| Publication | Date of Publication | Type |
|---|
Mean-field limit versus small-noise limit for some interacting particle systems
Communications on Stochastic Analysis | 2025-09-25 | Paper |
Strong approximation of some particular one-dimensional diffusions
Discrete and Continuous Dynamical Systems. Series B | 2024-02-20 | Paper |
Strong approximation of Bessel processes
Methodology and Computing in Applied Probability | 2023-07-04 | Paper |
Exact simulation of the first passage time through a given level of jump diffusions
Mathematics and Computers in Simulation | 2022-09-29 | Paper |
Exact simulation of the first passage time through a given level for jump diffusions
(available as arXiv preprint) | 2021-06-10 | Paper |
The walk on moving spheres: a new tool for simulating Brownian motion's exit time from a domain
Mathematics and Computers in Simulation | 2021-02-19 | Paper |
Approximation of exit times for one-dimensional linear diffusion processes
Computers & Mathematics with Applications | 2020-11-07 | Paper |
Exit problem for Ornstein-Uhlenbeck processes: a random walk approach
Discrete and Continuous Dynamical Systems. Series B | 2020-06-04 | Paper |
Exact simulation of first exit times for one-dimensional diffusion processes
ESAIM: Mathematical Modelling and Numerical Analysis | 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
Journal of Scientific Computing | 2019-07-26 | Paper |
Exit problem for Ornstein-Uhlenbeck processes: a random walk approach
(available as arXiv preprint) | 2019-06-04 | Paper |
Initial-boundary value problem for the heat equation -- a stochastic algorithm
The Annals of Applied Probability | 2018-08-16 | Paper |
Initial-boundary value problem for the heat equation -- a stochastic algorithm
The Annals of Applied Probability | 2018-08-16 | Paper |
Simulation of hitting times for Bessel processes with non-integer dimension
Bernoulli | 2017-09-21 | Paper |
Simulation of hitting times for Bessel processes with non-integer dimension
Bernoulli | 2017-09-21 | Paper |
The First-passage Time of the Brownian Motion to a Curved Boundary: an Algorithmic Approach
SIAM Journal on Scientific Computing | 2016-01-27 | Paper |
Statistics of transitions for Markov chains with periodic forcing
Stochastics and Dynamics | 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)
The Annals of Applied Probability | 2014-01-17 | Paper |
The walk on moving spheres: a new tool for simulating Brownian motion's exit time from a domain
(available as arXiv preprint) | 2014-01-15 | Paper |
Stochastic resonance. A mathematical approach in the small noise limit
Mathematical Surveys and Monographs | 2014-01-15 | Paper |
Persistent random walks, variable length Markov chains and piecewise deterministic Markov processes
Markov Processes and Related Fields | 2013-11-11 | Paper |
Self-stabilizing processes: uniqueness problem for stationary measures and convergence rate in the small-noise limit
European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics | 2013-05-14 | Paper |
Stationary measures for self-stabilizing processes: asymptotic analysis in the small noise limit
Electronic Journal of Probability | 2011-09-09 | Paper |
From persistent random walk to the telegraph noise
Stochastics and Dynamics | 2010-07-20 | Paper |
Non-uniqueness of stationary measures for self-stabilizing processes
Stochastic Processes and their Applications | 2010-07-08 | Paper |
Large deviations and a Kramers' type law for self-stabilizing diffusions
The Annals of Applied Probability | 2008-08-20 | Paper |
Transition times and stochastic resonance for multidimensional diffusions with time periodic drift: a large deviations approach
The Annals of Applied Probability | 2007-08-06 | Paper |
| scientific article; zbMATH DE number 2247651 (Why is no real title available?) | 2006-01-16 | Paper |
Rate of convergence of some self-attracting diffusions
Stochastic Processes and their Applications | 2005-08-05 | Paper |
The exit problem for diffusions with time-periodic drift and stochastic resonance
The Annals of Applied Probability | 2005-04-29 | Paper |
BARRIER CROSSINGS CHARACTERIZE STOCHASTIC RESONANCE
Stochastics and Dynamics | 2003-11-03 | Paper |
Système de processus auto-stabilisants
Dissertationes Mathematicae | 2003-09-09 | Paper |
Boundedness and convergence of some self-attracting diffusions
Mathematische Annalen | 2003-03-27 | Paper |
A singular large deviations phenomenon
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2002-09-15 | Paper |
A singular large deviations phenomenon
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2002-09-15 | Paper |
Peano phenomenon and large deviations
Comptes Rendus de l'Académie des Sciences. Série I. Mathématique | 2002-07-29 | Paper |
