Edit Profile (opens in new tab) Martinez, Miguel Co-Author Distance Author ID: martinez.miguel Published as: Martinez, Miguel; Martínez, Miguel Homepage: https://perso.math.u-pem.fr/martinez.miguel/ External Links: MGP · ResearchGate · IdRef · theses.fr Documents Indexed: 25 Publications since 2005, including 3 Additional arXiv Preprints Reviewing Activity: 3 Reviews Co-Authors: 36 Co-Authors with 22 Joint Publications 599 Co-Co-Authors all top 5 Co-Authors 0 single-authored 7 Étoré, Pierre 3 Talay, Denis 2 Denis, Christophe 2 Gloter, Arnaud 2 Goreac, Dan 2 Kobylanski, Magdalena 2 Ohavi, Isaac 1 Abakumov, Evgeny V. 1 Bardou, Olivier 1 Beaulieu, Anne 1 Bernardin, Frédéric 1 Blanchard, François 1 Bonnetier, Eric 1 Bossy, Mireille 1 Carazo, Jose-Maria 1 Conesa, P. 1 del Cano, L. 1 Dion-Blanc, Charlotte 1 Dion, Charlotte 1 Fontbona, Joaquin 1 Fradelizi, Matthieu 1 Gómez-Blanco, J. Carlos 1 Gozlan, Nathael 1 Host, Bernard 1 Jeantheau, Thiery 1 Jimenez-Moreno, A. 1 Lecué, Guillaume 1 Lejay, Antoine 1 Majtner, T. 1 Maluenda, David 1 Marabini, Roberto 1 Melero, R. 1 Meyer, Mathieu 1 Mota, João 1 Mourgues, Marie-Hélène 1 Otón, Joaquin 1 Portal, Frederic 1 Rancel, Y. 1 Ribaud, Francis 1 Roberto, Cyril 1 Romon, Pascal 1 Roth, Julien 1 Rubenthaler, Sylvain 1 Samson, Paul-Marie 1 San Martín, Jaime 1 Sorzano, C. O. S. 1 Tanré, Etienne 1 Torres, Soledad 1 Vandekerkhove, Pierre 1 Vilas, J. L. 1 Youssfi, Abdellah all top 5 Serials 2 Stochastic Analysis and Applications 2 Electronic Journal of Probability 1 Journal of Mathematical Analysis and Applications 1 Journal of Statistical Physics 1 Scandinavian Journal of Statistics 1 The Annals of Probability 1 Applied Mathematics and Optimization 1 Journal of Computational and Applied Mathematics 1 Journal of Theoretical Probability 1 MCSS. Mathematics of Control, Signals, and Systems 1 The Annals of Applied Probability 1 Stochastic Processes and their Applications 1 Monte Carlo Methods and Applications 1 Electronic Communications in Probability 1 Bernoulli 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Statistical Inference for Stochastic Processes 1 Comptes Rendus. Mathématique. Académie des Sciences, Paris 1 ALEA. Latin American Journal of Probability and Mathematical Statistics 1 Applied Analysis and Optimization all top 5 Fields 19 Probability theory and stochastic processes (60-XX) 5 Numerical analysis (65-XX) 3 Ordinary differential equations (34-XX) 3 Statistics (62-XX) 3 Systems theory; control (93-XX) 2 Partial differential equations (35-XX) 2 Operations research, mathematical programming (90-XX) 1 Combinatorics (05-XX) 1 Functional analysis (46-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Computer science (68-XX) 1 Fluid mechanics (76-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Biology and other natural sciences (92-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 17 Publications have been cited 146 times in 93 Documents Cited by ▼ Year ▼ A scheme for simulating one-dimensional diffusion processes with discontinuous coefficients. Zbl 1094.60056 Lejay, Antoine; Martinez, Miguel 36 2006 Exact simulation of one-dimensional stochastic differential equations involving the local time at zero of the unknown process. Zbl 1269.65007 Étoré, Pierre; Martinez, Miguel 23 2013 Time inhomogeneous stochastic differential equations involving the local time of the unknown process, and associated parabolic operators. Zbl 1396.60066 Étoré, Pierre; Martinez, Miguel 13 2018 On the existence of a time inhomogeneous skew Brownian motion and some related laws. Zbl 1245.60077 Étoré, Pierre; Martinez, Miguel 13 2012 Exact