| Publication | Date of Publication | Type |
|---|
Polarization and coherence in mean field games driven by private and social utility Journal of Optimization Theory and Applications | 2023-07-26 | Paper |
Probability. A first course through examples, models and applications UNITEXT | 2021-09-09 | Paper |
A hierarchical mean field model of interacting spins Stochastic Processes and their Applications | 2021-09-03 | Paper |
Rhythmic behavior of an Ising model with dissipation at low temperature | 2021-03-26 | Paper |
Oscillatory behavior in a model of non-Markovian mean field interacting spins Journal of Statistical Physics | 2020-05-26 | Paper |
Stochastic mean-field dynamics and applications to life sciences | 2020-05-19 | Paper |
Climb on the bandwagon: consensus and periodicity in a lifetime utility model with strategic interactions Dynamic Games and Applications | 2020-02-03 | Paper |
Noise-induced periodicity: some stochastic models for complex biological systems Mathematical Models and Methods for Planet Earth | 2019-11-19 | Paper |
On the Convergence Problem in Mean Field Games: A Two State Model without Uniqueness SIAM Journal on Control and Optimization | 2019-08-30 | Paper |
McKean-Vlasov limit for interacting systems with simultaneous jumps Stochastic Analysis and Applications | 2019-05-07 | Paper |
Ergodicity of a system of interacting random walks with asymmetric interaction Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2019-03-20 | Paper |
The dynamics of critical fluctuations in asymmetric Curie-Weiss models Stochastic Processes and their Applications | 2019-03-06 | Paper |
Synchronization and functional central limit theorems for interacting reinforced random walks Stochastic Processes and their Applications | 2018-12-28 | Paper |
Strategic interaction in interacting particle systems Emergence, Complexity and Computation | 2018-11-30 | Paper |
Simultaneous jumps in interacting particle systems: from neuronal networks to a general framework | 2018-11-16 | Paper |
Pathwise Optimality for Benchmark Tracking IEEE Transactions on Automatic Control | 2017-07-12 | Paper |
Reciprocal class of jump processes Journal of Theoretical Probability | 2017-07-04 | Paper |
Proliferation and death in a binary environment: a stochastic model of cellular ecosystems Bulletin of Mathematical Biology | 2016-04-05 | Paper |
Fluctuation theorems for synchronization of interacting Pólya's urns Stochastic Processes and their Applications | 2016-02-15 | Paper |
Collective periodicity in mean-field models of cooperative behavior NoDEA. Nonlinear Differential Equations and Applications | 2015-10-15 | Paper |
Multi-scaling of moments in stochastic volatility models Stochastic Processes and their Applications | 2015-08-21 | Paper |
Fast mixing for the low temperature 2D Ising model through irreversible parallel dynamics Journal of Statistical Physics | 2015-06-26 | Paper |
Time to absorption for a heterogeneous neutral competition model Journal of Statistical Physics | 2014-10-07 | Paper |
A maximum entropy approach to the realizability of spin correlation matrices Entropy | 2014-09-19 | Paper |
Synchronization via interacting reinforcement Journal of Applied Probability | 2014-07-11 | Paper |
Entropy decay for interacting systems via the Bochner-Bakry-Émery approach Electronic Journal of Probability | 2014-01-17 | Paper |
A Curie-Weiss model with dissipation Journal of Statistical Physics | 2014-01-17 | Paper |
Strategic interaction in trend-driven dynamics Journal of Statistical Physics | 2013-10-21 | Paper |
A note on the geometric interpretation of Bell's inequalities Letters in Mathematical Physics | 2013-09-19 | Paper |
Probability. An introduction through models and applications UNITEXT | 2013-06-13 | Paper |
Scaling and multiscaling in financial series: a simple model Advances in Applied Probability | 2013-02-28 | Paper |
Sampling from a Gibbs measure with pair interaction by means of PCA Journal of Statistical Physics | 2013-02-25 | Paper |
The role of disorder in the dynamics of critical fluctuations of mean field models Electronic Journal of Probability | 2012-06-22 | Paper |
Realizable monotonicity for continuous-time Markov processes Stochastic Processes and their Applications | 2010-07-08 | Paper |
A simple mean field model for social interactions: dynamics, fluctuations, criticality Journal of Statistical Physics | 2010-06-21 | Paper |
Decay of Correlations for Quantum Spin Systems with a Transverse Field: A Dynamic Approach | 2010-05-19 | Paper |
Convex entropy decay via the Bochner-Bakry-Emery approach Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2009-10-08 | Paper |
A Constructive Approach to a Class of Ergodic HJB Equations with Unbounded and Nonsmooth Cost SIAM Journal on Control and Optimization | 2009-09-29 | Paper |
Heterogeneous credit portfolios and the dynamics of the aggregate losses Stochastic Processes and their Applications | 2009-09-17 | Paper |
Large portfolio losses: A dynamic contagion model The Annals of Applied Probability | 2009-04-02 | Paper |
STOCHASTIC ATTRACTORS FOR NON-ERGODIC MARKOV PROCESSES: SOME EXAMPLES Stochastics and Dynamics | 2007-02-07 | Paper |
