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On the multidimensional stochastic equation Y(n+1)=a(n)Y(n)+b(n)
(Comptes rendus de l'Académie des sciences. Série I, Mathématique. vol. 339, n° 7, pp. 499-502, 2004)Article de revue -
Tail of the stationnary solution of the stochastic equation Y(n+1)=a(n)Y(n)+b(n) with Markovian coefficients
(Comptes rendus de l'Académie des sciences. Série I, Mathématique. vol. 340, n° 1, pp. 55-58, 2005)Article de revue -
Renewal Theorem for a system of renewal equations
(Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques. vol. 39, n° 5, pp. 823-838, 2003)Article de revue -
Tail of the stationnary solution of the stochastic equation Y(n+1)=a(n)Y(n)+b(n) with Markovian coefficients
(Stochastic Processes and their Applications. vol. 115, n° 12, pp. 1954-1978, 2005)Article de revue -
Change-point detection for Piecewise Deterministic Markov Processes
(Automatica. vol. 97, pp. 234-247, 2018)Article de revue -
Optimal strategies for impulse control of piecewise deterministic Markov processes
(Automatica. vol. 77, pp. 219-229, 2017)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 -
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 -
Optimal stopping for partially observed piecewise-deterministic Markov processes
(Stochastic Processes and their Applications. vol. 123, pp. 3201-3238, 2013)Article de revue -
Optimal stopping for predictive maintenance of a structure subject to corrosion
(Proceedings of the Institution of Mechanical Engineers, Part O: Journal of Risk and Reliability. vol. 226, n° 2, pp. pp169-181, 2012)Article de revue