Vlad; Pagès, Gilles; Printems, Jacques
78
2005
Numerical simulation of the stochastic Korteweg-de Vries equation. Zbl 0948.76038
Debussche, Arnaud; Printems, Jacques
63
1999
Optimal quadratic quantization for numerics: the Gaussian case. Zbl 1029.65012
Pagés, Gilles; Printems, Jacques
60
2003
On the discretization in time of parabolic stochastic partial differential equations. Zbl 0991.60051
Printems, Jacques
56
2001
Weak order for the discretization of the stochastic heat equation. Zbl 1215.60043
Debussche, Arnaud; Printems, Jacques
51
2009
Optimal quantization methods and applications to numerical problems in finance. Zbl 1138.91467
Pagès, Gilles; Pham, Huyên; Printems, Jacques
49
2004
Absolute continuity for some one-dimensional processes. Zbl 1248.60062
Fournier, Nicolas; Printems, Jacques
44
2010
The stochastic Korteweg-de Vries equation in \(L^2(\mathbb{R})\). Zbl 0927.35097
Printems, Jacques
43
1999
Functional quantization for numerics with an application to option pricing. Zbl 1161.91402
Pagès, Gilles; Printems, Jacques
41
2005
Effect of a localized random forcing term on the Korteweg-de Vries equation. Zbl 1032.35155
Debussche, Arnaud; Printems, Jacques
32
2001
An optimal Markovian quantization algorithm for multi-dimensional stochastic control problems. Zbl 1111.65006
Pagès, Gilles; Pham, Huyên; Printems, Jacques
23
2004
Strong order of convergence of a fully discrete approximation of a linear stochastic Volterra type evolution equation. Zbl 1312.60082
Kovács, Mihály; Printems, Jacques
23
2014
Discretization and simulation of the Zakai equation. Zbl 1139.60034
Gobet, Emmanuel; Pagès, Gilles; Pham, Huyên; Printems, Jacques
19
2006
A stochastic quantization method for nonlinear problems. Zbl 1035.65008
Bally, Vlad; Pagès, Gilles; Printems, Jacques
19
2001
Optimal quantization for finance: from random vectors to stochastic processes. Zbl 1180.91309
Pagès, Gilles; Printems, Jacques
13
2009
Weak convergence of a fully discrete approximation of a linear stochastic evolution equation with a positive-type memory term. Zbl 1325.60116
Kovács, Mihály; Printems, Jacques
13
2014
First-order schemes in the numerical quantization method. Zbl 1056.91025
Bally, V.; Pagès, G.; Printems, J.
12
2003
Convergence of a semi-discrete scheme for the stochastic Korteweg-de Vries equation. Zbl 1132.35076
Debussche, Arnaud; Printems, Jacques
10
2006
On the discretization in time of parabolic stochastic partial differential equations. Zbl 1007.65005
Printems, Jacques
4
2001
Stability of the stochastic heat equation in \(L^{1}([0,1])\). Zbl 1225.60104
Fournier, Nicolas; Printems, Jacques
2
2011
Strong order of convergence of a fully discrete approximation of a linear stochastic Volterra type evolution equation. Zbl 1312.60082
Kovács, Mihály; Printems, Jacques
23
2014
Weak convergence of a fully discrete approximation of a linear stochastic evolution equation with a positive-type memory term. Zbl 1325.60116
Kovács, Mihály; Printems, Jacques
13
2014
Stability of the stochastic heat equation in \(L^{1}([0,1])\). Zbl 1225.60104
Fournier, Nicolas; Printems, Jacques
2
2011
Absolute continuity for some one-dimensional processes. Zbl 1248.60062
Fournier, Nicolas; Printems, Jacques
44
2010
Weak order for the discretization of the stochastic heat equation. Zbl 1215.60043
Debussche, Arnaud; Printems, Jacques
51
2009
Optimal quantization for finance: from random vectors to stochastic processes. Zbl 1180.91309
Pagès, Gilles; Printems, Jacques
13
2009
Discretization and simulation of the Zakai equation. Zbl 1139.60034
Gobet, Emmanuel; Pagès, Gilles; Pham, Huyên; Printems, Jacques
19
2006
Convergence of a semi-discrete scheme for the stochastic Korteweg-de Vries equation. Zbl 1132.35076
Debussche, Arnaud; Printems, Jacques
10
2006
A quantization tree method for princing and hedging multidimensional american options. Zbl 1127.91023
Bally, Vlad; Pagès, Gilles; Printems, Jacques
78
2005
Functional quantization for numerics with an application to option pricing. Zbl 1161.91402
Pagès, Gilles; Printems, Jacques
41
2005
Optimal quantization methods and applications to numerical problems in finance. Zbl 1138.91467
Pagès, Gilles; Pham, Huyên; Printems, Jacques
49
2004
An optimal Markovian quantization algorithm for multi-dimensional stochastic control problems. Zbl 1111.65006
Pagès, Gilles; Pham, Huyên; Printems, Jacques
23
2004
Optimal quadratic quantization for numerics: the Gaussian case. Zbl 1029.65012
Pagés, Gilles; Printems, Jacques
60
2003
First-order schemes in the numerical quantization method. Zbl 1056.91025
Bally, V.; Pagès, G.; Printems, J.
12
2003
On the discretization in time of parabolic stochastic partial differential equations. Zbl 0991.60051
Printems, Jacques
56
2001
Effect of a localized random forcing term on the Korteweg-de Vries equation. Zbl 1032.35155
Debussche, Arnaud; Printems, Jacques
32
2001
A stochastic quantization method for nonlinear problems. Zbl 1035.65008
Bally, Vlad; Pagès, Gilles; Printems, Jacques
19
2001
On the discretization in time of parabolic stochastic partial differential equations. Zbl 1007.65005
Printems, Jacques
4
2001
Numerical simulation of the stochastic Korteweg-de Vries equation. Zbl 0948.76038
Debussche, Arnaud; Printems, Jacques
63
1999
The stochastic Korteweg-de Vries equation in \(L^2(\mathbb{R})\). Zbl 0927.35097
Printems, Jacques
43
1999
all cited Publications top 5 cited Publications
all top 5

