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A note on Riccati matrix difference equations
(SIAM Journal on Control and Optimization, 2022)Article de revue -
Quantum harmonic oscillators and Feynman-Kac path integrals for linear diffusive particles
Document de travail - Pré-publication -
Log-Normalization Constant Estimation using the Ensemble Kalman-Bucy Filter with Application to High-Dimensional Models
Document de travail - Pré-publication -
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 -
Stochastic Epidemic Models inference and diagnosis with Poisson Random Measure Data Augmentation
(Mathematical Biosciences. vol. 335, pp. 108583, 2021-05)Article de revue -
Stochastic Epidemic Models inference and diagnosis with Poisson Random Measure Data Augmentation
Document de travail - Pré-publication -
On the Mathematical foundations of Diffusion Monte Carlo
Document de travail - Pré-publication -
Robust Kalman and Bayesian Set-Valued Filtering and Model Validation for Linear Stochastic Systems
(SIAM/ASA Journal on Uncertainty Quantification. vol. 11, n° 2, pp. 389-425, 2023-04-25)Article de revue -
On the mathematical theory of ensemble (linear-Gaussian) Kalman–Bucy filtering
(Mathematics of Control, Signals, and Systems. vol. 35, n° 4, pp. 835-903, 2023-05-19)Article de revue