| Publication | Date of Publication | Type |
|---|
Separation rates for the detection of synchronization of interacting point processes in a mean field frame. Application to neuroscience
Electronic Journal of Statistics | 2026-03-20 | Paper |
Universality of the mean-field equations of networks of Hopfield-like neurons
Journal of Mathematical Biology | 2025-10-14 | Paper |
Regularisation by fractional noise for one-dimensional differential equations with distributional drift
Electronic Journal of Probability | 2024-01-17 | Paper |
Hopf bifurcation in a mean-field model of spiking neurons
Electronic Journal of Probability | 2021-11-11 | Paper |
Penalisation techniques for one-dimensional reflected rough differential equations
Bernoulli | 2020-10-07 | Paper |
Penalisation techniques for one-dimensional reflected rough differential equations
Bernoulli | 2020-10-07 | Paper |
| Asymptotic behavior of a network of neurons with random linear interactions | 2020-06-04 | Paper |
On a toy network of neurons interacting through their dendrites
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2020-05-13 | Paper |
On a toy network of neurons interacting through their dendrites
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2020-05-13 | Paper |
Long time behavior of a mean-field model of interacting neurons
Stochastic Processes and their Applications | 2020-04-01 | Paper |
Stability of synchronization under stochastic perturbations in leaky integrate and fire neural networks of finite size
Discrete and Continuous Dynamical Systems. Series B | 2019-08-28 | Paper |
Network of interacting neurons with random synaptic weights
ESAIM: Proceedings and Surveys | 2019-07-11 | Paper |
| The meanfield limit of a network of Hopfield neurons with correlated synaptic weights | 2019-01-29 | Paper |
An integrate-and-fire model to generate spike trains with long-range dependence
Journal of Computational Neuroscience | 2018-12-04 | Paper |
Liquidity costs: a new numerical methodology and an empirical study
Applied Mathematical Finance | 2018-09-19 | Paper |
| An unbiased Monte Carlo estimator for derivatives. Application to CIR | 2016-09-23 | Paper |
The First-passage Time of the Brownian Motion to a Curved Boundary: an Algorithmic Approach
SIAM Journal on Scientific Computing | 2016-01-27 | Paper |
Global solvability of a networked integrate-and-fire model of McKean-Vlasov type
The Annals of Applied Probability | 2015-07-27 | Paper |
Global solvability of a networked integrate-and-fire model of McKean-Vlasov type
The Annals of Applied Probability | 2015-07-27 | Paper |
Particle systems with a singular mean-field self-excitation. Application to neuronal networks
Stochastic Processes and their Applications | 2015-04-28 | Paper |
Monte Carlo approximations of the Neumann problem
Monte Carlo Methods and Applications | 2013-11-26 | Paper |
Optimal stopping problems for some Markov processes
The Annals of Applied Probability | 2012-07-08 | Paper |
Optimal stopping problems for some Markov processes
The Annals of Applied Probability | 2012-07-08 | Paper |
Stochastic spectral formulations for elliptic problems
Monte Carlo and Quasi-Monte Carlo Methods 2008 | 2010-02-15 | Paper |
| Viscosity solutions to optimal portfolio allocation problems in models with random time changes and transaction costs | 2010-01-13 | Paper |
Approximations of a Continuous Time Filter. Application to Optimal Allocation Problems in Finance
Stochastic Analysis and Applications | 2009-05-05 | Paper |
| Mathematical model for resistance and optimal strategy | 2008-12-16 | Paper |
Some new simulations schemes for the evaluation of Feynman–Kac representations
Monte Carlo Methods and Applications | 2008-08-11 | Paper |
Range of Brownian motion with drift
Journal of Theoretical Probability | 2006-10-31 | Paper |
| Technical analysis techniques versus mathematical models: boundaries of their validity domains | 2006-08-28 | Paper |
| Electricity prices in a game theory context | 2006-03-09 | Paper |
On long time behavior of some coagulation processes.
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 |
Separation rates for the detection of synchronization of interacting point processes in a mean field frame. Application to neuroscience
(available as arXiv preprint) | N/A | Paper |
Brownian particles controlled by their occupation measure
(available as arXiv preprint) | N/A | Paper |
