Recherche
-
Genetic genealogical models in rare event analysis
(2006)Rapport -
About strong propagation of chaos for interacting particle approximations of Feynman-Kac formulae
(Stoch. Anal. Appl. vol. 25, n° 3, pp. 519-575, 2007)Article de revue -
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 -
Stability of Feynman-Kac formulae with path-dependent potentials
(2009)Document de travail - Pré-publication -
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 -
On the foundations and the applications of evolutionary computing
(Springer, 2013)Chapitre d'ouvrage -
Une introduction aux probabilités.
(Ellipses, 2006)Ouvrage -
MONTE CARLO APPROXIMATIONS OF AMERICAN OPTIONS THAT PRESERVE MONOTONICITY AND CONVEXITY
Communication dans un congrès -
Non-Asymptotic Analysis of Adaptive and Annealed Feynman-Kac Particle Models
(2012-09-25)Document de travail - Pré-publication