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 -
Stochastic Epidemic Models inference and diagnosis with Poisson Random Measure Data Augmentation
Document de travail - Pré-publication -
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 -
HJB equations in infinite dimension with locally Lipschitz Hamiltonian and unbounded terminal condition
(Journal of Differential Equations. vol. 257, n° 6, pp. 1989-2034, 2014-09-15)Article de revue -
A PDMP model of the epithelial cell turn-over in the intestinal crypt including microbiota-derived regulations
(Journal of Mathematical Biology. vol. 84, n° 7, pp. 1-67, 2022-06)Article de revue