Recherche
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Tree based functional expansions for Feynman--Kac particle models
(The Annals of Applied Probability. pp. 778–825, 2009)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 -
Stability of Feynman-Kac formulae with path-dependent potentials
(2009)Document de travail - Pré-publication -
Une introduction aux probabilités.
(Ellipses, 2006)Ouvrage -
MONTE CARLO APPROXIMATIONS OF AMERICAN OPTIONS THAT PRESERVE MONOTONICITY AND CONVEXITY
Communication dans un congrès -
A Mean field theory of nonlinear filtering
(Oxford University Press, 2011)Chapitre d'ouvrage -
Coalescent tree based functional representations for some Feynman-Kac particle models
(The Annals of Applied Probability. vol. 19, n° 2, pp. 778-825, 2009)Article de revue -
Convergence of U-statistics for interacting particle systems
(Journal of Theoretical Probability. vol. 24, n° 4, pp. 1002-1027, 2011)Article de revue