Cited by 625 Authors

35 Pagès, Gilles
16 Kovács, Mihály
11 Jentzen, Arnulf
11 Luschgy, Harald
11 Xie, Yingchao
10 Larsson, Stig
9 Debussche, Arnaud
8 Hausenblas, Erika
8 Printems, Jacques
8 Wei, Caimin
7 Bréhier, Charles-Edouard
7 Pham, Huyên
7 Sagna, Abass
6 Bao, Feng
6 Belomestny, Denis
6 Callegaro, Giorgia
6 de Saporta, Benoîte
6 Ludkovski, Michael
6 Tambue, Antoine
6 Xia, Zunquan
5 Bessaih, Hakima
5 Chen, Bin
5 Dereich, Steffen
5 Dufour, François
5 Millet, Annie
5 Mukam, Jean Daniel
5 Nakatsu, Tomonori
5 Wang, Xiaojie
4 Bayer, Christian
4 Fiorin, Lucio
4 Fort, Jean-Claude
4 He, Ping
4 Laurière, Mathieu
4 Lindgren, Fredrik
4 Prohl, Andreas
4 Ritter, Klaus
4 Romito, Marco
4 Saracco, Jérôme
4 Schoenmakers, John G. M.
4 Van Ackooij, Wim
3 Andersson, Adam
3 Aurzada, Frank
3 Bally, Vlad
3 Becker, Sebastian
3 Cao, Yanzhao
3 Charlier, Isabelle
3 Chen, Tao
3 Clement, Emmanuelle
3 Deng, Weihua
3 Fang, Kai-Tai
3 Filipović, Damir
3 Gloter, Arnaud
3 Graf, Siegfried
3 Grasselli, Martino
3 Hosseini, Seyed Mohammad
3 Huré, Côme
3 Kim, Jong Uhn
3 Lang, Annika
3 Lemaire, Vincent
3 Lindner, Felix
3 Milstein, Grigori N.
3 Müller-Gronbach, Thomas
3 Nakano, Yumiharu
3 Olivera, Christian
3 Paindaveine, Davy
3 Pichler, Alois
3 Razafimandimby, Paul André
3 Schilling, René Leander
3 Tudor, Ciprian A.
3 Warin, Xavier
3 Wilbertz, Benedikt
3 Yan, Yubin
3 Yang, Xiaoyuan
3 Zhao, Weidong
2 Abergel, Frédéric
2 Ackerer, Damien
2 Archibald, Richard
2 Bardou, Olivier
2 Bashan, Ali
2 Berg, André
2 Berger, Arno
2 Bouchard, Bruno
2 Bouthemy, Sandrine
2 Brandejsky, Adrien
2 Bronstein, Anne Laure
2 Caramellino, Lucia
2 Carmona, René A.
2 Chassagneux, Jean-François
2 Cheridito, Patrick
2 Corlay, Sylvain
2 Cox, Sonja Gisela
2 Da Prato, Giuseppe
2 de Bouard, Anne
2 Defourny, Boris
2 Del Moral, Pierre
2 Delarue, François
2 Di Menza, Laurent
2 Duan, Jinqiao
2 Duffin, Connor
2 Dujardin, Guillaume Michel
...and 525 more Authors
all top 5

