Recherche
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On one-dimensional Riccati diffusions
(The Annals of Applied Probability. vol. 29, n° 2, pp. 1127-1187, 2019)Article de revue -
A variational approach to nonlinear and interacting diffusions
(Stochastic Analysis and Applications. vol. 37, n° 5, pp. 717-748, 2019)Article de revue -
On the stability of matrix-valued Riccati diffusions
(Electronic Journal of Probability. vol. 24, 2019)Article de revue -
Stability Properties of Systems of Linear Stochastic Differential Equations with Random Coefficients
(SIAM Journal on Control and Optimization. vol. 57, n° 2, pp. 1023-1042, 2019)Article de revue -
Uniform propagation of chaos and creation of chaos for a class of nonlinear diffusions
(Stochastic Analysis and Applications. vol. 37, n° 6, pp. 909-935, 2019)Article de revue -
Optimal Nonlinear Filtering in GPS/INS Integration
(IEEE Transactions on Aerospace and Electronic Systems. vol. 33, n° 3, pp. 835 - 850, 1997-07)Article de revue -
A duality formula and a particle Gibbs sampler for continuous time Feynman-Kac measures on path spaces
(Electronic Journal of Probability, 2020)Article de revue -
An explicit Floquet-type representation of Riccati aperiodic exponential semigroups
(International Journal of Control. pp. 1-9, 2019)Article de revue -
Backward Nonlinear Smoothing Diffusions
Rapport -
Multilevel Sequential Monte Carlo Samplers for Normalizing Constants
(ACM Transactions on Modeling and Computer Simulation. vol. 27, n° 3, pp. 1 - 22, 2017-09-07)Article de revue