simulation for solutions of one-dimensional stochastic differential equations with discontinuous drift. Zbl 1315.65008 Étoré, Pierre; Martinez, Miguel 10 2014 One-dimensional parabolic diffraction equations: pointwise estimates and discretization of related stochastic differential equations with weighted local times. Zbl 1244.60058 Martinez, Miguel; Talay, Denis 10 2012 Discretization of one-dimensional stochastic differential equations whose generators are divergence form with a discontinuous coefficient. (Discrétisation d’équations différentielles stochastiques unidimensionnelles à générateur sous forme divergence avec coefficient discontinu.) Zbl 1082.60514 Martinez, Miguel; Talay, Denis 9 2005 Algebraic invariance conditions in the study of approximate (null-)controllability of Markov switch processes. Zbl 1327.93077 Goreac, Dan; Martinez, Miguel 5 2015 A ridge estimator of the drift from discrete repeated observations of the solution of a stochastic differential equation. Zbl 1504.62123 Denis, Christophe; Dion-Blanc, Charlotte; Martinez, Miguel 5 2021 Consistent procedures for multiclass classification of discrete diffusion paths. Zbl 1450.62072 Denis, Christophe; Dion, Charlotte; Martinez, Miguel 5 2020 Numerical method for reflected backward stochastic differential equations. Zbl 1243.60050 Martínez, Miguel; San Martín, Jaime; Torres, Soledad 4 2011 Paths clustering and an existence result for stochastic vortex systems. Zbl 1121.82007 Fontbona, Joaquin; Martinez, Miguel 4 2007 On mean numbers of passage times in small balls of discretized Itô processes. Zbl 1189.60108 Bernardin, Frédéric; Bossy, Mireille; Martinez, Miguel; Talay, Denis 3 2009 Statistical estimation for reflected skew processes. Zbl 1209.60046 Bardou, Olivier; Martinez, Miguel 2 2010 The logarithmic Sobolev constant of the lamplighter. Zbl 1266.60124 Abakumov, Evgeny; Beaulieu, Anne; Blanchard, François; Fradelizi, Matthieu; Gozlan, Nathaël; Host, Bernard; Jeantheau, Thiery; Kobylanski, Magdalena; Lecué, Guillaume; Martinez, Miguel; Meyer, Mathieu; Mourgues, Marie-Hélène; Portal, Frédéric; Ribaud, Francis; Roberto, Cyril; Romon, Pascal; Roth, Julien; Samson, Paul-Marie; Vandekerkhove, Pierre; Youssfi, Abdellah 2 2013 Distance between two skew Brownian motions as a S.D.E. With jumps and law of the hitting time. Zbl 1296.60149 Gloter, Arnaud; Martinez, Miguel 1 2013 A transformed stochastic Euler scheme for multidimensional transmission PDE. Zbl 1475.65067 Étoré, Pierre; Martinez, Miguel 1 2021 A ridge estimator of the drift from discrete repeated observations of the solution of a stochastic differential equation. Zbl 1504.62123 Denis, Christophe; Dion-Blanc, Charlotte; Martinez, Miguel 5 2021 A transformed stochastic Euler scheme for multidimensional transmission PDE. Zbl 1475.65067 Étoré, Pierre; Martinez, Miguel 1 2021 Consistent procedures for multiclass classification of discrete diffusion paths. Zbl 1450.62072 Denis, Christophe; Dion, Charlotte; Martinez, Miguel 5 2020 Time inhomogeneous stochastic differential equations involving the local time of the unknown process, and associated parabolic operators. Zbl 1396.60066 Étoré, Pierre; Martinez, Miguel 13 2018 Algebraic invariance conditions in the study of approximate (null-)controllability of Markov switch processes. Zbl 1327.93077 Goreac, Dan; Martinez, Miguel 5 2015 Exact simulation for solutions of one-dimensional stochastic differential equations with discontinuous drift. Zbl 1315.65008 Étoré, Pierre; Martinez, Miguel 10 2014 Exact simulation of one-dimensional stochastic differential equations involving the local time at zero