| Publication | Date of Publication | Type |
|---|
| scientific article; zbMATH DE number 7662454 (Why is no real title available?) | 2023-03-13 | Paper |
scientific article; zbMATH DE number 7662454 (Why is no real title available?)
(available as arXiv preprint) | 2023-03-13 | Paper |
A ridge estimator of the drift from discrete repeated observations of the solution of a stochastic differential equation
Bernoulli | 2021-09-10 | Paper |
A transformed stochastic Euler scheme for multidimensional transmission PDE
Journal of Computational and Applied Mathematics | 2021-06-03 | Paper |
Consistent procedures for multiclass classification of discrete diffusion paths
Scandinavian Journal of Statistics | 2020-09-08 | Paper |
Stochastic processes associated to multidimensional parabolic transmission problems in divergence form
(available as arXiv preprint) | 2020-04-06 | Paper |
Time inhomogeneous stochastic differential equations involving the local time of the unknown process, and associated parabolic operators
Stochastic Processes and their Applications | 2018-06-13 | Paper |
Bouncing skew Brownian motions
Journal of Theoretical Probability | 2018-04-20 | Paper |
A piecewise deterministic Markov toy model for traffic/maintenance and associated Hamilton-Jacobi integrodifferential systems on networks
Applied Mathematics and Optimization | 2017-03-28 | Paper |
Algebraic invariance conditions in the study of approximate (null-)controllability of Markov switch processes
MCSS. Mathematics of Control, Signals, and Systems | 2015-11-04 | Paper |
Exact simulation for solutions of one-dimensional stochastic differential equations with discontinuous drift
ESAIM: Probability and Statistics | 2015-02-17 | Paper |
Distance between two skew Brownian motions as a S.D.E. With jumps and law of the hitting time
The Annals of Probability | 2013-10-17 | Paper |
Distance between two skew Brownian motions as a S.D.E. With jumps and law of the hitting time
The Annals of Probability | 2013-10-17 | Paper |
Exact simulation of one-dimensional stochastic differential equations involving the local time at zero of the unknown process
Monte Carlo Methods and Applications | 2013-04-12 | Paper |
The logarithmic Sobolev constant of the lamplighter
Journal of Mathematical Analysis and Applications | 2013-01-24 | Paper |
One-dimensional parabolic diffraction equations: pointwise estimates and discretization of related stochastic differential equations with weighted local times
Electronic Journal of Probability | 2012-06-22 | Paper |
On the existence of a time inhomogeneous skew Brownian motion and some related laws
Electronic Journal of Probability | 2012-06-22 | Paper |
Numerical method for reflected backward stochastic differential equations
Stochastic Analysis and Applications | 2012-02-19 | Paper |
Statistical estimation for reflected skew processes
Statistical Inference for Stochastic Processes | 2011-04-08 | Paper |
On mean numbers of passage times in small balls of discretized Itô processes
Electronic Communications in Probability | 2009-11-20 | Paper |
On mean numbers of passage times in small balls of discretized Itô processes
Electronic Communications in Probability | 2009-11-20 | Paper |
Approximations of a Continuous Time Filter. Application to Optimal Allocation Problems in Finance
Stochastic Analysis and Applications | 2009-05-05 | Paper |
Paths clustering and an existence result for stochastic vortex systems
Journal of Statistical Physics | 2007-10-11 | Paper |
A scheme for simulating one-dimensional diffusion processes with discontinuous coefficients
The Annals of Applied Probability | 2006-06-29 | Paper |
Discretization of one-dimensional stochastic differential equations whose generators are divergence form with a discontinuous coefficient
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2006-01-18 | Paper |
A probabilistic representation of the solution to a 1D evolution equation in a medium with negative index
(available as arXiv preprint) | N/A | Paper |
