Recherche
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INTERTWININGS AND GENERALIZED BRASCAMP-LIEB INEQUALITIES
(Revista Matemática Iberoamericana. vol. 34, 2018)Article de revue -
Partially observed optimal stopping problem for discrete-time Markov processes
(4OR: A Quarterly Journal of Operations Research. vol. 15, pp. 277-302, 2017)Article de revue -
Large deviations for the squared radial Ornstein-Uhlenbeck process
(Theory of Probability and Its Applications c/c of Teoriia Veroiatnostei i Ee Primenenie. vol. 61, n° 3, 2016)Article de revue -
Generalized stochastic Lagrangian paths for the Navier-Stokes equation
(Annali della Scuola Normale Superiore di Pisa, Classe di Scienze. vol. 18, n° 3, pp. 1033-1060, 2018)Article de revue -
Linear minimum mean square filters for Markov jump linear systems
(IEEE Transactions on Automatic Control. vol. 62, n° 7, pp. 3567-3572, 2017)Article de revue -
Curvature-dimension estimates for the Laplace-Beltrami operator of a totally geodesic foliation
(Nonlinear Analysis: Theory, Methods and Applications. vol. 126, pp. 159-169, 2015)Article de revue -
A Probabilistic Approach to Large Time Behavior of Mild Solutions of Hamilton-Jacobi-Bellman Equations in Infinite Dimension
(SIAM Journal on Control and Optimization. vol. 53, n° 1, pp. 378-398, 2015)Article de revue -
J.J. Sylvester's two convex sets theorem and G.-L. Lesage's theory of gravity
(Uniform Distribution Theory. vol. 7, n° 1, pp. 135, 2012)Article de revue -
Numerical stability analysis of the Euler scheme for BSDEs
(SIAM Journal on Numerical Analysis. vol. 53, n° 2, pp. 1172--1193, 2015-05-01)Article de revue -
Control of parallel non-observable queues: asymptotic equivalence and optimality of periodic policies
(Stochastic Systems. vol. 5, n° 1, 2015-12-01)Article de revue