| Publication | Date of Publication | Type |
|---|
Poisson equations with locally-Lipschitz coefficients and uniform in time averaging for stochastic differential equations via strong exponential stability
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2026-03-16 | Paper |
Noise calibration for SPDEs: a case study for the rotating shallow water model
Foundations of Data Science | 2025-12-16 | Paper |
The zero viscosity limit of stochastic Navier-Stokes flows
Stochastic Processes and their Applications | 2025-10-02 | Paper |
Forecast error growth: a dynamic-stochastic model
Chaos | 2025-09-30 | Paper |
Particle representation for the solution of the filtering problem. Application to the error expansion of filtering discretizations
Journal of Stochastic Analysis | 2025-09-30 | Paper |
Spatial analyticity and exponential decay of Fourier modes for the stochastic Navier-Stokes equation
NoDEA. Nonlinear Differential Equations and Applications | 2025-09-17 | Paper |
Uniform in time convergence of numerical schemes for stochastic differential equations via strong exponential stability: Euler methods, split-step and tamed schemes
European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis | 2025-09-05 | Paper |
Exponential stability for a forecast-assimilation process with unstable dynamics
Chaos | 2025-08-19 | Paper |
Nudging state-space models for Bayesian filtering under misspecified dynamics
Statistics and Computing | 2025-07-10 | Paper |
Well-posedness properties for a stochastic rotating shallow water model
Journal of Dynamics and Differential Equations | 2024-12-12 | Paper |
Stochastic calculus in infinite dimensions and SPDEs
SpringerBriefs in Mathematics | 2024-11-05 | Paper |
Asymptotic behavior of the forecast-assimilation process with unstable dynamics
Chaos | 2024-07-16 | Paper |
Existence and uniqueness of maximal solutions to SPDEs with applications to viscous fluid equations
Stochastic and Partial Differential Equations. Analysis and Computations | 2024-07-12 | Paper |
Sequential discretization schemes for a class of stochastic differential equations and their application to Bayesian filtering
SIAM Journal on Numerical Analysis | 2024-04-24 | Paper |
Modelling Multiperiod Carbon Markets Using Singular Forward-Backward SDEs
Mathematics of Operations Research | 2024-02-23 | Paper |
| A probabilistic representation of the derivative of a one dimensional killed diffusion semigroup and associated Bismut-Elworthy-Li formula | 2023-12-12 | Paper |
An implementation of Hasselmann’s paradigm for stochastic climate modelling based on stochastic Lie transport <sup>*</sup>
Nonlinearity | 2023-08-15 | Paper |
Well-posedness for a stochastic 2D Euler equation with transport noise
Stochastic and Partial Differential Equations. Analysis and Computations | 2023-07-18 | Paper |
| The Zero Viscosity Limit of Stochastic Navier-Stokes Flows | 2023-05-30 | Paper |
| Noise calibration for the stochastic rotating shallow water model | 2023-05-05 | Paper |
| Comparison of Stochastic Parametrization Schemes using Data Assimilation on Triad Models | 2023-04-27 | Paper |
| Uniform in time convergence of numerical schemes for stochastic differential equations via Strong Exponential stability: Euler methods, Split-Step and Tamed Schemes | 2023-03-23 | Paper |
Analytical properties for a stochastic rotating shallow water model under location uncertainty
Journal of Mathematical Fluid Mechanics | 2023-02-27 | Paper |
Log-normalization constant estimation using the ensemble Kalman–Bucy filter with application to high-dimensional models
Advances in Applied Probability | 2022-12-13 | Paper |
A lagged particle filter for stable filtering of certain high-dimensional state-space models
SIAM/ASA Journal on Uncertainty Quantification | 2022-11-25 | Paper |
Unbiased estimation using a class of diffusion processes
Journal of Computational Physics | 2022-11-18 | Paper |
Pathwise approximations for the solution of the non-linear filtering problem
Stochastic Analysis, Filtering, and Stochastic Optimization | 2022-11-15 | Paper |
An application of the splitting-up method for the computation of a neural network representation for the solution for the filtering equations
Stochastic and Partial Differential Equations. Analysis and Computations | 2022-11-07 | Paper |
| On the Navier-Stokes Equations with Stochastic Lie Transport | 2022-11-02 | Paper |
A probabilistic approach to classical solutions of the master equation for large population equilibria
Memoirs of the American Mathematical Society | 2022-10-25 | Paper |
