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The convergence to equilibrium of neutral genetic models
(Stochastic Analysis and Applications. vol. 28, n° 1, pp. 123-143, 2009)Article de revue -
Viscosity solutions to optimal portfolio allocation problems in models with random time changes and transaction costs.
(Walter de Gruyter, 2009)Chapitre d'ouvrage -
Numerical method for optimal stopping of piecewise deterministic Markov Processes
Communication dans un congrès -
Bernstein inequality and moderate deviations under strong mixing conditions
Communication dans un congrès -
Numerical method for optimal stopping of piecewise deterministic Markov processes
Communication dans un congrès -
On the rate of decay of the concentration of the sum of independent random variables
(Ramanujan Journal (The). vol. 10, pp. 241-250, 2005)Article de revue -
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Rapport -
Grid Based Solution of Zakai Equation with Adaptive Local Refinement for Bearings-only Tracking
Communication dans un congrès