| Publication | Date of Publication | Type |
|---|
Asymptotic behaviour of a one-dimensional avalanche model through a non-conservative coagulation-fragmentation equation and associated stochastic processes
Mathematical Reports | 2025-12-04 | Paper |
Long time asymptotic behavior of a self-similar fragmentation equation
Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2025-04-30 | 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 |
Probabilistic representations of fragmentation equations
Probability Surveys | 2023-03-20 | Paper |
Hawkes processes framework with a gamma density as excitation function: application to natural disasters for insurance
Methodology and Computing in Applied Probability | 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
Mathematics and Computers in Simulation | 2021-03-02 | 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 |
A recommendation system for car insurance
European Actuarial Journal | 2021-01-20 | 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 |
Approximation of CVaR minimization for hedging under exponential-Lévy models
Journal of Computational and Applied Mathematics | 2017-08-01 | Paper |
An efficient algorithm to simulate a Brownian motion over irregular domains
Communications in Computational Physics | 2017-06-20 | Paper |
Stochastic equation of fragmentation and branching processes related to avalanches
Journal of Statistical Physics | 2016-05-10 | Paper |
Branching processes for the fragmentation equation
Stochastic Processes and their Applications | 2015-03-24 | 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 |
Simulation of diffusions by means of importance sampling paradigm
The Annals of Applied Probability | 2010-09-01 | Paper |
A random walk on rectangles algorithm
Methodology and Computing in Applied Probability | 2006-10-27 | Paper |
Probabilistic approach of some discrete and continuous coagulation equations with diffusion.
Stochastic Processes and their Applications | 2005-11-29 | Paper |
| scientific article; zbMATH DE number 2216043 (Why is no real title available?) | 2005-10-19 | Paper |
| scientific article; zbMATH DE number 2216043 (Why is no real title available?) | 2005-10-19 | Paper |
Rate of convergence of a stochastic particle system for the Smoluchowski coagulation equation
Methodology and Computing in Applied Probability | 2003-08-25 | Paper |
A pure jump Markov process associated with Smoluchowski's coagulation equation
The Annals of Probability | 2003-05-06 | Paper |
A generalization of the connection between the additive and multiplicative solutions for the Smoluchowski's coagulation equation
Monte Carlo Methods and Applications | 2003-03-13 | Paper |
Sojourn time of some reflected Brownian motion in the unit disk
Probability and Mathematical Statistics | 2002-02-18 | Paper |
Autostabilizing nonlinear reflected process
Bulletin des Sciences Mathématiques | 1999-06-20 | Paper |
| scientific article; zbMATH DE number 1047462 (Why is no real title available?) | 1998-03-02 | Paper |
| scientific article; zbMATH DE number 1047462 (Why is no real title available?) | 1998-03-02 | Paper |
| scientific article; zbMATH DE number 952482 (Why is no real title available?) | 1997-07-20 | Paper |
| scientific article; zbMATH DE number 887395 (Why is no real title available?) | 1996-09-30 | Paper |
