| Publication | Date of Publication | Type |
|---|
Stochastic representation of tau functions with an application to the Korteweg-de Vries equation
Communications on Stochastic Analysis | 2025-09-25 | Paper |
| Closed-form modeling of neuronal spike train statistics using multivariate Hawkes cumulants | 2022-10-27 | Paper |
Optimal control of infinite-dimensional piecewise deterministic Markov processes: a BSDE approach. Application to the control of an excitable cell membrane
Applied Mathematics and Optimization | 2021-10-08 | Paper |
Optimal control of infinite-dimensional piecewise deterministic Markov processes: a BSDE approach. Application to the control of an excitable cell membrane
Applied Mathematics and Optimization | 2021-10-08 | Paper |
| Reduction of stochastic conductance-based neuron models with time-scales separation | 2020-11-17 | Paper |
Thinning and multilevel Monte Carlo methods for piecewise deterministic (Markov) processes with an application to a stochastic Morris-Lecar model
Advances in Applied Probability | 2020-07-16 | Paper |
Exact simulation of the jump times of a class of piecewise deterministic Markov processes
Journal of Scientific Computing | 2018-07-12 | Paper |
Deterministic and Stochastic FitzHugh–Nagumo Systems
Lecture Notes in Mathematics | 2018-06-20 | Paper |
Minimal time spiking in various ChR2-controlled neuron models
Journal of Mathematical Biology | 2018-02-12 | Paper |
Optimal control of infinite-dimensional piecewise deterministic Markov processes and application to the control of neuronal dynamics via optogenetics
Networks and Heterogeneous Media | 2017-11-17 | Paper |
Strongly degenerate time inhomogeneous SDEs: densities and support properties. Application to Hodgkin-Huxley type systems
Bernoulli | 2017-09-21 | Paper |
Strongly degenerate time inhomogeneous SDEs: densities and support properties. Application to Hodgkin-Huxley type systems
Bernoulli | 2017-09-21 | Paper |
| Stochastic representation of tau functions of Korteweg-de Vries equation | 2017-04-24 | Paper |
Iterated stochastic processes: simulation and relationship with high order partial differential equations
Methodology and Computing in Applied Probability | 2017-03-30 | Paper |
Ergodicity and limit theorems for degenerate diffusions with time periodic drift. Application to a stochastic Hodgkin-Huxley model
ESAIM: Probability and Statistics | 2017-01-12 | Paper |
Ergodicity for a stochastic Hodgkin-Huxley model driven by Ornstein-Uhlenbeck type input
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2016-03-04 | Paper |
Ergodicity for a stochastic Hodgkin-Huxley model driven by Ornstein-Uhlenbeck type input
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2016-03-04 | Paper |
Simulation of SPDEs for excitable media using finite elements
Journal of Scientific Computing | 2015-12-09 | Paper |
Spatio-temporal hybrid (PDMP) models: central limit theorem and Langevin approximation for global fluctuations. Application to electrophysiology
Bernoulli | 2015-06-15 | Paper |
Spatio-temporal hybrid (PDMP) models: central limit theorem and Langevin approximation for global fluctuations. Application to electrophysiology
Bernoulli | 2015-06-15 | Paper |
Multiscale Piecewise Deterministic Markov Process in infinite dimension: central limit theorem and Langevin approximation
ESAIM: Probability and Statistics | 2015-02-17 | Paper |
| Transition densities for strongly degenerate time inhomogeneous random models | 2013-10-28 | Paper |
Length of clustering algorithms based on random walks with an application to neuroscience
Chaos, Solitons and Fractals | 2013-08-07 | Paper |
Averaging for a Fully Coupled Piecewise-Deterministic Markov Process in Infinite Dimensions
Advances in Applied Probability | 2012-11-02 | Paper |
Averaging for a Fully Coupled Piecewise-Deterministic Markov Process in Infinite Dimensions
Advances in Applied Probability | 2012-11-02 | Paper |
Limit theorems for infinite-dimensional piecewise deterministic Markov processes. Applications to stochastic excitable membrane models
Electronic Journal of Probability | 2012-10-23 | Paper |
Intrinsic variability of latency to first-spike
Biological Cybernetics | 2012-10-19 | Paper |
Erratum to: Intrinsic variability of latency to first-spike
Biological Cybernetics | 2012-10-19 | Paper |
A contrast estimator for completely or partially observed hypoelliptic diffusion
Stochastic Processes and their Applications | 2012-07-04 | Paper |
| Transition densities for stochastic Hodgkin-Huxley models | 2012-07-01 | Paper |
Asymptotic expansion and central limit theorem for multiscale piecewise-deterministic Markov processes
Stochastic Processes and their Applications | 2012-06-19 | Paper |
Fluid limit theorems for stochastic hybrid systems with application to neuron models
Advances in Applied Probability | 2010-11-26 | Paper |
Diffusion approximation of birth-death processes: comparison in terms of large deviations and exit points
Statistics & Probability Letters | 2010-06-25 | Paper |
Optimal Transportation Problem by Stochastic Optimal Control
SIAM Journal on Control and Optimization | 2009-05-27 | Paper |
| Generalized Ornstein-Uhlenbeck processes | 2008-07-29 | Paper |
Duality theorem for the stochastic optimal control problem
Stochastic Processes and their Applications | 2007-01-09 | Paper |
Martingale structure of Skorohod integral processes
The Annals of Probability | 2006-08-03 | Paper |
Duality formula for the bridges of a Brownian diffusion: Application to gradient drifts
Stochastic Processes and their Applications | 2005-10-10 | Paper |
Pinning class of the Wiener measure by a functional: Related martingales and invariance properties
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2003-10-29 | Paper |
A characterization of reciprocal processes via an integration by parts formula on the path space
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2002-12-01 | Paper |
Reciprocal diffusions and symmetries of parabolic PDE: the nonflat case
Potential Analysis | 2002-05-23 | Paper |
Reciprocal diffusions and symmetries
Stochastics and Stochastic Reports | 1999-04-22 | Paper |
| scientific article; zbMATH DE number 1106853 (Why is no real title available?) | 1998-10-11 | Paper |
| scientific article; zbMATH DE number 1106853 (Why is no real title available?) | 1998-10-11 | Paper |
Symmetries in the stochastic calculus of variations
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1997-08-18 | Paper |
| scientific article; zbMATH DE number 953269 (Why is no real title available?) | 1996-12-01 | Paper |
Skorohod stochastic differential equations on random intervals
Stochastics and Stochastic Reports | 1995-09-25 | Paper |
Second order stochastic differential equations and non-Gaussian reciprocal diffusions
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1994-08-16 | Paper |
Remarques sur l'intersection de certains processus de levy independents
Stochastics and Stochastic Reports | 1993-01-16 | Paper |
Temps d'explosion d'équations différentielles stochastiques du type Doléans-Dade. (Explosion times for solutions of Doléans-Dade stochastic differential equations)
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1992-06-28 | Paper |
Temps d'explosion d'équations différentielles stochastiques du type Doléans-Dade. (Explosion times for solutions of Doléans-Dade stochastic differential equations)
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1992-06-28 | Paper |
Calcul stochastique non adapté pour des processus à deux paramètres: Formules de changement de variables de type Stratonovitch et de type Skorohod. (Anticipative stochastic calculus for processes with two parameters: Change of variables formulae of Str
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1991-01-01 | Paper |
