Publications in peer review journals

  • Chaudru de Raynal, P. E., & Garcia Trillos, C. A. (2015). A cubature based algorithm to solve decoupled McKean–Vlasov forward–backward stochastic differential equations. Stochastic Processes and their Applications, 125(6), 2206-2255. doi:10.1016/
  • García Trillos, C. A. (2015). A decreasing step method for strongly oscillating stochastic models. The Annals of Applied Probability, 25(2), 986-1029. doi:10.1214/14-AAP1016

For a full list of publications, visit my IRIS page

PhD Thesis

I completed my PhD thesis working with F. Delarue“Probabilistic numerical methods: multi-scale and mean-field problems”