Antoine Tambue | DeepAI

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Featured Co-authors

Aurelien Junior Noupelah
3 publications
Christelle Dleuna Nyoumbi
2 publications
Jean Daniel Mukam
2 publications
Jean Louis Woukeng
1 publication
Rock Stephane Koffi
1 publication
Rock S. Koffi
1 publication

∙ 02/04/2022

Strong convergence of an fractional exponential integrator scheme for the finite element discretization of time-fractional SPDE driven by standard and fractional Brownian motio

The aim of this work is to provide the first strong convergence result o...

0 Aurelien Junior Noupelah, et al. ∙

∙ 09/11/2021

A novel high dimensional fitted scheme for stochastic optimal control problems

Stochastic optimal principle leads to the resolution of a partial differ...

0 Christelle Dleuna Nyoumbi, et al. ∙

∙ 11/07/2020

Strong convergence of some Euler-type schemes for the finite element discretization of time-fractional SPDE driven by standard and fractional Brownian motion

In this work, we provide the first strong convergence result of numerica...

0 Aurelien Junior Noupelah, et al. ∙

∙ 02/19/2020

A fitted finite volume method for stochastic optimal control Problems

In this article, we provide a numerical method based on fitted finite vo...

0 Christelle Dleuna Nyoumbi, et al. ∙

∙ 01/23/2020

Optimal error estimate of the finite element approximation of second order semilinear non-autonomous parabolic PDEs

In this work, we investigate the numerical approximation of the second o...

0 Antoine Tambue, et al. ∙

∙ 12/29/2019

Optimal strong convergence rates of some Euler-type timestepping schemes for the finite element discretization SPDEs driven by additive fractional Brownian motion and Poisson r

In this paper, we study the numerical approximation of a general second ...

0 Aurelien Junior Noupelah, et al. ∙

∙ 12/29/2019

A fitted L-Multi-point Flux Approximation method for pricing options

In this paper, we introduce a special kind of finite volume method calle...

0 Rock Stephane Koffi, et al. ∙

∙ 12/29/2019

Convergence of the Two Point Flux Approximation and a novel fitted Two-Point Flux Approximation method for pricing options

In this paper, we deal with numerical approximations for solving the Bla...

0 Rock S. Koffi, et al. ∙

∙ 12/29/2019

Strong convergence of the backward Euler approximation for the finite element discretization of semilinear parabolic SPDEs with non-global Lipschitz drift driven by additive no

This paper deals with the backward Euler method applied to semilinear pa...

0 Jean Daniel Mukam, et al. ∙

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