Recherche
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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 expectations of piecewise-determistic Markov processes
(Communications in Applied Mathematics and Computational Science. vol. 7, n° 1, pp. pp63-104, 2012)Article de revue -
Discrete Time Markovian Agents Interacting Through a Potential
(ESAIM: Probability and Statistics. pp. 22 p., 2012)Article de revue -
On Adaptive Resampling Procedures for Sequential Monte Carlo Methods
(Bernoulli. vol. 18, n° 1, pp. 252-278, 2012)Article de revue -
Fluctuations of Interacting Markov Chain Monte Carlo Models
(Stochastic Processes and their Applications. vol. 122, n° 4, pp. 1304-1331, 2012)Article de revue -
A Rademacher-Menchov approach for random coefficient bifurcating autoregressive processes
(2012-10-22)Document de travail - Pré-publication -
A new approach on recursive and non-recursive SIR methods
(Journal of the Korean Statistical Society. vol. 41, pp. 17-36, 2012)Article de revue -
Sharp large deviations for the non-stationary Ornstein-Uhlenbeck process
(Stochastic Processes and their Applications. vol. 122, pp. 3393-3424, 2012)Article de revue