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Averaging for some simple constrained Markov processes
(Probability and Mathematical Statistics, 2017)Article de revue -
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 -
Optimal strategies for impulse control of piecewise deterministic Markov processes
(Automatica. vol. 77, pp. 219-229, 2017)Article de revue -
Partially observed optimal stopping problem for discrete-time Markov processes
(4OR: A Quarterly Journal of Operations Research. vol. 15, pp. 277-302, 2017)Article de revue -
Linear minimum mean square filters for Markov jump linear systems
(IEEE Transactions on Automatic Control. vol. 62, n° 7, pp. 3567-3572, 2017)Article de revue -
Geodesic PCA in the Wasserstein space by convex PCA
(Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques. vol. 53, n° 1, pp. 1-26, 2017-02)Article de revue -
Large deviations for the Ornstein–Uhlenbeck process without tears
(Statistics and Probability Letters. vol. 123, pp. 45-55, 2017-04)Article de revue -
LARGE DEVIATIONS AND CONCENTRATION INEQUALITIES FOR THE ORNSTEIN-UHLENBECK PROCESS WITHOUT TEARS
(Statistics and Probability Letters. vol. 123, 2017)Article de revue