Navigation Institut de Mathématiques de Bordeaux (IMB) - UMR 5251 par Discipline "Mathématiques [math]/Probabilités [math.PR]"
Voici les éléments 61-80 de 398
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Stability of Feynman-Kac formulae with path-dependent potentials
(Stochastic Processes and their Applications. vol. 121, n° 1, pp. 38-60, 2011)Article de revue -
Interacting path systems for credit portfolios risk analysis
(2010)Rapport -
Stability of Feynman-Kac formulae with path-dependent potentials
(2009)Document de travail - Pré-publication -
Convergence Properties of Weighted Particle Islands with Application to the Double Bootstrap Algorithm
(Stochastic Systems. vol. 6, n° 2, pp. 367 - 419, 2016-12)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 -
Sequential Monte Carlo Methods for Option Pricing
(Stochastic Analysis and Applications. vol. 29, n° 2, pp. 292-316, 2011)Article de revue -
The convergence to equilibrium of neutral genetic models
(Stochastic Analysis and Applications. vol. 28, n° 1, pp. 123-143, 2009)Article de revue -
Random coefficients bifurcating autoregressive processes
(ESAIM: Probability and Statistics. vol. 18, pp. 365-399, 2014)Article de revue -
A nonasymptotic theorem for unnormalized Feynman-Kac particle models
(Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques. vol. 47, n° 3, pp. 629-649, 2011)Article de revue -
Markovian quadratic and superquadratic BSDEs with an unbounded terminal condition
(Stochastic Processes and their Applications. vol. 122, n° 9, pp. 3173--3208, 2012-09)Article de revue -
Moderate deviations for the Durbin-Watson statistic related to the first-order autoregressive process
(2012-01-17)Document de travail - Pré-publication -
Numerical method for the distribution of an exit time for piecewise-deterministic Markov processes
Communication dans un congrès -
Stochastic models and methods for multi-object tracking
(Université Sciences et Technologies - Bordeaux I)Thèses de doctorat -
Non-linear Bayesian Filtering by Convolution Method Using Fast Fourier Transform
Communication dans un congrès -
Grid based PHD filtering by Fast Fourier Transform
Communication dans un congrès -
Numerical method for the distribution of a service time
Communication dans un congrès -
Free convolution with a semicircular distribution and eigenvalues of spiked deformations of Wigner matrices
Document de travail - Pré-publication -
Central limit theorems for eigenvalues of deformations of Wigner matrices
Document de travail - Pré-publication -
Limit theorems for bifurcating autoregressive processes with missing data
Communication dans un congrès