Recherche
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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 -
An entropic interpolation problem for incompressible viscid fluids
(Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, 2020)Article de revue -
Reparameterization invariant metric on the space of curves
(Lecture Notes in Computer Science, 2016-04-03)Article de revue -
Gradient Estimates on Dirichlet and Neumann Eigenfunctions
(International Mathematics Research Notices, 2018-09-04)Article de revue -
Reflected Brownian motion: selection, approximation and linearization
(Electronic Journal of Probability. vol. 22, 2017)Article de revue -
On a Coupling of Solutions to the Interface Stochastic Differential Equation on a Star Graph
(Journal of Theoretical Probability. vol. 32, n° 1, pp. 90-105, 2019-03)Article de revue -
A second order analysis of McKean-Vlasov semigroups
(The Annals of Applied Probability, 2020)Article de revue -
A stochastic model for cell adhesion to the vascular wall
(Journal of Mathematical Biology, 2019-09)Article de revue