Recherche
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A sharp first order analysis of Feynman–Kac particle models, Part II: Particle Gibbs samplers
(Stochastic Processes and their Applications. vol. 128, n° 1, pp. 354 - 371, 2018-01)Article de revue -
A sharp first order analysis of Feynman–Kac particle models, Part I: Propagation of chaos
(Stochastic Processes and their Applications. vol. 128, n° 1, pp. 332 - 353, 2018-01)Article de revue -
Valuation of barrier options using sequential Monte Carlo
(The Journal of Computational Finance, 2016-10)Article de revue -
A perturbation analysis of stochastic matrix Riccati diffusions
(Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, 2020)Article de revue -
Estimation of the average number of continuous crossings for non-stationary non-diffusion processes
(Journal of Statistical Planning and Inference. vol. 198, pp. 119-138, 2019-01)Article de revue -
Obliquely Reflected Backward Stochastic Differential Equations
(Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, 2020)Article de revue -
A stability approach for solving multidimensional quadratic BSDES
(Electronic Journal of Probability. vol. 24, 2019)Article de revue -
Spatio-temporal averaging for a class of hybrid systems and application to conductance-based neuron models
(Nonlinear Analysis: Hybrid Systems. vol. 22, pp. 176-190, 2016-11-01)Article de revue -
Averaging for some simple constrained Markov processes
(Probability and Mathematical Statistics, 2017)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