Recherche
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A perturbation analysis of stochastic matrix Riccati diffusions
(Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, 2020)Article de revue -
Stochastic Processes: From Applications to Theory
(2016-12-19)Ouvrage -
A Berry-Esseen theorem for Feynman-Kac and interacting particle models
(The Annals of Applied Probability. vol. 15, n° 1B, pp. 941-962, 2005)Article de revue -
On the stability and the uniform propagation of chaos of Extended Ensemble Kalman-Bucy filters
(SIAM Journal on Control and Optimization. vol. 55, n° 1, pp. 119-155, 2017)Article de revue -
On the stability and the exponential concentration of Extended Kalman-Bucy filters
Document de travail - Pré-publication