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hal-00954842v1  Books
Denis TalayCarl Graham. Stochastic Simulation and Monte Carlo Methods. Mathematical Foundations of Stochastic Simulation.
Springer, 68, pp.268, 2013, Stochastic Modelling and Applied Probability, 978-3-642-39363-1
hal-01429545v1  Journal articles
Julien ClaisseDenis TalayXiaolu Tan. A Pseudo-Markov Property for Controlled Diffusion Processes
SIAM Journal on Control and Optimization, 2016, 54 (2), pp.1017 - 1029. ⟨10.1137/151004252⟩
hal-00736036v2  Journal articles
Nicolas ChampagnatAmaury LambertMathieu Richard. Birth and death processes with neutral mutations
International Journal of Stochastic Analysis, 2012, 2012, Article ID 569081, 20 p. ⟨10.1155/2012/569081⟩
hal-01900609v1  Conference papers
Antoine LejayGéraldine PichotLionel Lenôtre. Diffusion processes in discontinuous media: numerical algorithms and benchmark tests
Workshop Validation approaches for multiscale porous media models., Jul 2018, Nottingham, United Kingdom