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Multilevel sequential Monte Carlo: Mean square error bounds under verifiable conditions
(Stochastic Analysis and Applications. vol. 35, n° 3, pp. 478 - 498, 2016-12-16)Article de revue -
Valuation of barrier options using sequential Monte Carlo
(The Journal of Computational Finance, 2016-10)Article de revue -
Constrained and Unconstrained Optimal Control of Piecewise Deterministic Markov Processes
Communication dans un congrès -
Normal Integration: A Survey
(2016-06-13)Document de travail - Pré-publication -
Variational Methods for Normal Integration
(2016-06-13)Document de travail - Pré-publication -
Stochastic Processes: From Applications to Theory
(2016-12-19)Ouvrage -
Cuboid Partitioning for Parallel Matrix Multiplication on Heterogeneous Platforms
Communication dans un congrès -
Sub-exponential decay of eigenfunctions for some discrete schrödinger operators
(2016-09-10)Document de travail - Pré-publication