Madalina Deaconu

Available identifiers

zbMath Open deaconu.madalinaMaRDI QIDQ281170

List of research outcomes

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
Probabilistic representations of fragmentation equations	2023-03-20	Paper
Hawkes processes framework with a gamma density as excitation function: application to natural disasters for insurance	2023-02-17	Paper
Scaling property for fragmentation processes related to avalanches	2021-08-30	Paper
Numerical approach for stochastic differential equations of fragmentation; application to avalanches	2021-03-02	Paper
The walk on moving spheres: a new tool for simulating Brownian motion's exit time from a domain	2021-02-19	Paper
A recommendation system for car insurance	2021-01-20	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
Approximation of CVaR minimization for hedging under exponential-Lévy models	2017-08-01	Paper
An Efficient Algorithm to Simulate a Brownian Motion Over Irregular Domains	2017-06-20	Paper
Stochastic equation of fragmentation and branching processes related to avalanches	2016-05-10	Paper
Branching processes for the fragmentation equation	2015-03-24	Paper
Hitting time for Bessel processes-walk on moving spheres algorithm (WoMS)	2014-01-17	Paper
The walk on moving spheres: a new tool for simulating Brownian motion's exit time from a domain	2014-01-15	Paper
Simulation of diffusions by means of importance sampling paradigm	2010-09-01	Paper
A random walk on rectangles algorithm	2006-10-27	Paper
Probabilistic approach of some discrete and continuous coagulation equations with diffusion.	2005-11-29	Paper
https://portal.mardi4nfdi.de/entity/Q5696764	2005-10-19	Paper
Rate of convergence of a stochastic particle system for the Smoluchowski coagulation equation	2003-08-25	Paper
A pure jump Markov process associated with Smoluchowski's coagulation equation	2003-05-06	Paper
A generalization of the Connection Between the Additive and Multiplicative Solutions for the Smoluchowski’s Coagulation Equation	2003-03-13	Paper
https://portal.mardi4nfdi.de/entity/Q2772037	2002-02-18	Paper
Autostabilizing nonlinear reflected process	1999-06-20	Paper
https://portal.mardi4nfdi.de/entity/Q4349235	1998-03-02	Paper
https://portal.mardi4nfdi.de/entity/Q4717481	1997-07-20	Paper
https://portal.mardi4nfdi.de/entity/Q4881725	1996-09-30	Paper

Research outcomes over time

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