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Sequential Monte Carlo Methods for Option Pricing
(Stochastic Analysis and Applications. vol. 29, n° 2, pp. 292-316, 2011)Article de revue -
The convergence to equilibrium of neutral genetic models
(Stochastic Analysis and Applications. vol. 28, n° 1, pp. 123-143, 2009)Article de revue -
A nonasymptotic theorem for unnormalized Feynman-Kac particle models
(Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques. vol. 47, n° 3, pp. 629-649, 2011)Article de revue -
Discrete Time Markovian Agents Interacting Through a Potential
(ESAIM: Probability and Statistics. pp. 22 p., 2012)Article de revue -
An Introduction to probabilistic methods, with applications.
(ESAIM: Mathematical Modelling and Numerical Analysis. vol. 44, pp. 805 - 829, 2010-08-26)Article de revue -
Log-normalization constant estimation using the ensemble Kalman–Bucy filter with application to high-dimensional models
(Advances in Applied Probability. vol. 54, n° 4, pp. 1139-1163, 2022-12)Article de revue -
Perturbations and projections of Kalman–Bucy semigroups
(Stochastic Processes and their Applications. vol. 128, n° 9, pp. 2857-2904, 2018-09)Article de revue -
An Introduction to Wishart Matrix Moments
(Foundations and Trends in Machine Learning. vol. 11, n° 2, pp. 97-218, 2018)Article de revue