Buscar
-
Optimal portfolio allocation under transaction costs
(31st conference on Stochastic Processes and Their Applications, FR, Paris)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
(Comptes rendus de l'Académie des sciences. Série I, Mathématique. vol. 340, n° 1, pp. 55-58, 2005)Article de revue -
On the Conditional Distributions of Spatial Point Processes
(Advances in Applied Probability. vol. 43, n° 2, pp. 16, 2011)Article de revue -
Sequentially interacting Markov chain Monte Carlo
(Annals of Statistics. vol. 38, n° 6, pp. 3387-3411, 2010)Article de revue -
Fundamentals of stochastic filtering, by Alan Bain and Dan Crisan, Stochastic Mod- elling and Applied Probability, 60, Springer, New York, 2009, xiv+390 pp., ISBN 978-0-387-76895-3
(Bulletin of the American Mathematical Society. vol. 48, n° 2, pp. 293-305, 2010-10-26)Article de revue -
On nonlinear Markov chain Monte Carlo via Self-interacting approximations.
(Bernoulli. vol. 17, n° 3, pp. 987-1014, 2011)Article de revue -
On parallel implementation of Sequential Monte Carlo methods: the island particle model
(2013-06-17)Document de travail - Pré-publication -
Cooperative strings and glassy interfaces
(Proceedings of the National Academy of Sciences of the United States of America. vol. 112, n° 27, pp. 8227-8231, 2015)Article de revue -
Noninteracting fermions at finite temperature in a d -dimensional trap: Universal correlations
(Physical Review A : Atomic, molecular, and optical physics [1990-2015]. vol. 94, n° 6, pp. 063622 (1-41), 2016-12)Article de revue