Cited in 149 Serials

22 Chaos, Solitons and Fractals
16 Journal of Computational and Applied Mathematics
15 Stochastic Processes and their Applications
15 Quantitative Finance
11 Journal of Scientific Computing
10 Mathematics of Computation
10 The Annals of Applied Probability
10 Stochastic and Partial Differential Equations. Analysis and Computations
9 Applied Mathematics and Computation
9 SIAM Journal on Numerical Analysis
9 Bernoulli
8 SIAM Journal on Financial Mathematics
7 Journal of Computational Physics
7 BIT
7 Numerische Mathematik
6 Applied Numerical Mathematics
6 Journal of Complexity
6 Potential Analysis
6 Monte Carlo Methods and Applications
6 Mathematical Finance
5 Journal of Mathematical Analysis and Applications
5 Journal of Theoretical Probability
5 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
5 Methodology and Computing in Applied Probability
5 Foundations of Computational Mathematics
5 European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis
4 Physics Letters. A
4 Journal of Differential Equations
4 SIAM Journal on Control and Optimization
4 Statistics & Probability Letters
4 International Journal of Computer Mathematics
4 Applied Mathematical Finance
4 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
4 International Journal of Theoretical and Applied Finance
4 Discrete and Continuous Dynamical Systems. Series B
3 The Annals of Probability
3 Applied Mathematics and Optimization
3 Automatica
3 Journal of Approximation Theory
3 Physica D
3 Annals of Operations Research
3 European Journal of Operational Research
3 Journal of Statistical Computation and Simulation
3 SIAM Journal on Scientific Computing
3 Communications in Nonlinear Science and Numerical Simulation
3 Journal of Evolution Equations
3 Stochastics and Dynamics
3 Communications in Computational Physics
3 Frontiers of Mathematical Finance
2 Computers & Mathematics with Applications
2 Journal of Mathematical Physics
2 Journal of Functional Analysis
2 Journal of Multivariate Analysis
2 Journal of Statistical Planning and Inference
2 Mathematics and Computers in Simulation
2 Mathematics of Operations Research
2 Transactions of the American Mathematical Society
2 Operations Research Letters
2 Stochastic Analysis and Applications
2 Annales de l’Institut Henri Poincaré. Analyse Non Linéaire
2 Communications in Statistics. Theory and Methods
2 Electronic Journal of Probability
2 Discrete and Continuous Dynamical Systems
2 Mathematical Methods of Operations Research
2 ZAMM. Zeitschrift für Angewandte Mathematik und Mechanik
2 Fractional Calculus & Applied Analysis
2 Qualitative Theory of Dynamical Systems
2 Computational Methods in Applied Mathematics
2 Computational Management Science
2 Electronic Journal of Statistics
2 Discrete and Continuous Dynamical Systems. Series S
2 EURO Journal on Computational Optimization
2 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys
1 Advances in Applied Probability
1 Computers and Fluids
1 Communications in Mathematical Physics
1 International Journal of Control
1 Mathematical Methods in the Applied Sciences
1 Physica A
1 Scandinavian Journal of Statistics
1 Ukrainian Mathematical Journal
1 ZAMP. Zeitschrift für angewandte Mathematik und Physik
1 Acta Mathematica Vietnamica
1 The Annals of Statistics
1 Calcolo
1 Indiana University Mathematics Journal
1 Journal of Applied Probability
1 Journal of Economic Theory
1 Journal of Optimization Theory and Applications
1 Mathematische Nachrichten
1 Memoirs of the American Mathematical Society
1 Insurance Mathematics & Economics
1 Chinese Annals of Mathematics. Series B
1 Statistics
1 Probability Theory and Related Fields
1 Computers & Operations Research
1 Numerical Methods for Partial Differential Equations
1 Applied Mathematics Letters
1 Mathematical and Computer Modelling
1 European Journal of Applied Mathematics
...and 49 more Serials
all top 5

Cited in 32 Fields

321 Probability theory and stochastic processes (60-XX)
210 Numerical analysis (65-XX)
146 Partial differential equations (35-XX)
85 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
45 Statistics (62-XX)
37 Systems theory; control (93-XX)
28 Operations research, mathematical programming (90-XX)
21 Calculus of variations and optimal control; optimization (49-XX)
18 Fluid mechanics (76-XX)
14 Information and communication theory, circuits (94-XX)
13 Dynamical systems and ergodic theory (37-XX)
12 Computer science (68-XX)
9 Integral equations (45-XX)
8 Approximations and expansions (41-XX)
6 Measure and integration (28-XX)
6 Ordinary differential equations (34-XX)
5 Operator theory (47-XX)
3 Statistical mechanics, structure of matter (82-XX)
2 Real functions (26-XX)
2 Special functions (33-XX)
2 Harmonic analysis on Euclidean spaces (42-XX)
2 Functional analysis (46-XX)
2 Mechanics of deformable solids (74-XX)
2 Biology and other natural sciences (92-XX)
1 Mathematical logic and foundations (03-XX)
1 Difference and functional equations (39-XX)
1 Integral transforms, operational calculus (44-XX)
1 Convex and discrete geometry (52-XX)
1 Mechanics of particles and systems (70-XX)
1 Optics, electromagnetic theory (78-XX)
1 Quantum theory (81-XX)
1 Geophysics (86-XX)

Citations by Year