Recherche
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The limiting distributions of large heavy Wigner and arbitrary random matrices
(Journal of Functional Analysis. vol. 271, n° 1, pp. 46, 2016-10-14)Article de revue -
Traffic distributions and independence I: permutation invariant random matrices and the three notions of independence
(Memoirs of the American Mathematical Society, 2020)Article de revue -
Numerical methods for the exit time of a piecewise-deterministic Markov process
(Advances in Applied Probability. vol. 44, n° 1, pp. pp196-225, 2012)Article de revue -
Numerical method for impulse control of Piecewise Deterministic Markov Processes
(Automatica. vol. 48, pp. pp779-793, 2012)Article de revue -
The estimation of Hölderian regularity using genetic programming
Communication dans un congrès -
Arrêt optimal pour la maintenance prédictive
Communication dans un congrès -
Approximation of the Value Function of an Optimal Stopping Problem for Piecewise Deterministic Markov Processes
(Luniver Press, 2010)Chapitre d'ouvrage -
A Mean field theory of nonlinear filtering
(Oxford University Press, 2011)Chapitre d'ouvrage -
On the Stability and the Approximation of Branching Distribution Flows, with Applications to Nonlinear Multiple Target Filtering
(Stochastic Analysis and Applications. vol. 29, n° 6, 2011)Article de revue -
Couplings of Brownian motions on $SU(2,\mathbb{C})$ and $SL(2,\mathbb{R})$
Document de travail - Pré-publication