Recherche
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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 -
On the stability and the exponential concentration of Extended Kalman-Bucy filters
Document de travail - Pré-publication -
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 -
EVOLVE - A bridge between Probability , Set Oriented Numerics, and Evolutionary Computation.
(Springer, 2013)Ouvrage -
A Lognormal Central Limit Theorem for Particle Approximations of Normalizing Constants
(Electronic Journal of Probability. vol. 19, 2014)Article de revue -
EVOLVE - A bridge between Probability , Set Oriented Numerics, and Evolutionary Computation II.
(Springer, 2013)Ouvrage -
EVOLVE - A bridge between Probability , Set Oriented Numerics, and Evolutionary Computation IV.
(Springer, 2013)Ouvrage -
EVOLVE - A bridge between Probability , Set Oriented Numerics, and Evolutionary Computation III.
(Springer, 2013)Ouvrage