| Publication | Date of Publication | Type |
|---|
| Asymptotically unbiased approximation of the QSD of diffusion processes with a decreasing time step Euler scheme | 2023-08-23 | Paper |
| Unadjusted Langevin algorithm with multiplicative noise: total variation and Wasserstein bounds | 2023-06-05 | Paper |
| Optimal non-asymptotic analysis of the Ruppert-Polyak averaging stochastic algorithm | 2023-01-02 | Paper |
| Total variation distance between two diffusions in small time with unbounded drift: application to the Euler-Maruyama scheme | 2022-12-08 | Paper |
| Regret bounds for Narendra-Shapiro bandit algorithms | 2022-07-05 | Paper |
| Total variation distance between two diffusions in small time with unbounded drift: application to the Euler-Maruyama scheme | 2021-11-18 | Paper |
| On the cost of Bayesian posterior mean strategy for log-concave models | 2020-10-08 | Paper |
| Adaptive estimation of the stationary density of a stochastic differential equation driven by a fractional Brownian motion | 2020-08-25 | Paper |
| Sub-exponential convergence to equilibrium for Gaussian driven stochastic differential equations with semi-contractive drift | 2020-07-29 | Paper |
| A general drift estimation procedure for stochastic differential equations with additive fractional noise | 2020-05-13 | Paper |
| Rate of convergence to equilibrium of fractional driven stochastic differential equations with rough multiplicative noise | 2019-03-14 | Paper |
| Probabilistic reconstruction of genealogies for polyploid plant species | 2019-02-05 | Paper |
| Weighted multilevel Langevin simulation of invariant measures | 2018-12-17 | Paper |
| Stochastic approximation of quasi-stationary distributions on compact spaces and applications | 2018-11-07 | Paper |
| Stochastic heavy ball | 2018-02-20 | Paper |
| Optimal non-asymptotic bound of the Ruppert-Polyak averaging without strong convexity | 2017-09-11 | Paper |
| Rate of convergence to equilibrium of fractional driven stochastic differential equations with some multiplicative noise | 2017-06-13 | Paper |
| Stochastic approximation of quasi-stationary distributions on compact spaces and applications | 2016-06-21 | Paper |
| Long time behavior of Markov processes and beyond | 2016-02-15 | Paper |
| Invariant measure of duplicated diffusions and application to Richardson-Romberg extrapolation | 2016-01-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2941804 | 2015-08-25 | Paper |
| Long time behaviour and stationary regime of memory gradient diffusions | 2014-05-26 | Paper |
| Approximation of stationary solutions to SDEs driven by multiplicative fractional noise | 2014-02-07 | Paper |
| A mixed-step algorithm for the approximation of the stationary regime of a diffusion | 2014-02-06 | Paper |
| Large deviation principle for invariant distributions of memory gradient diffusions | 2014-01-17 | Paper |
| A stochastic model for speculative bubbles | 2013-09-22 | Paper |
| Ergodic approximation of the distribution of a stationary diffusion: rate of convergence | 2012-07-08 | Paper |
| Estimation of the instantaneous volatility | 2012-04-04 | Paper |
| Approximation of stationary solutions of Gaussian driven stochastic differential equations | 2011-11-10 | Paper |
| Approximation of the distribution of a stationary Markov process with application to option pricing | 2010-11-15 | Paper |
| A connection between extreme value theory and long time approximation of SDEs | 2009-10-13 | Paper |
| Computation of the invariant measure for a Lévy driven SDE: Rate of convergence | 2008-08-13 | Paper |
| Recursive computation of the invariant measure of a stochastic differential equation driven by a Lévy process | 2008-04-23 | Paper |
| Multilevel-Langevin pathwise average for Gibbs approximation | 0001-01-03 | Paper |
