Recherche
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On mean central limit theorems for stationary sequences
(Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques. vol. 44, n° 4, pp. 693-726, 2008)Article de revue -
Tree based functional expansions for Feynman--Kac particle models
(The Annals of Applied Probability. pp. 778–825, 2009)Article de revue -
Genetic genealogical models in rare event analysis
(2006)Rapport -
About strong propagation of chaos for interacting particle approximations of Feynman-Kac formulae
(Stoch. Anal. Appl. vol. 25, n° 3, pp. 519-575, 2007)Article de revue -
Stability of Feynman-Kac formulae with path-dependent potentials
(2009)Document de travail - Pré-publication -
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