Recherche
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Numerical method to compute the law of exit times for piecewise deterministic Markov processes
(Hitting times and exit problems for stochastic models, FR, Dijon, 2013)Communication dans un congrès avec actes -
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 -
Optimal stopping for partially observed piecewise deterministic markov processes
(XIème Colloque Franco-Roumain de Mathématiques Appliquées, RO, Bucarest)Communication dans un congrès avec actes -
Predictive maintenance for the heated hold-up tank
(PSAM11-ESREL12, FI, Helsinki, 2012)Communication dans un congrès avec actes -
Numerical method for optimal stopping of PDMP and maintenance optimization
(International Workshop on Applied Probability IWAP, TR, Antalya, 2014)Communication dans un congrès avec actes -
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 -
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