of the unknown process. Zbl 1269.65007 Étoré, Pierre; Martinez, Miguel 23 2013 The logarithmic Sobolev constant of the lamplighter. Zbl 1266.60124 Abakumov, Evgeny; Beaulieu, Anne; Blanchard, François; Fradelizi, Matthieu; Gozlan, Nathaël; Host, Bernard; Jeantheau, Thiery; Kobylanski, Magdalena; Lecué, Guillaume; Martinez, Miguel; Meyer, Mathieu; Mourgues, Marie-Hélène; Portal, Frédéric; Ribaud, Francis; Roberto, Cyril; Romon, Pascal; Roth, Julien; Samson, Paul-Marie; Vandekerkhove, Pierre; Youssfi, Abdellah 2 2013 Distance between two skew Brownian motions as a S.D.E. With jumps and law of the hitting time. Zbl 1296.60149 Gloter, Arnaud; Martinez, Miguel 1 2013 On the existence of a time inhomogeneous skew Brownian motion and some related laws. Zbl 1245.60077 Étoré, Pierre; Martinez, Miguel 13 2012 One-dimensional parabolic diffraction equations: pointwise estimates and discretization of related stochastic differential equations with weighted local times. Zbl 1244.60058 Martinez, Miguel; Talay, Denis 10 2012 Numerical method for reflected backward stochastic differential equations. Zbl 1243.60050 Martínez, Miguel; San Martín, Jaime; Torres, Soledad 4 2011 Statistical estimation for reflected skew processes. Zbl 1209.60046 Bardou, Olivier; Martinez, Miguel 2 2010 On mean numbers of passage times in small balls of discretized Itô processes. Zbl 1189.60108 Bernardin, Frédéric; Bossy, Mireille; Martinez, Miguel; Talay, Denis 3 2009 Paths clustering and an existence result for stochastic vortex systems. Zbl 1121.82007 Fontbona, Joaquin; Martinez, Miguel 4 2007 A scheme for simulating one-dimensional diffusion processes with discontinuous coefficients. Zbl 1094.60056 Lejay, Antoine; Martinez, Miguel 36 2006 Discretization of one-dimensional stochastic differential equations whose generators are divergence form with a discontinuous coefficient. (Discrétisation d’équations différentielles stochastiques unidimensionnelles à générateur sous forme divergence avec coefficient discontinu.) Zbl 1082.60514 Martinez, Miguel; Talay, Denis 9 2005 all cited Publications top 5 cited Publications all top 5 Cited by 139 Authors 11 Lejay, Antoine 6 Hiderah, Kamal 6 Martinez, Miguel 5 Marie, Nicolas 5 Thomann, Enrique A. 5 Waymire, Edward C. 4 Appuhamillage, Thilanka A. 4 Benabdallah, Mohsine 4 Bokil, Vrushali A. 4 Étoré, Pierre 4 Goreac, Dan 4 Pichot, Géraldine 3 Comte, Fabienne 3 Leobacher, Gunther 3 Ouknine, Youssef 3 Szölgyenyi, Michaela 3 Taguchi, Dai 3 Talay, Denis 3 Wang, Yongjin 3 Wood, Brian D. 2 Bourza, Mohamed 2 Cui, Zhenyu 2 Dereudre, David 2 Geiss, Christel 2 Kohatsu-Higa, Arturo 2 Labart, Céline 2 Lenôtre, Lionel 2 Luoto, Antti 2 Maire, Sylvain 2 Mazzonetto, Sara 2 Mordecki, Ernesto 2 Obiang, Fulgence Eyi 2 Papaspiliopoulos, Omiros 2 Pigato, Paolo 2 Ramirez, Jorge M. 2 Roberts, Gareth O. 2 Roelly, Sylvie 2 Song, Shiyu 2 Torres, Soledad 2 Wang, Suxin 2 Zili, Mounir 1 Abakirova, A. T. 1 Amorino, Chiara 1 Ankirchner, Stefan 1 Ascione, Giacomo 1 Bahaj, Faiz 1 Beck, Christian 1 Bencheikh, Oumaima 1 Beskos, Alexandros 1 Blanchet, Jose H. 1 Bolley, François 1 Bossy, Mireille 1 Bouhadou, Siham 1 Bufalo, Michele 1 Capitanelli, Raffaela 1 Chafaï, Djalil 1 Champagnat, Nicolas 1 Chen, Zhen-Qing 1 Chessari, Jared 1 De Angelis, Tiziano 1 Delgoshaie, Amir H. 1 Denis, Christophe 1 Diallo, Tidiane 1 Ding, Kailin 1 Dion-Blanc, Charlotte 1 D’Ovidio, Mirko 1 Elkettani, Youssfi 1 Fearnhead, Paul 1 Fontbona, Joaquin 1 Fournier, Nicolas 1 Genon-Catalot, Valentine 1 Germain, Maximilien 1 Gibson, Nathan L. 1 Gloter, Arnaud 1 Glynn, Peter W. 1 Grosu, Alexandra Claudia 1 Grotto, Francesco 1 