| Spatial analyticity and exponential decay of Fourier modes for the stochastic Navier-Stokes equation | 2022-09-29 | Paper |
| Existence and Uniqueness of Maximal Solutions to SPDEs with Applications to Viscous Fluid Equations | 2022-09-19 | Paper |
A 4D-Var method with flow-dependent background covariances for the shallow-water equations
Statistics and Computing | 2022-09-15 | Paper |
On the analytical aspects of inertial particle motion
Journal of Mathematical Analysis and Applications | 2022-08-24 | Paper |
Solution properties of the incompressible Euler system with rough path advection
Journal of Functional Analysis | 2022-08-20 | Paper |
Analytical Properties for a Stochastic Rotating Shallow Water Model under Location Uncertainty
(available as arXiv preprint) | 2022-06-24 | Paper |
Variational principles for fluid dynamics on rough paths
Advances in Mathematics | 2022-06-03 | Paper |
Local well-posedness for the great lake equation with transport noise
(available as arXiv preprint) | 2022-05-09 | Paper |
Unbiased Estimation using a Class of Diffusion Processes
(available as arXiv preprint) | 2022-03-06 | Paper |
Wave-current interaction on a free surface
Studies in Applied Mathematics | 2022-02-18 | Paper |
| Asymptotic behavior of the forecast-assimilation process with unstable dynamics | 2022-02-06 | Paper |
| Blow-up of strong solutions of the Thermal Quasi-Geostrophic equation | 2022-01-17 | Paper |
| Bayesian Inference for Fluid Dynamics: A Case Study for the Stochastic Rotating Shallow Water Model | 2021-12-30 | Paper |
On the analytical aspects of inertial particle motion
(available as arXiv preprint) | 2021-11-16 | Paper |
Score-Based Parameter Estimation for a Class of Continuous-Time State Space Models
SIAM Journal on Scientific Computing | 2021-08-04 | Paper |
Long-time behaviour of degenerate diffusions: UFG-type SDEs and time-inhomogeneous hypoelliptic processes
Electronic Journal of Probability | 2021-07-21 | Paper |
| Well-posedness Properties for a Stochastic Rotating Shallow Water Model | 2021-07-14 | Paper |
| Particle representation for the solution of the filtering problem. Application to the error expansion of filtering discretizations | 2021-04-10 | Paper |
Uniform in time estimates for the weak error of the Euler method for SDEs and a pathwise approach to derivative estimates for diffusion semigroups
Transactions of the American Mathematical Society | 2021-04-07 | Paper |
A high order time discretization of the solution of the non-linear filtering problem
Stochastic and Partial Differential Equations. Analysis and Computations | 2021-01-20 | Paper |
A high order time discretization of the solution of the non-linear filtering problem
Stochastic and Partial Differential Equations. Analysis and Computations | 2021-01-20 | Paper |
Parallel sequential Monte Carlo for stochastic gradient-free nonconvex optimization
Statistics and Computing | 2020-11-04 | Paper |
Stable approximation schemes for optimal filters
SIAM/ASA Journal on Uncertainty Quantification | 2020-04-24 | Paper |
Local well-posedness for the great lake equation with transport noise
(available as arXiv preprint) | 2020-03-06 | Paper |
On concentration properties of partially observed chaotic systems
Advances in Applied Probability | 2020-02-05 | Paper |
| Semi-martingale driven variational principles | 2020-01-27 | Paper |
A stable particle filter for a class of high-dimensional state-space models
Advances in Applied Probability | 2019-09-16 | Paper |
A stable particle filter for a class of high-dimensional state-space models
Advances in Applied Probability | 2019-09-16 | Paper |
Uniform convergence over time of a nested particle filtering scheme for recursive parameter estimation in state-space Markov models
Advances in Applied Probability | 2019-09-16 | Paper |
Solution properties of a 3D stochastic Euler fluid equation
Journal of Nonlinear Science | 2019-07-08 | Paper |
Optimization based methods for partially observed chaotic systems
Foundations of Computational Mathematics | 2019-06-06 | Paper |
Numerical method for FBSDEs of McKean-Vlasov type
The Annals of Applied Probability | 2019-05-22 | Paper |
Numerical method for FBSDEs of McKean-Vlasov type
The Annals of Applied Probability | 2019-05-22 | Paper |
Cubature on Wiener space for McKean-Vlasov SDEs with smooth scalar interaction
The Annals of Applied Probability | 2019-03-20 | Paper |
Cubature on Wiener space for McKean-Vlasov SDEs with smooth scalar interaction
