Recherche
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A convex programming approach for discrete-time Markov decision processes under the expected total reward criterion
Document de travail - Pré-publication -
To appear in Journal of Theoretical Probability
Document de travail - Pré-publication -
Intertwinings, second-order Brascamp-Lieb inequalities and spectral estimates
(2017)Document de travail - Pré-publication -
Reflected brownian motion: selection, approximation and linearization
(2017-01-30)Document de travail - Pré-publication -
Self-similar behaviour of a non-local diffusion equation with time delay
Document de travail - Pré-publication -
An introduction to Wishart matrix moments
Document de travail - Pré-publication -
On one-dimensional Riccati diffusions
Document de travail - Pré-publication -
A variational approach to nonlinear and interacting diffusions
Document de travail - Pré-publication -
Estimées de gradients de fonctions propres de Dirichlet
Document de travail - Pré-publication -
On the stability and the exponential concentration of Extended Kalman-Bucy filters
Document de travail - Pré-publication