Recherche
-
Valuation of barrier options using sequential Monte Carlo
(The Journal of Computational Finance, 2016-10)Article de revue -
Piecewise Optimal Trajectories of Observer for Bearings-Only Tracking of Maneuvering Target
Communication dans un congrès -
Piecewise Optimal Trajectories of Observer for Bearings-Only Tracking by Quantization
Communication dans un congrès -
Stochastic Processes: From Applications to Theory
(2016-12-19)Ouvrage -
Numerical method for impulse control of Piecewise Deterministic Markov Processes - application to maintenance optimization
Communication dans un congrès -
Estimation of the average number of continuous crossings for non-stationary non-diffusion processes
(Journal of Statistical Planning and Inference. vol. 198, pp. 119-138, 2019-01)Article de revue