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A note on random walks with absorbing barriers and sequential Monte Carlo methods
(Stochastic Analysis and Applications. vol. 36, n° 3, pp. 413-442, 2018-05-04)Article de revue -
A Taylor expansion of the square root matrix function
(Journal of Mathematical Analysis and Applications. vol. 465, n° 1, pp. 259-266, 2018-09)Article de revue -
On the robustness of Riccati flows to complete model misspecification
(Journal of The Franklin Institute. vol. 355, n° 15, pp. 7178-7200, 2018-10)Article de revue -
Concentration Inequalities for Mean Field Particle Models
(The Annals of Applied Probability. vol. 21, n° 3, pp. 1017-1052, 2011)Article de revue -
Numerical method for optimal stopping of piecewise deterministic Markov processes
(The Annals of Applied Probability. vol. 20, n° 5, pp. 1607-1637, 2010)Article de revue -
On Adaptive Resampling Procedures for Sequential Monte Carlo Methods
(Bernoulli. vol. 18, n° 1, pp. 252-278, 2012)Article de revue -
A backward Itô–Ventzell formula with an application to stochastic interpolation
(Comptes Rendus. Mathématique. vol. 358, n° 7, pp. 881-886, 2020)Article de revue -
Spectral Properties of 2D Pauli Operators with Almost-Periodic Electromagnetic Fields
(Publications of the Research Institute for Mathematical Sciences. vol. 55, n° 3, pp. 453-487, 2019)Article de revue -
Sharp large deviations for the fractional Ornstein - Uhlenbeck process
(Teoriya Veroyatnostei i ee Primeneniya. vol. 55, n° 4, pp. 732-771, 2010)Article de revue -
On the asymptotic behavior of the Durbin-Watson statistic for ARX processes in adaptive tracking
(International Journal of Adaptive Control and Signal Processing. vol. 27, pp. 1-25, 2013)Article de revue