Recherche
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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 -
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 -
Approximation of the Value Function of an Optimal Stopping Problem for Piecewise Deterministic Markov Processes
(Luniver Press, 2010)Chapitre d'ouvrage -
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 -
Stochastic control for underwater optimal trajectories
(IEEE Aerospace conference, US, Big Sky, 2012)Communication dans un congrès avec actes -
Approximation of the value function of an impulse control problem of Piecewise Deterministic Markov Processes
(18th IFAC world congress, IT, Milano, 2011)Communication dans un congrès avec actes -
Optimal portfolio allocation under transaction costs
(31st conference on Stochastic Processes and Their Applications, FR, Paris)Communication dans un congrès avec actes