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====== Publications ====== | ====== Publications ====== |
===== Books ===== | ===== Books ===== |
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| [L7] // Stochastic Partial Differential Equations. An Introduction.// SpringerBriefs in Mathematics, Springer 2021. |
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[L6] {{ :pm_root.pdf |Probabilistic models of population evolution. Scaling limits and interactions}}. Springer, 2016. | [L6] {{ :pm_root.pdf |Probabilistic models of population evolution. Scaling limits and interactions}}. Springer, 2016. |
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[L4] Markov processes and applications. Algorithms, networks, genome and finance. Translated and revised from the 2007 French edition. Wiley Series in Probability and Statistics. John Wiley & Sons, Ltd., Chichester; Dunod, Paris, 2008. | [L4] Markov processes and applications. Algorithms, networks, genome and finance. Translated and revised from the 2007 French edition. Wiley Series in Probability and Statistics. John Wiley & Sons, Ltd., Chichester; Dunod, Paris, 2008. |
| A Chinese translation has appeared in 2019. |
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[L3] Processus de Markov et applications. Algorithmes, réseaux, génome et finance, Dunod, Paris, 2007. | [L3] Processus de Markov et applications. Algorithmes, réseaux, génome et finance, Dunod, Paris, 2007. |
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===== Articles ===== | ===== Articles ===== |
[146] {{ :en:epidemic-general-submission.pdf |Functional limit theorems for non-Markovian epidemic models}} (with G. Pang), submitted. | |
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[145] {{ ::drame-pardoux_tims.pdf |Approximation of the height process of a continuous state branching process with interaction}} (with I. Dramé), submitted. | [166] {{ :en:ak-ep_nomouv_bded_arxiv.pdf |Spatial SIR epidemic model with varying infectivity without movement of individuals}}, with A. Kanga, //Pure and Applied Funct. Analysis//, to appear. |
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| [165] {{ :en:crisanpardoux_arxiv.pdf |Uniqueness of the solution of the filtering equations in spaces of measures}}, with D. Crisan, arXiv:2411.11125. |
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| [164] {{ :en:spde_pangpardoux_arxiv.pdf |SPDE for stochastic SIR epidemic models with infection-age dependent infectivity}}, with G. Pang, arXiv2410.17200. |
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| [163] {{ :en:clt_dim1_revised.pdf |A SIR epidemic model on a refining spatial grid II-central limit theorem}}, with T. Gallouët and T. Yeo, //Stoch. PDE : Anal. Comp.// **13**, 1, pp. 146-179, 2025. |
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| [162] {{ :en:mathematics-12-02826.pdf |Epidemic models with varying infectivity on a refining spatial grid. I. The SI model}}, with A. Mougabe-Peurkor and T. Yeo, //Mathematics// **12**, 2024. |
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| [161] {{ :fr:clt_vuong.pdf |Central limit theorem for a spatial stochastic epidemic model with mean field interaction}}, with M. Hauray and Y. Vuong, arXiv:2212.02149 . |
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| [160] {{ :fr:2304.05211.pdf |Spatially dense stochastic epidemic models with infection-age dependent infectivity}}, with G. Pang, arXiv:2304.05211. |
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| [159] {{ :en:article_temps_d_extinction_ruma.pdf |Extinction time of an epidemic with infection age dependent infectivity}}, with A. Mougabe-Peurkor, I. Drame and M. N'zi, //Revista de la Union Matematica Argentina// **67**, pp. 417-443, 2024. |
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| [158] {{ :en:pafav9n3p863-published.pdf |PDE model for multi-patch epidemic models with migration and infection-age dependent infectivity}}, with G. Pang, //Pure and Applied Funct. Analysis// **9**, 3, pp.863-897, 2024. |
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| [157] {{ :en:epidemic_vvis-revised-update9.pdf |Stochastic epidemic models with varying infectivity and waning immunity}}, with R. Forien, G. Pang and A.B. Zotsa Ngoufack, //Annals of Applied Probability//, to appear. |
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| [156] {{ :en:puqr2022019-forien.pdf |Multi-patch multi-group epidemic model with varying infectivity}}, with R. Forien and G. Pang, // Probab. Uncertain. Quant. Risk// **7**, 4, pp. 333-364, 2022. |
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| [155] {{ :en:corrected_poc_spatial_epidemic_model.pdf |Conditional propagation of chaos in a spatial stochastic epidemic model with common noise}}, with M.Hauray and Y.V. Vuong, |
| //Stochastic and Partial Differential Equations// **10**, 3, pp. 1180-1210, 2022 |
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| [154] {{ :en:auretmauro.pdf |Metastability between the clicks of the Müller ratchet}}, with M. Mariani and A. Velleret, // Probab. Theory Related Fields //, to appear. |
