Recherche
-
Tree based functional expansions for Feynman--Kac particle models
(The Annals of Applied Probability. pp. 778–825, 2009)Article de revue -
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 -
Stability of Feynman-Kac formulae with path-dependent potentials
(2009)Document de travail - Pré-publication -
The convergence to equilibrium of neutral genetic models
(Stochastic Analysis and Applications. vol. 28, n° 1, pp. 123-143, 2009)Article de revue -
Discrete Time Markovian Agents Interacting Through a Potential
(ESAIM: Probability and Statistics. pp. 22 p., 2012)Article de revue -
Une introduction aux probabilités.
(Ellipses, 2006)Ouvrage -
MONTE CARLO APPROXIMATIONS OF AMERICAN OPTIONS THAT PRESERVE MONOTONICITY AND CONVEXITY
Communication dans un congrès -
A Mean field theory of nonlinear filtering
(Oxford University Press, 2011)Chapitre d'ouvrage