Sylvain Rubenthaler

Available identifiers

zbMath Open rubenthaler.sylvainMaRDI QIDQ245590

List of research outcomes

Publication	Date of Publication	Type
Option pricing and hedging for regime-switching geometric Brownian motion models	2023-09-13	Paper
A central limit theorem for conservative fragmentation chains	2023-08-16	Paper
Counterexample to a transition probability formula for the ancestral process	2023-05-05	Paper
A centra-limit theorem for conservative fragmentation chain	2022-10-14	Paper
Stability of the optimal filter in continuous time: beyond the Beneš filter	2021-04-27	Paper
Central limit theorem through expansion of the propagation of chaos for Bird and Nanbu systems	2016-11-08	Paper
Path storage in the particle filter	2016-02-23	Paper
Global solvability of a networked integrate-and-fire model of McKean-Vlasov type	2015-07-27	Paper
Particle systems with a singular mean-field self-excitation. Application to neuronal networks	2015-04-28	Paper
A Numerical Scheme for Invariant Distributions of Constrained Diffusions	2014-07-11	Paper
Discrete time markovian agents interacting through a potential	2014-04-10	Paper
Optimal hedging in discrete time	2014-02-20	Paper
Perfect simulation for the Feynman-Kac law on the path space	2012-10-01	Paper
Monte Carlo Approximations of American Options that Preserve Monotonicity and Convexity	2012-09-28	Paper
Convergence of \(U\)-statistics for interacting particle systems	2012-02-13	Paper
https://portal.mardi4nfdi.de/entity/Q3015762	2011-07-13	Paper
Stability of Feynman-Kac formulae with path-dependent potentials	2011-01-14	Paper
Dispersion and collapse in stochastic velocity fields on a cylinder	2010-04-19	Paper
The Convergence to Equilibrium of Neutral Genetic Models	2010-02-10	Paper
Tree based functional expansions for Feynman--Kac particle models	2009-06-17	Paper
Fast simulated annealing in \(\mathbb R^d\) with an application to maximum likelihood estimation in state-space models	2009-06-04	Paper
Approximations of a Continuous Time Filter. Application to Optimal Allocation Problems in Finance	2009-05-05	Paper
Expansion of the propagation of chaos for Bird and Nanbu systems	2009-01-22	Paper
Fast simulated annealing in $\R^d$ and an application to maximum likelihood estimation	2006-09-13	Paper
Coalescent tree based functional representations for some Feynman-Kac particle models	2006-07-19	Paper
Numerical simulation of the solution of a stochastic differential equation driven by a Lévy process.	2005-11-29	Paper
Improved convergence rate for the simulation of stochastic differential equations driven by subordinated Lévy processes.	2005-11-29	Paper
Stability and Uniform Particle Approximation of Nonlinear Filters in Case of Non Ergodic Signals	2005-09-15	Paper

Research outcomes over time

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