Recherche
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Rate of convergence for the discrete-time approximation of reflected BSDEs arising in switching problems
(Stochastic Processes and their Applications. vol. 129, n° 11, 2019)Article de revue -
APPLICATION OF STOCHASTIC FLOWS TO THE STICKY BROWNIAN MOTION EQUATION
(Electronic Communications in Probability, 2016-12-12)Article de revue -
Exponential mixing properties for time inhomogeneous diffusion processes with killing
(Bernoulli. vol. 24, n° 2, pp. 1010-1032, 2018-01)Article de revue -
A duality formula for Feynman–Kac path particle models
(Comptes rendus de l'Académie des sciences. Série I, Mathématique. vol. 353, n° 5, pp. 465–469, 2015)Article de revue -
Optimal strategies for impulse control of piecewise deterministic Markov processes
(Automatica. vol. 77, pp. 219-229, 2017)Article de revue -
INTERTWININGS AND GENERALIZED BRASCAMP-LIEB INEQUALITIES
(Revista Matemática Iberoamericana. vol. 34, 2018)Article de revue -
Partially observed optimal stopping problem for discrete-time Markov processes
(4OR: A Quarterly Journal of Operations Research. vol. 15, pp. 277-302, 2017)Article de revue -
Large deviations for the squared radial Ornstein-Uhlenbeck process
(Theory of Probability and Its Applications c/c of Teoriia Veroiatnostei i Ee Primenenie. vol. 61, n° 3, 2016)Article de revue -
Generalized stochastic Lagrangian paths for the Navier-Stokes equation
(Annali della Scuola Normale Superiore di Pisa, Classe di Scienze. vol. 18, n° 3, pp. 1033-1060, 2018)Article de revue -
Linear minimum mean square filters for Markov jump linear systems
(IEEE Transactions on Automatic Control. vol. 62, n° 7, pp. 3567-3572, 2017)Article de revue