Logarithmic Sobolev inequality for zero-range dynamics: independence of the number of particles Electronic Journal of Probability | 2006-11-03 | Paper |
Monotonicity and complete monotonicity for continuous-time Markov chains Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2006-08-14 | Paper |
Spectral gap estimates for interacting particle systems via a Bochner-type identity Journal of Functional Analysis | 2006-04-28 | Paper |
Logarithmic Sobolev inequality for zero-range dynamics The Annals of Probability | 2006-04-28 | Paper |
Hitting times for special patterns in the symmetric exclusion process on \(\mathbb{Z}^d\) The Annals of Probability | 2005-03-21 | Paper |
scientific article; zbMATH DE number 2112848 (Why is no real title available?) | 2004-11-01 | Paper |
Stochastic processes for bounded noise MCSS. Mathematics of Control, Signals, and Systems | 2003-10-29 | Paper |
Entropy inequalities for unbounded spin systems The Annals of Probability | 2003-05-06 | Paper |
Quasi-stationary measures for conservative dynamics in the infinite lattice The Annals of Probability | 2003-05-06 | Paper |
Stationary measures and phase transition for a class of Probabilistic Cellular Automata ESAIM: Probability and Statistics | 2002-09-30 | Paper |
A Gibbs variational principle in space-time for infinite-dimensional diffusions Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2002-06-27 | Paper |
A class of piecewise deterministic Markov processes Markov Processes and Related Fields | 2002-05-23 | Paper |
First occurrence time of a large density fluctuation for a system of independent random walks Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2002-03-25 | Paper |
Small parameter limit for ergodic, discrete-time, partially observed, risk-sensitive control problems MCSS. Mathematics of Control, Signals, and Systems | 2002-01-03 | Paper |
Diffusion effects on the breakdown of a linear amplifier model driven by the square of a Gaussian field Journal of Statistical Physics | 2002-01-02 | Paper |
Pathwise optimality in stochastic control SIAM Journal on Control and Optimization | 2001-03-19 | Paper |
McKean-Vlasov limit for interacting random processes in random media. Journal of Statistical Physics | 2001-01-16 | Paper |
Sharp estimates for the occurrence time of rare events for symmetric simple exclusion Stochastic Processes and their Applications | 2000-03-01 | Paper |
Almost sure optimality and optimality in probability for stochastic control problems over an infinite time horizon Annals of Operations Research | 1999-12-02 | Paper |
Small Parameter Limit for Discrete-Time Partially Observed Risk-Sensitive Control Problems SIAM Journal on Control and Optimization | 1999-03-31 | Paper |
Explicit solutions for multivariate, discrete-time control problems under uncertainty Systems & Control Letters | 1999-01-12 | Paper |
Occurrence of rare events in ergodic interacting spin systems Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1998-01-28 | Paper |
scientific article; zbMATH DE number 1070364 (Why is no real title available?) | 1997-10-05 | Paper |
Large deviation limit for discrete-time, totally observed stochastic control problems with multiplicative cost Applied Mathematics and Optimization | 1997-09-08 | Paper |
On dynamic programming for sequential decision problems under a general form of uncertainty Mathematical Methods of Operations Research | 1997-08-26 | Paper |
Connections between stochastic control and dynamic games MCSS. Mathematics of Control, Signals, and Systems | 1997-06-09 | Paper |
Recurrent neural networks coupled with linear systems: Observability in continuous and discrete time Systems & Control Letters | 1997-02-27 | Paper |
Forward accessibility for recurrent neural networks IEEE Transactions on Automatic Control | 1997-02-25 | Paper |
Detecting nonergodicity in continuous-time spin systems Journal of Statistical Physics | 1996-06-16 | Paper |
A minimum entropy problem for stationary reversible stochastic spin systems on the infinite lattice Rendiconti del Seminario Matematico della Università di Padova | 1995-11-22 | Paper |
scientific article; zbMATH DE number 764404 (Why is no real title available?) | 1995-07-25 | Paper |
Space‐time large deviations for interacting particle systems Communications on Pure and Applied Mathematics | 1994-10-10 | Paper |
Large deviations and stationary measures for interacting particle systems Stochastic Processes and their Applications | 1994-01-26 | Paper |
A stochastic control approach to reciprocal diffusion processes Applied Mathematics and Optimization | 1991-01-01 | Paper |
scientific article; zbMATH DE number 4199193 (Why is no real title available?) | 1990-01-01 | Paper |
scientific article; zbMATH DE number 4133736 (Why is no real title available?) | 1989-01-01 | Paper |
Variational path-integral representations for the density of a diffusion process Stochastics and Stochastic Reports | 1989-01-01 | Paper |
scientific article; zbMATH DE number 4088785 (Why is no real title available?) | 1988-01-01 | Paper |
Noise-induced oscillations for the mean-field Dissipative Contact Process | N/A | Paper |