Recherche
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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 -
Intertwining relations for one-dimensional diffusions and application to functional inequalities
(Potential Analysis. vol. 41, 2014)Article de revue -
A note on the existence of solutions to Markovian superquadratic BSDEs with an unbounded terminal condition
(Electronic Journal of Probability. vol. 18, n° 50, pp. 1-15, 2013-04-17)Article de revue -
A sub-Riemannian curvature-dimension inequality, volume doubling property and the Poincaré inequality
(Mathematische Annalen. vol. 358, n° 3-4, pp. 833-860, 2014)Article de revue -
Log-Sobolev inequalities for subelliptic operators satisfying a generalized curvature dimension inequality
(Journal of Functional Analysis. vol. 262, n° 6, pp. 2646-2676, 2012)Article de revue -
On the foundations and the applications of evolutionary computing
(Springer, 2013)Chapitre d'ouvrage -
Modèle de markov caché pour la détection d'un mode de fonctionnement dégradé d'un équipement optronique
Communication dans un congrès -
Stochastic control for underwater optimal trajectories
Communication dans un congrès