Recherche
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Perturbations and projections of Kalman–Bucy semigroups
(Stochastic Processes and their Applications. pp. 1-48, 2017-11)Article de revue -
An introduction to Wishart matrix moments
Document de travail - Pré-publication -
On one-dimensional Riccati diffusions
Document de travail - Pré-publication -
Nonasymptotic analysis of adaptive and annealed Feynman–Kac particle models
(Bernoulli. vol. 23, n° 1, pp. 670 - 709, 2017)Article de revue -
A variational approach to nonlinear and interacting diffusions
Document de travail - Pré-publication -
Multilevel sequential Monte Carlo: Mean square error bounds under verifiable conditions
(Stochastic Analysis and Applications. vol. 35, n° 3, pp. 478 - 498, 2016-12-16)Article de revue