Recherche
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Strong approximation of partial sums under dependence conditions with application to dynamical systems
(2011-03-16)Document de travail - Pré-publication -
Stability of Feynman-Kac formulae with path-dependent potentials
(Stochastic Processes and their Applications. vol. 121, n° 1, pp. 38-60, 2011)Article de revue -
Interacting path systems for credit portfolios risk analysis
(2010)Rapport -
Convergence Properties of Weighted Particle Islands with Application to the Double Bootstrap Algorithm
(Stochastic Systems. vol. 6, n° 2, pp. 367 - 419, 2016-12)Article de revue -
A Robbins-Monro procedure for estimation in semiparametric regression models
(Annals of Statistics. vol. 40, n° 2, pp. 666-693, 2012)Article de revue -
On the uniqueness of solutions to quadratic BSDEs with non-convex generators
(Springer, 2019-09-01)Chapitre d'ouvrage -
THE CRAMER-WOLD THEOREM ON QUADRATIC SURFACES AND HEISENBERG UNIQUENESS PAIRS
(Journal de l'Institut de Mathématiques de Jussieu. vol. 19, pp. 117-135, 2020)Article de revue -
Transitions dynamiques -changement des lois d'occurrence a des instants discrets
Communication dans un congrès