Recherche
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Tail of the stationnary solution of the stochastic equation Y(n+1)=a(n)Y(n)+b(n) with Markovian coefficients
(Comptes rendus de l'Académie des sciences. Série I, Mathématique. vol. 340, n° 1, pp. 55-58, 2005)Article de revue -
Queue de la solution stationnaire d'une équation récursive aléatoire à coefficients markoviens
Communication dans un congrès -
Renewal Theorem for a system of renewal equations
(Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques. vol. 39, n° 5, pp. 823-838, 2003)Article de revue -
Tail of the stationnary solution of the stochastic equation Y(n+1)=a(n)Y(n)+b(n) with Markovian coefficients
(Stochastic Processes and their Applications. vol. 115, n° 12, pp. 1954-1978, 2005)Article de revue -
Renewal theory for a system of renewal equations
Communication dans un congrès -
Sufficient condition for the existence of an invariant probability measure for Markov processes
(Journal of Applied Probability. vol. 42, n° 3, pp. 873-878, 2005)Article de revue -
Ergodic properties and ergodic decompositions of continuous-time Markov processes
(Journal of Applied Probability. vol. 43, n° 3, pp. 767-781, 2006)Article de revue -
On the Ergodic Decomposition for a Class of Markov Chains
(Stochastic Processes and their Applications. vol. 115, n° 3, pp. 401-415, 2005)Article de revue -
Stability and Ergodicity of Piecewise Deterministic Markov Processes
(SIAM Journal on Control and Optimization. vol. 47, n° 2, pp. 1053-1077, 2008)Article de revue -
.Some recent results on accelerated failure time models with time-varying stresses. (2007). Quality Technology & Quantitative Management, 4, #1, 143-155.
(Quality technology & quantitative management. vol. 4, n° 1, pp. 143-155, 2007)Article de revue