Recherche
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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 -
Precomputable Kalman-based filter for Markov Jump Linear Systems
Communication dans un congrès -
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 -
Modeling and optimization of a launcher integration process
Communication dans un congrès -
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