Thème principal de recherche:
Calcul asymptotique lié à l'étude de certains processus stochastiques. Cette thématique regroupe l'étude des phénomènes de grandes déviations pour des processus stochastiques non-linéaires tels les diffusions autostabilisantes (attirées par leur propre loi), l'étude des diffusions perturbées par un signal périodique (mise en évidence de la résonance stochastique), des études en temps long pour des diffusions à mémoire longue, des études de propagation du chaos dans de grands systèmes de particules (solutions d'équations différentielles stochastiques) en interaction. Ces études sont en lien avec des problématiques issues de la climatologie, de la biologie et de la modélisation financière.
Articles publiés dans des revues à comité de lecture
- A singular large deviations phenomenon (avec M. Gradinaru et B. Roynette) document postscript
Annales de l’Institut Henri Poincaré 37 (2001) no.5, pp 555—580
- Phénomène de Peano et Grandes Déviations pdf
Comptes Rendus de l’Académie des Sciences 332 (2001) no.11
- Barrier crossings characterize stochastic resonance (avec P. Imkeller) pdf
Stochastics and Dynamics 2, no.3 (2002), pp 413-436
- Boundedness and convergence of some self-attracting diffusions (avec B. Roynette) pdf
Mathematische Annalen 325, no.1 (2003), pp 81-96
- Système de processus auto-stabilisants pdf
Dissertationes Mathematicae 414 (2003) 49 pages.
- Rate of convergence of some self-attracting diffusions (avec M. Scheutzow) pdf
Stochastic Processes and their Applications 111, no.1 (2004), pp 41-55.
- The exit problem for diffusions with time-periodic drift and stochastic resonance. (avec P. Imkeller) pdf
Annals of Applied Probability 15, no. 1A, (2005), pp 39—68
- Transition times and stochastic resonance for multidimensional diffusions with time periodic drift : a large deviations approach. (avec P. Imkeller et D. Peithmann). pdf
Annals of Applied Probability 16, no. 4 (2006), pp 1851—1892
- Large deviations and a Kramers’ type law for self-stabilizing diffusions (avec P. Imkeller et D. Peithmann). pdf
Annals of Applied Probability 18, no. 4 (2008), pp 1379—1423
- Non uniqueness of stationary measures for self-stabilizing diffusions (avec J. Tugaut) pdf
Stochastic Processes & Their Applications 120, no. 7 (2010), pp. 1215-1246
- From persistant random walk to the telegrapg noise (avec P. Vallois) pdf
Stochastics and Dynamics 10, no. 2 (2010), pp. 161—196
- Stationary measures for self-stabilizing diffusions : asymptotic analysis in the small noise limit (avec J. Tugaut) pdf
Elect. Journ. Probab. 15 (2010), pp. 2087-2116.
- Self-stabilizing processes : uniqueness problem for stationary measures and convergence rate in the small noise limit (avec J. Tugaut) pdf
ESAIM P&S 16 (2012), pp. 277-305.
- Hitting time for Bessel processes - Walk on moving spheres algorithm (WOMS) (avec M. Deaconu) pdf
Ann. Appl. Probab. 23 (2013), no. 6, 2259–2289.
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Persistent random walks, variable length Markov chains and piecewise deterministic Markov processes avec P. Cénac, B. Chauvin et P. Vallois pdf
Markov Process. Related Fields 19 (2013), no. 1, 1–50.
- Statistics of transitions for Markov chains with periodic forcing (with D. Landon) pdf
Stoch. Dyn. 15 (2015), no. 4, 30 pp.
- The first-passage time of the Brownian motion to a curved boundary: an algorithmic approach (with E. Tanré) pdf
SIAM Journal on Scientific Computing, 38 (2016), no. 1, A196–A215.
- Mean-field limit versus small-noise limit for some
interacting particle systems (with J. Tugaut) pdf
Communications on Stochastic Analysis, Vol. 10, No. 1 (2016) 39-55
- The walk on moving spheres: A new tool for simulating Brownian motion's exit time from a domain (with M. Deaconu and S. Maire) pdf
Mathematics and Computers in Simulation, Vol. 135 (2017), pp. 28--38.
- Simulation of hitting times for Bessel processes with non integer dimension (with M. Deaconu) pdf
Bernoulli, Vol. 23, no.4B (2017) pp.3744-3771.
- Initial-Boundary Value Problem for the heat equation - A stochastic algorithm (with M. Deaconu) pdf
Ann. Appl. Probab. 28 (2018), no. 3, 1943–1976.
- Exact simulation of the first-passage time of
diffusions (with C. Zucca) pdf
J. Sci. Comput. 79 (2019), no. 3, 1477–1504.
- Exact simulation of first exit times for one-dimensional
diffusion processes (with C. Zucca) pdf
ESAIM Math. Model. Numer. Anal 54 (2020), no.3, 811--844
- Exit problem for Ornstein-Uhlenbeck processes:
a random walk approach. (with N. Massin) pdf
Discrete Contin. Dyn. Syst. Ser. B 25 (2020), no. 8, 3199–3215
- Approximation of exit times for one-dimensional linear diffusion processes (with N. Massin) pdf
Comput. Math. Appl. 80 (2020), no. 6, 1668--1682
- Exact simulation of diffusion first exit times: algorithm
acceleration (with C. Zucca)
J. Mach. Learn. Res. 23 (2022), 1--19
- Strong approximation of Bessel processes (with M. Deaconu) pdf
Methodol. Comput. Appl. Probab. 25 (2023), no.1, Paper No. 11, 24 pp.
- Exact simulation of the first passage time through a given level for jump diffusions (with N. Massin) pdf
Math. Comput. Simulation 203 (2023), 55--576.
- Strong approximation of particular one-dimensional diffusions (with M. Deaconu) pdf
Discrete Contin. Dyn. Syst. Ser. B 29 (2024), no. 4, pp. 1990-2017.
Autres articles
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Stochastic resonance : non-robust and robust tuning notions (avec P. Imkeller et I. Pavlyukevich) pdf
Probabilistic Problems in Atmospheric and Water Sciences Banach Center Publ.
- Two Mathematical Approaches to Stochastic Resonance (avec P. Imkeller et I. Pavlyukevich) pdf
Closing volume of the German national research program on interacting stochastic systems of high complexity Springer.
- Stochastic Resonance (avec P. Imkeller) pdf
Encyclopedia of Mathematical Physics, eds. J.-P. Françoise, G.L. Naber and Tsou S.T. Oxford : Elsevier, 2006.
Livre
- Stochastic Resonance: A Mathematical Approach in the Small Noise Limit (avec D. Peithmann, P. Imkeller, I. Pavlyukevich)
page dédiée
AMS, 2014, 189 pp., Hardcover, ISBN-10: 1-4704-1049-4, ISBN-13: 978-1-4704-1049-0
Mémoires
- Mémoire de doctorat (juin 2001) Etude de processus de diffusion document pdf
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Mémoire d’habilitation (novembre 2009) Calcul asymptotique lié à l’étude de certains processus stochastiques document pdf