The Annals of Applied Probability | 2019-03-20 | Paper |
Two-dimensional pseudo-gravity model: particles motion in a non-potential singular force field
Transactions of the American Mathematical Society | 2019-01-10 | Paper |
Wave breaking for the stochastic Camassa-Holm equation
Physica D | 2018-10-24 | Paper |
Particle representations for stochastic partial differential equations with boundary conditions
Electronic Journal of Probability | 2018-08-24 | Paper |
Particle representations for stochastic partial differential equations with boundary conditions
Electronic Journal of Probability | 2018-08-24 | Paper |
Smoothing properties of McKean-Vlasov SDEs
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2018-06-27 | Paper |
Unbiased multi-index Monte Carlo
Stochastic Analysis and Applications | 2018-05-03 | Paper |
Unbiased multi-index Monte Carlo
Stochastic Analysis and Applications | 2018-05-03 | Paper |
Nested particle filters for online parameter estimation in discrete-time state-space Markov models
Bernoulli | 2018-03-27 | Paper |
Nested particle filters for online parameter estimation in discrete-time state-space Markov models
Bernoulli | 2018-03-27 | Paper |
| Modelling uncertainty using stochastic transport noise in a 2-layer quasi-geostrophic model | 2018-02-15 | Paper |
A Kusuoka-Lyons-Victoir particle filter
Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences | 2017-09-29 | Paper |
Pointwise gradient bounds for degenerate semigroups (of UFG type)
Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences | 2017-09-29 | Paper |
A survey of convergence results on particle filtering methods for practitioners
IEEE Transactions on Signal Processing | 2017-09-08 | Paper |
Optimization Based Methods for Partially Observed Chaotic Systems
(available as arXiv preprint) | 2017-02-08 | Paper |
| Two-dimensional pseudo-gravity model | 2016-10-05 | Paper |
| A central limit type theorem for a class of particle filters | 2016-01-04 | Paper |
On the convergence of two sequential Monte Carlo methods for maximum a posteriori sequence estimation and stochastic global optimization
Statistics and Computing | 2015-10-16 | Paper |
The stochastic filtering problem: a brief historical account
Journal of Applied Probability | 2015-04-14 | Paper |
Kusuoka-Stroock gradient bounds for the solution of the filtering equation
Journal of Functional Analysis | 2015-03-13 | Paper |
Inverse problems for stochastic transport equations
Inverse Problems | 2015-02-09 | Paper |
A Probabilistic approach to classical solutions of the master equation for large population equilibria
(available as arXiv preprint) | 2014-11-11 | Paper |
Particle-kernel estimation of the filter density in state-space models
Bernoulli | 2014-11-11 | Paper |
Particle-kernel estimation of the filter density in state-space models
Bernoulli | 2014-11-11 | Paper |
Conditional distributions, exchangeable particle systems, and stochastic partial differential equations
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2014-09-05 | Paper |
| A second order time discretization of the solution of the non-linear filtering problem | 2014-08-25 | Paper |
Numerical solution for a class of SPDEs over bounded domains
Stochastics | 2014-08-14 | Paper |
On the stability of sequential Monte Carlo methods in high dimensions
The Annals of Applied Probability | 2014-08-06 | Paper |
On the stability of sequential Monte Carlo methods in high dimensions
The Annals of Applied Probability | 2014-08-06 | Paper |
Error bounds and normalising constants for sequential Monte Carlo samplers in high dimensions
Advances in Applied Probability | 2014-05-09 | Paper |
Error bounds and normalising constants for sequential Monte Carlo samplers in high dimensions
Advances in Applied Probability | 2014-05-09 | Paper |
Runge-Kutta schemes for backward stochastic differential equations
The Annals of Applied Probability | 2014-05-05 | Paper |
Runge-Kutta schemes for backward stochastic differential equations
The Annals of Applied Probability | 2014-05-05 | Paper |
Second order discretization of backward SDEs and simulation with the cubature method
The Annals of Applied Probability | 2014-05-05 | Paper |
Second order discretization of backward SDEs and simulation with the cubature method
The Annals of Applied Probability | 2014-05-05 | Paper |
| A central limit type theorem for Gaussian mixture approximations to the nonlinear filtering problem | 2014-01-25 | Paper |
Robust filtering: correlated noise and multidimensional observation
The Annals of Applied Probability | 2013-10-25 | Paper |
