Authors: Blanchet, Jose Chen, Xinyun Dong, Jing

Citation: Blanchet, Jose et al., E-strong simulation for multidimensional stochastic differential equations via rough path analysis, Annals of applied probability , 30(6), 2020, pp. 275-336

Authors: Blanchet, Jose Chen, Xinyun

Citation: Blanchet, Jose et Chen, Xinyun, Steady-state simulation of reflected Brownian motion and related stochastic networks, Annals of applied probability , 25(6), 2015, pp. 3209-3250