| Publication | Date of Publication | Type |
|---|
| Strong approximation of some particular one-dimensional diffusions | 2024-02-20 | Paper |
| Strong approximation of Bessel processes | 2023-07-04 | Paper |
| Exact simulation of the first passage time through a given level of jump diffusions | 2022-09-29 | Paper |
| Exact simulation of the first passage time through a given level for jump diffusions | 2021-06-10 | Paper |
| The walk on moving spheres: a new tool for simulating Brownian motion's exit time from a domain | 2021-02-19 | Paper |
| Approximation of exit times for one-dimensional linear diffusion processes | 2020-11-07 | Paper |
| Exit problem for Ornstein-Uhlenbeck processes: a random walk approach | 2020-06-04 | Paper |
| Exact simulation of first exit times for one-dimensional diffusion processes | 2020-05-07 | Paper |
| Exact simulation of diffusion first exit times: algorithm acceleration | 2020-04-05 | Paper |
| Exact simulation of the first-passage time of diffusions | 2019-07-26 | Paper |
| Exit problem for Ornstein-Uhlenbeck processes: a random walk approach | 2019-06-04 | Paper |
| Initial-boundary value problem for the heat equation -- a stochastic algorithm | 2018-08-16 | Paper |
| Simulation of hitting times for Bessel processes with non-integer dimension | 2017-09-21 | Paper |
| The First-passage Time of the Brownian Motion to a Curved Boundary: an Algorithmic Approach | 2016-01-27 | Paper |
| Statistics of transitions for Markov chains with periodic forcing | 2015-11-20 | Paper |
| Mean-field limit versus small-noise limit for some interacting particle systems | 2014-09-03 | Paper |
| Hitting time for Bessel processes-walk on moving spheres algorithm (WoMS) | 2014-01-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2872512 | 2014-01-15 | Paper |
| The walk on moving spheres: a new tool for simulating Brownian motion's exit time from a domain | 2014-01-15 | Paper |
| Persistent random walks, variable length Markov chains and piecewise deterministic Markov processes | 2013-11-11 | Paper |
| Non-uniqueness of stationary measures for self-stabilizing processes | 2013-05-14 | Paper |
| Stationary measures for self-stabilizing processes: asymptotic analysis in the small noise limit | 2011-09-09 | Paper |
| FROM PERSISTENT RANDOM WALK TO THE TELEGRAPH NOISE | 2010-07-20 | Paper |
| Non-uniqueness of stationary measures for self-stabilizing processes | 2010-07-08 | Paper |
| Large deviations and a Kramers' type law for self-stabilizing diffusions | 2008-08-20 | Paper |
| Transition times and stochastic resonance for multidimensional diffusions with time periodic drift: a large deviations approach | 2007-08-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5718844 | 2006-01-16 | Paper |
| Rate of convergence of some self-attracting diffusions | 2005-08-05 | Paper |
| The exit problem for diffusions with time-periodic drift and stochastic resonance | 2005-04-29 | Paper |
| BARRIER CROSSINGS CHARACTERIZE STOCHASTIC RESONANCE | 2003-11-03 | Paper |
| Système de processus auto-stabilisants | 2003-09-09 | Paper |
| Boundedness and convergence of some self-attracting diffusions | 2003-03-27 | Paper |
| A singular large deviations phenomenon | 2002-09-15 | Paper |
| Phénomène de Peano et grandes déviations | 2002-07-29 | Paper |
