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

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Madalina Deaconu