Halconruy, Hélène 1 Hauray, Maxime 1 Heidari, Akram 1 Hutzenthaler, Martin 1 Issoglio, Elena 1 Jenny, Patrick 1 Jentzen, Arnulf 1 Jourdain, Benjamin 1 Karatzas, Ioannis 1 Kawai, Reiichiro 1 Kopytko, Bogdan I. 1 Kruse, Thomas 1 Kuckuck, Benno 1 Li, Lingfei 1 Limić, Nedžad 1 Löhr, Wolfgang 1 Mangeat, Matthieu 1 Meier, Christian 1 Menoukeu Pamen, Olivier 1 Mischler, Stéphane 1 Moutsinga, Octave 1 Murthy, Karthyek R. A. 1 Neuenkirch, Andreas ...and 39 more Authors all top 5 Cited in 59 Serials 5 Monte Carlo Methods and Applications 4 Journal of Theoretical Probability 4 The Annals of Applied Probability 4 Bernoulli 3 Journal of Computational Physics 3 Scandinavian Journal of Statistics 3 Journal of Computational and Applied Mathematics 3 Stochastic Analysis and Applications 3 Stochastic Processes and their Applications 3 Potential Analysis 2 Advances in Applied Probability 2 Journal of Mathematical Analysis and Applications 2 BIT 2 Journal of Applied Probability 2 SIAM Journal on Numerical Analysis 2 European Journal of Operational Research 2 Finance and Stochastics 2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Archive for Rational Mechanics and Analysis 1 Computer Methods in Applied Mechanics and Engineering 1 Journal of Statistical Physics 1 Physica A 1 Annals of the Institute of Statistical Mathematics 1 The Annals of Statistics 1 Applied Mathematics and Optimization 1 Journal of Functional Analysis 1 Journal of Multivariate Analysis 1 Numerische Mathematik 1 Proceedings of the American Mathematical Society 1 SIAM Journal on Control and Optimization 1 Systems & Control Letters 1 Statistics & Probability Letters 1 Physica D 1 Journal of Complexity 1 Statistical Science 1 MCSS. Mathematics of Control, Signals, and Systems 1 SIAM Journal on Applied Mathematics 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 SIAM Journal on Scientific Computing 1 Random Operators and Stochastic Equations 1 Bulletin des Sciences Mathématiques 1 Electronic Journal of Probability 1 Statistical Inference for Stochastic Processes 1 Journal of the European Mathematical Society (JEMS) 1 Communications in Nonlinear Science and Numerical Simulation 1 Quantitative Finance 1 Discrete and Continuous Dynamical Systems. Series B 1 Stochastic Models 1 Comptes Rendus. Mathématique. Académie des Sciences, Paris 1 European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis 1 Proceedings of the Steklov Institute of Mathematics 1 ALEA. Latin American Journal of Probability and Mathematical Statistics 1 Journal of Physics A: Mathematical and Theoretical 1 Networks and Heterogeneous Media 1 Probability Surveys 1 Science China. Mathematics 1 Modern Stochastics. Theory and Applications 1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys 1 Journal of Computational Physics: X all top 5 Cited in 21 Fields 81 Probability theory and stochastic processes (60-XX) 38 Numerical analysis (65-XX) 22 Partial differential equations (35-XX) 11 Statistics (62-XX) 7 Systems theory; control (93-XX) 5 Approximations and expansions (41-XX) 5 Computer science (68-XX) 5 Fluid mechanics (76-XX) 5 Statistical mechanics, structure of matter (82-XX) 4 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 4 Biology and other natural sciences (92-XX) 3 Ordinary differential equations (34-XX) 3 Operations research, mathematical programming (90-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Operator theory (47-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Measure and integration (28-XX) 1 Integral equations (45-XX) 1 Mechanics of particles and systems (70-XX) 1 Geophysics (86-XX) Citations by Year