Recherche
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Snell envelope with small probability criteria
(Applied Mathematics and Optimization. vol. 66, n° 3, pp. 309-330, 2012)Article de revue -
On the Concentration Properties of Interacting Particle Processes
(NEW PUBL INC, 2012)Ouvrage -
Risk estimation for matrix recovery with spectral regularization
Communication dans un congrès -
Comparison of kernel density estimators with assumption on number of modes
(Communications in Statistics - Simulation and Computation. vol. 44, n° 1, pp. 196-216, 2015)Article de revue -
Régression inverse par tranches sur flux de données
Communication dans un congrès -
Local Behavior of Sparse Analysis Regularization: Applications to Risk Estimation
(Applied and Computational Harmonic Analysis. vol. 35, n° 3, pp. 433-451, 2013)Article de revue -
Interacting path systems for credit portfolio risk analysis
(Bloomberg Press, 2010)Chapitre d'ouvrage -
Mathematical and Statistical Models and Methods in Reliability ISBN-10: 0817649700
(Birkhauser: Boston, 2010-11-29)Ouvrage