Recherche
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Numerical method for the distribution of an exit time for piecewise-deterministic Markov processes
(SIAM Conference on Control and Its Applications, US, Baltimore)Communication dans un congrès avec actes -
Parameters estimation for asymmetric bifurcating autoregressive processes with missing data
(Electronic journal of statistics. vol. 5, pp. 1313-1353, 2011)Article de revue -
Renewal theory for a system of renewal equations
(Second International Workshop on Applied Probability, GR, Le Pirée)Communication dans un congrès avec actes -
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 -
Numerical method for optimal stopping of piecewise deterministic Markov Processes
(Cinquième Rencontre de Statistiques Mathématiques BORDEAUX-SANTANDER-TOULOUSE-VALLADOLID, FR, Le Teich)Communication dans un congrès avec actes -
Numerical method for optimal stopping of piecewise deterministic Markov processes
(OPTIMAL STOPPING WITH APPLICATIONS, FI, Turku)Communication dans un congrès avec actes -
Numerical methods for the exit time of a piecewise-deterministic Markov process
(Advances in Applied Probability. vol. 44, n° 1, pp. pp196-225, 2012)Article de revue -
Dynamic reliability : towards efficient simulation of the availability of a feedwater control system
(NPIC-HMIT, US, San Diego, 2012)Communication dans un congrès avec actes -
Dynamic Reliability by Using Simulink and Stateflow
(Prognostics and System Health Management Conference, IT, Milan, 2013)Communication dans un congrès avec actes -
Technical analysis compared to mathematical models under misspecification
(AMAMEF conference Numerical Methods in Finance, FR, rocquencourt)Communication dans un congrès avec actes