Robust filtering: correlated noise and multidimensional observation
The Annals of Applied Probability | 2013-10-25 | Paper |
Cubature methods and applications
Lecture Notes in Mathematics | 2013-09-11 | Paper |
Solving backward stochastic differential equations using the cubature method: application to nonlinear pricing
Progress in Analysis and Its Applications | 2013-05-14 | Paper |
Solving Backward Stochastic Differential Equations Using the Cubature Method: Application to Nonlinear Pricing
SIAM Journal on Financial Mathematics | 2013-01-25 | Paper |
Sharp derivative bounds for solutions of degenerate semi-linear partial differential equations
Journal of Functional Analysis | 2012-11-23 | Paper |
Probabilistic methods for semilinear partial differential equations. Applications to finance
ESAIM: Mathematical Modelling and Numerical Analysis | 2010-10-12 | Paper |
Approximate McKean-Vlasov representations for a class of SPDEs
Stochastics | 2010-08-19 | Paper |
On the Monte Carlo simulation of BSDEs: an improvement on the Malliavin weights
Stochastic Processes and their Applications | 2010-07-08 | Paper |
Nonlinear filtering with signal dependent observation noise
Electronic Journal of Probability | 2009-11-20 | Paper |
Nonlinear filtering with signal dependent observation noise
Electronic Journal of Probability | 2009-11-20 | Paper |
Uniform approximations of discrete-time filters
Advances in Applied Probability | 2009-02-16 | Paper |
Stability of the discrete time filter in terms of the tails of noise distributions
Journal of the London Mathematical Society | 2008-10-31 | Paper |
Fundamentals of stochastic filtering
Stochastic Modelling and Applied Probability | 2008-06-30 | Paper |
Numerical solutions for a class of SPDEs over bounded domains
ESAIM: Proceedings | 2007-11-20 | Paper |
An approximate McKean-Vlasov model for the stochastic filtering problem
ESAIM: Proceedings | 2007-11-20 | Paper |
| On the convergence rates of a general class of weak approximations of SDEs | 2007-10-31 | Paper |
Superprocesses in a Brownian environment
Proceedings of the Royal Society of London. Series A: Mathematical and Physical Sciences | 2004-08-06 | Paper |
| scientific article; zbMATH DE number 1971697 (Why is no real title available?) | 2004-02-20 | Paper |
Minimal Entropy Approximations and Optimal Algorithms
Monte Carlo Methods and Applications | 2003-08-25 | Paper |
Exact rates of convergence for a branching particle approximation to the solution of the Zakai equation
The Annals of Probability | 2003-06-23 | Paper |
| scientific article; zbMATH DE number 1971698 (Why is no real title available?) | 2002-01-01 | Paper |
| scientific article; zbMATH DE number 1666085 (Why is no real title available?) | 2001-10-23 | Paper |
| scientific article; zbMATH DE number 1358322 (Why is no real title available?) | 2001-08-20 | Paper |
A particle approximation of the solution of the Kushner-Stratonovitch equation
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2001-01-02 | Paper |
Interacting particle systems approximations of the Kushner-Stratonovitch equation
Advances in Applied Probability | 2000-11-01 | Paper |
Convergence of a Branching Particle Method to the Solution of the Zakai Equation
SIAM Journal on Applied Mathematics | 1998-09-20 | Paper |
A direct computation of the bene[sbreve] filter conditional density
Stochastics and Stochastic Reports | 1998-04-19 | Paper |
Nonlinear filtering and measure-valued processes
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1997-12-11 | Paper |
| scientific article; zbMATH DE number 4205275 (Why is no real title available?) | 1990-01-01 | Paper |
Poisson Equations with locally-Lipschitz coefficients and Uniform in Time Averaging for Stochastic Differential Equations via Strong Exponential Stability
(available as arXiv preprint) | N/A | Paper |
Probabilistic representation of the gradient of a killed diffusion semigroup: The half-space case
(available as arXiv preprint) | N/A | Paper |
Data assimilation for the stochastic Camassa-Holm equation using particle filtering: a numerical investigation
(available as arXiv preprint) | N/A | Paper |
On energy-aware hybrid models
(available as arXiv preprint) | N/A | Paper |
Global solutions for stochastically controlled fluid dynamics models
(available as arXiv preprint) | N/A | Paper |
Approximation of non-linear SPDEs with additive noise via weighted interacting particles systems: the stochastic McKean-Vlasov equation
(available as arXiv preprint) | N/A | Paper |
