Benoîte De Saporta

Available identifiers

zbMath Open de-saporta.benoiteMaRDI QIDQ444539

List of research outcomes

Publication	Date of Publication	Type
Long-time behavior and Darwinian optimality for an asymmetric size-structured branching process	2021-12-14	Paper
Optimal stopping for measure-valued piecewise deterministic Markov processes	2020-07-22	Paper
Change-point detection for piecewise deterministic Markov processes	2019-02-05	Paper
Statistical study of asymmetry in cell lineage data	2018-11-02	Paper
Partially observed optimal stopping problem for discrete-time Markov processes	2017-11-16	Paper
Stochastic Control of Observer Trajectories in Bearings-only Tracking with Acoustic Signal Propagation Optimization	2017-03-29	Paper
Optimal strategies for impulse control of piecewise deterministic Markov processes	2017-02-16	Paper
Optimization of a launcher integration process: a Markov decision process approach	2016-02-04	Paper
Numerical Methods for Simulation and Optimization of Piecewise Deterministic Markov Processes	2016-01-13	Paper
Random coefficients bifurcating autoregressive processes	2015-02-17	Paper
Optimal stopping for partially observed piecewise-deterministic Markov processes	2014-04-28	Paper
Parameters estimation for asymmetric bifurcating autoregressive processes with missing data	2013-05-28	Paper
Asymmetry tests for bifurcating auto-regressive processes with missing data	2012-08-30	Paper
Numerical method for impulse control of piecewise deterministic Markov processes	2012-08-27	Paper
Numerical method for expectations of piecewise deterministic Markov processes	2012-08-15	Paper
Predictive maintenance for the heated hold-up tank	2012-07-20	Paper
Numerical Methods for the Exit Time of a Piecewise-Deterministic Markov Process	2012-04-10	Paper
Numerical method for optimal stopping of piecewise deterministic Markov processes	2010-10-04	Paper
https://portal.mardi4nfdi.de/entity/Q3656685	2010-01-13	Paper
Asymptotic analysis for bifurcating autoregressive processes via a martingale approach	2009-11-20	Paper
Tail of the stationary solution of the stochastic equation \(Y_{n+1}=a_{n} Y_{n}+b_{n}\) with Markovian coefficients	2005-12-07	Paper
Tail of a linear diffusion with Markov switching	2005-04-29	Paper
Tail of a linear diffusion with Markov switching	2005-02-22	Paper
Tail of the stationary solution of the stochastic equation \(Y_{n+1}=a_{n} Y_{n}+b_{n}\) with Markovian coefficients	2005-02-22	Paper
On the multidimensional stochastic equation \(Y_{n+1}=A_{n} Y_{n}+B_{n}\)	2005-01-13	Paper
Renewal theorem for a system of renewal equations	2003-09-04	Paper

Research outcomes over time

Doctoral students

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This page was built for person: Benoîte De Saporta