| Publication | Date of Publication | Type |
|---|
Martingales and financial mathematics in discrete time
Mathematics and Statistics Series | 2024-09-23 | Paper |
Long-time behavior and Darwinian optimality for an asymmetric size-structured branching process
Journal of Mathematical Biology | 2021-12-14 | Paper |
Optimal stopping for measure-valued piecewise deterministic Markov processes
Journal of Applied Probability | 2020-07-22 | Paper |
Change-point detection for piecewise deterministic Markov processes
Automatica | 2019-02-05 | Paper |
Statistical study of asymmetry in cell lineage data
Computational Statistics and Data Analysis | 2018-11-02 | Paper |
Partially observed optimal stopping problem for discrete-time Markov processes
4OR | 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
Automatica | 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. Application to reliability | 2016-01-13 | Paper |
Random coefficients bifurcating autoregressive processes
ESAIM: Probability and Statistics | 2015-02-17 | Paper |
Random coefficients bifurcating autoregressive processes
ESAIM: Probability and Statistics | 2015-02-17 | Paper |
Optimal stopping for partially observed piecewise-deterministic Markov processes
Stochastic Processes and their Applications | 2014-04-28 | Paper |
Parameters estimation for asymmetric bifurcating autoregressive processes with missing data
Electronic Journal of Statistics | 2013-05-28 | Paper |
Parameters estimation for asymmetric bifurcating autoregressive processes with missing data
Electronic Journal of Statistics | 2013-05-28 | Paper |
Asymmetry tests for bifurcating auto-regressive processes with missing data
Statistics & Probability Letters | 2012-08-30 | Paper |
Numerical method for impulse control of piecewise deterministic Markov processes
Automatica | 2012-08-27 | Paper |
Numerical method for expectations of piecewise deterministic Markov processes
Communications in Applied Mathematics and Computational Science | 2012-08-15 | Paper |
Numerical method for expectations of piecewise deterministic Markov processes
Communications in Applied Mathematics and Computational Science | 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
Advances in Applied Probability | 2012-04-10 | Paper |
Numerical method for optimal stopping of piecewise deterministic Markov processes
The Annals of Applied Probability | 2010-10-04 | Paper |
| Viscosity solutions to optimal portfolio allocation problems in models with random time changes and transaction costs | 2010-01-13 | Paper |
Asymptotic analysis for bifurcating autoregressive processes via a martingale approach
Electronic Journal of Probability | 2009-11-20 | Paper |
Asymptotic analysis for bifurcating autoregressive processes via a martingale approach
Electronic Journal of Probability | 2009-11-20 | Paper |
Asymptotic analysis for bifurcating autoregressive processes via a martingale approach
Electronic Journal of Probability | 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
Stochastic Processes and their Applications | 2005-12-07 | Paper |
Tail of a linear diffusion with Markov switching
The Annals of Applied Probability | 2005-04-29 | Paper |
Tail of a linear diffusion with Markov switching
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 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
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2005-02-22 | Paper |
On the multidimensional stochastic equation \(Y_{n+1}=A_{n} Y_{n}+B_{n}\)
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2005-01-13 | Paper |
Renewal theorem for a system of renewal equations
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2003-09-04 | Paper |
Renewal theorem for a system of renewal equations
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2003-09-04 | Paper |
Medical follow-up optimization: A Monte-Carlo planning strategy
(available as arXiv preprint) | N/A | Paper |
Estimating parameters of continuous-time multi-chain hidden Markov models for infectious diseases
(available as arXiv preprint) | N/A | Paper |
