Recherche
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Numerical method for optimal stopping of piecewise deterministic Markov Processes
Communication dans un congrès -
Transport optimal entre GMM pour la synthèse de texture
Communication dans un congrès -
Bernstein inequality and moderate deviations under strong mixing conditions
Communication dans un congrès -
GENERALIZED INTEGRAL MEANS SPECTRUM OF SLE
Document de travail - Pré-publication -
Numerical method for optimal stopping of piecewise deterministic Markov processes
Communication dans un congrès -
A Lyapunov approach to stability of positive semigroups: An overview with illustrations
Document de travail - Pré-publication -
Log-normalization constant estimation using the ensemble Kalman–Bucy filter with application to high-dimensional models
(Advances in Applied Probability. vol. 54, n° 4, pp. 1139-1163, 2022-12)Article de revue -
Perturbations and projections of Kalman–Bucy semigroups
(Stochastic Processes and their Applications. vol. 128, n° 9, pp. 2857-2904, 2018-09)Article de revue -
An Introduction to Wishart Matrix Moments
(Foundations and Trends in Machine Learning. vol. 11, n° 2, pp. 97-218, 2018)Article de revue