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Effective branching splitting method under cost contraint
This paper deals with the splitting method first introduced in rare event analysis. In this technique, the sample paths are split into R multiple copies at various... -
A Two-Step branching splitting model under cost constraint for rare event ana...
This paper deals with the splitting method first introduced in rare event analysis. In this technique, the sample paths are split into R multiple copies at various... -
Rare event simulation
This paper deals with estimations of probabilities of rare events using fast simulation based on the splitting method. In this technique, the sample paths are split... -
On Algebraic Approach for MSD Parametric Estimation
This article address the identification problem of the natural frequency and the damping ratio of a second order continuous system where the input is a sinusoidal signal. An... -
Optimization of the collocation inversion method for the linear viscoelastic ...
International audience -
New formulas around Laplace transforms of quadratic forms for general Gaussia...
Various methods to derive new formulas for the Laplace transforms of some quadratic forms of Gaussian sequences are discussed. In the general setting, an approach... -
Structural Laplace Transform and Compound Autoregressive Models
International audience -
Distributed approximation of open-channel flow routing accounting for backwat...
[Departement_IRSTEA]RE [TR1_IRSTEA]GES / TRANSCAN -
LINEAR APPROXIMATION OF OPEN-CHANNEL FLOW ROUTING WITH BACKWATER EFFECT
International audience -
Bessel bridges decomposition with varying dimension. Applications to finance.
International audience -
Beat phenomenon at the arrival of a guided mode in a semi-infinite acoustic duct
International audience -
Call option on the maximum of the interest rate in the one factor affine model.
We determine an explicit formula for the Laplace transform of the price of an option on a maximal interest rate when the instantaneous rate satisfies... -
Exponential transform of quadratic functional and multiplicative ergodicity o...
International audience -
Numerical modeling by finite element of an aeroacoustics problem in transient...
The work of this thesis is about the numerical modeling and simulation of the propagation of acoustic waves in the presence of a flow. The model used for these studies... -
Lower estimates near the origin for functional calculus on operator semigroups
International audience -
Dichotomy results for norm estimates in operator semigroups
The results in this survey indicate that the quantitative behaviour of the semigroup at the origin provides additional qualitative information, such as uniform... -
A sharp Abelian theorem for the Laplace transform
To appear in M. Hallin, D. Mason, D. Pfeifer, and J. Steinebach Eds, Mathematical Statistics and Limit Theorems: Festschrift in Honor of Paul Deheuvels. Springer, 20 pages
