Recherche
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Optimal stopping for partially observed piecewise-deterministic Markov processes
(Stochastic Processes and their Applications. vol. 123, pp. 3201-3238, 2013)Article de revue -
Optimal stopping for predictive maintenance of a structure subject to corrosion
(Proceedings of the Institution of Mechanical Engineers, Part O: Journal of Risk and Reliability. vol. 226, n° 2, pp. pp169-181, 2012)Article de revue -
Numerical method for optimal stopping of piecewise deterministic Markov processes
(Annals of Applied Probability. vol. 20, n° 5, pp. 1607-1637, 2010)Article de revue -
Numerical method for impulse control of Piecewise Deterministic Markov Processes
(Automatica. vol. 48, pp. pp779-793, 2012)Article de revue -
Numerical method for expectations of piecewise-determistic Markov processes
(Communications in Applied Mathematics and Computational Science. vol. 7, n° 1, pp. pp63-104, 2012)Article de revue -
Parameters estimation for asymmetric bifurcating autoregressive processes with missing data
(Electronic journal of statistics. vol. 5, pp. 1313-1353, 2011)Article de revue -
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 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 -
Renewal Theorem for a system of renewal equations
(Annales de l'Institut Henri Poincaré. vol. 39, n° 5, pp. 823-838, 2003)Article de revue -
On the multidimensional stochastic equation Y(n+1)=a(n)Y(n)+b(n)
(Comptes rendus de l'Académie des sciences. Série I, Mathématique. vol. 339, n° 7, pp. 499-502, 2004)Article de revue