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A Backward Particle Interpretation of Feynman-Kac Formulae
(ESAIM: Mathematical Modelling and Numerical Analysis. vol. 44, n° 5, pp. 947-975, 2010)Article de revue -
Interacting Markov Chain Monte Carlo Methods For Solving Nonlinear Measure-Valued Equations
(The Annals of Applied Probability. vol. 20, n° 2, pp. 593-639, 2010)Article de revue -
On the Robustness of the Snell envelope
(2011-01-15)Rapport -
An Introduction to probabilistic methods, with applications.
(ESAIM: Mathematical Modelling and Numerical Analysis. vol. 44, pp. 805 - 829, 2010-08-26)Article de revue