Recherche
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Brenier-Schrödinger problem on compact manifold with boundary
(Stochastic Analysis and Applications. vol. 40, n° 3, 2021-05-18)Article de revue -
Reflected BSDEs in non-convex domains
(Probability Theory and Related Fields, 2022)Article de revue -
Log-Normalization Constant Estimation using the Ensemble Kalman-Bucy Filter with Application to High-Dimensional Models
Document de travail - Pré-publication -
A backward Itô–Ventzell formula with an application to stochastic interpolation
(Comptes Rendus. Mathématique. vol. 358, n° 7, pp. 881-886, 2020)Article de revue -
Intertwining relations for diffusions in manifolds and applications to functional inequalities
(Stochastic Processes and their Applications. vol. 145, 2022-03)Article de revue -
Spectral Properties of 2D Pauli Operators with Almost-Periodic Electromagnetic Fields
(Publications of the Research Institute for Mathematical Sciences. vol. 55, n° 3, pp. 453-487, 2019)Article de revue -
Asymptotic analysis for bifurcating autoregressive processes via a martingale approach
(Electronic Journal of Probability. vol. 14, n° 87, pp. 2492-2526, 2009-11-11)Article de revue -
Sharp large deviations for the fractional Ornstein - Uhlenbeck process
(Teoriya Veroyatnostei i ee Primeneniya. vol. 55, n° 4, pp. 732-771, 2010)Article de revue -
Sharp large deviations and concentration inequalities for the number of descents in a random permutation
(Journal of Applied Probability. pp. 1-24, 2024-01-05)Article de revue -
On the asymptotic behavior of the Durbin-Watson statistic for ARX processes in adaptive tracking
(International Journal of Adaptive Control and Signal Processing. vol. 27, pp. 1-25, 2013)Article de revue