Recherche
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Optimal stopping for partially observed piecewise-deterministic Markov processes
(Stochastic Processes and their Applications. vol. 123, pp. 3201-3238, 2013)Article de revue -
On the Conditional Distributions of Spatial Point Processes
(Advances in Applied Probability. vol. 43, n° 2, pp. 16, 2011)Article de revue -
Sequential Monte Carlo Methods for Option Pricing
(Stochastic Analysis and Applications. vol. 29, n° 2, pp. 292-316, 2011)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 -
Sequentially interacting Markov chain Monte Carlo
(Annals of Statistics. vol. 38, n° 6, pp. 3387-3411, 2010)Article de revue -
Fundamentals of stochastic filtering, by Alan Bain and Dan Crisan, Stochastic Mod- elling and Applied Probability, 60, Springer, New York, 2009, xiv+390 pp., ISBN 978-0-387-76895-3
(Bulletin of the American Mathematical Society. vol. 48, n° 2, pp. 293-305, 2010-10-26)Article de revue -
On nonlinear Markov chain Monte Carlo via Self-interacting approximations.
(Bernoulli. vol. 17, n° 3, pp. 987-1014, 2011)Article de revue -
HJB equations in infinite dimension with locally Lipschitz Hamiltonian and unbounded terminal condition
(Journal of Differential Equations. vol. 257, n° 6, pp. 1989-2034, 2014-09-15)Article de revue -
Non-Asymptotic Analysis of Adaptive and Annealed Feynman-Kac Particle Models
(2012-09-25)Document de travail - Pré-publication