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| [153] {{ :en:survey_forien-pang-pardoux2021.pdf |Recent advances in epidemic modeling : non Markov stochastic models and their scaling limits}}, with R. Forien and G. Pang, //Graduate J. Math.// **7**, 19--75, 2022. |
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| [152] {{ :en:fllnandpdes_amo_published.pdf |Functional law of large numbers and PDEs for epidemic models with infection-age dependent infectivity}}, with G. Pang, //Applied Math. & Optimization// **87**, 2023. |
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| [151] {{ :en:fclt-varying_infectivity_revision5.pdf |Functional central limit theorems for epidemic models with varying infectivity}}, with G. Pang, //Stochastics// **95**, 819--866, 2023. |
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| [150] {{ :fr:bep.pdf |A Spatial Stochastic Epidemic Model: Law of Large Numbers and Central Limit Theorem}}, with S. Bowong and A. Emakoua, //Stoch. PDE : Anal. Comp.// **11**, pp. 31-105, 2023. |
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| [149] {{ :en:rsos.202327.pdf |Estimating the state of the Covid-19 epidemic in France using a non-Markovian model}}, with R. Forien and G. Pang, // R. Soc. Open Sci.// **8**:202327, 2021. |
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| [148] {{ :en:varying_infectivity-siam-final.pdf |Epidemic models with varying infectivity}}, with R. Forien and G. Pang, //SIAM J. Applied Math.//, **81**, pp. 1893-1930, 2021. |
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| [147] {{ :en:multipatch_arxiv_may21.pdf |Multi-patch epidemic models with general infectious periods}}, with G. Pang, //ESAIM P & S// **27**, pp. 345-401, 2023. |
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| [146] {{ :en:funct_limit_theorem_gp-ep_arxiv.pdf |Functional limit theorems for non-Markovian epidemic models}}, with G. Pang, //Annals of Applied Probability// **32** pp. 1615-1665, 2022. |
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| [145] {{ :drame-pardoux_tims_final.pdf |Approximation of the height process of a continuous state branching process with interaction}}, with I. Dramé, //Theor. Probability and Math. Statist.// **103**, pp. 3-39, 2020. |
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[144] {{ ::hairer_pardoux_homoclt.pdf |Fluctuations around a homogenized semilinear random PDE}} (with M. Hairer), submitted. | [144] {{ :en:hairer-pardoux2021_article_fluctuationsaroundahomogenised.pdf |Fluctuations around a homogenized semilinear random PDE}}, with M. Hairer, //Archive for Rational Mechanics and Analysis// ** 239**, pp. 151-217, 2021. |
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[143] {{ :en:householdsde_paper.pdf |Household epidemic models and McKean-Vlasov Poisson driven SDEs}} (with R. Forien), submitted. | [143] {{ :en:householdsde_paper.pdf |Household epidemic models and McKean-Vlasov Poisson driven SDEs}}, with R. Forien, //Annals of Applied Probability// **32**, pp. 1210-1233, 2022. |
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[142] {{ :en:ejp_moddev_published.pdf |Moderate Deviations and Extinction of an Epidemic}}, //Electron. J. Probab.// **25**, paper no. 25, 1-27, 2020. | [142] {{ :en:ejp_moddev_published.pdf |Moderate Deviations and Extinction of an Epidemic}}, //Electron. J. Probab.// **25**, paper no. 25, 1-27, 2020. |
[141] {{ :en:epardoux_cimom18_revised.pdf |Deviations from the law of large numbers, and extinction of an endemic disease}}, in //Mathematical modeling of random and deterministic phenomena//, Manou--Abi, S.M., Dabo--Niang, S., Salone, J.J. eds., pp. 3--30, ISTE and Wiley, 2020. | [141] {{ :en:epardoux_cimom18_revised.pdf |Deviations from the law of large numbers, and extinction of an endemic disease}}, in //Mathematical modeling of random and deterministic phenomena//, Manou--Abi, S.M., Dabo--Niang, S., Salone, J.J. eds., pp. 3--30, ISTE and Wiley, 2020. |
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[140] {{ ::zl-ep-aw-final.pdf |The height process of a continuous state branching process with interaction}} (with Z. Li and A. Wakolbinger), submitted. | [140] {{ :en:li2022_article_theheightprocessofacontinuous-.pdf |The height process of a continuous state branching process with interaction}}, with Z. Li and A. Wakolbinger, // J Theor Probab // **35**, pp. 142--185, 2022. |
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[139] {{ ::aihp1807-002ra0.pdf |Extinction time and the total mass of the continuous state branching processes with competition}} (with Vi Le), //Stochastics//, to appear. | [139] {{ ::aihp1807-002ra0.pdf |Extinction time and the total mass of the continuous state branching processes with competition}}, with Vi Le, //Stochastics// **92**, pp. 852-875, 2020. |
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[138] {{ ::modesteetiennetenanlln.pdf |A SIR model on a refining spatial grid I - Law of Large Numbers}} (with Modeste N'zi and Ténan Yeo), //Applied Math. & Optimization//, to appear. | [138] {{ :en:nzi2021_article_asirmodelonarefiningspatialgri.pdf |A SIR model on a refining spatial grid I - Law of Large Numbers}}, with Modeste N'zi and Ténan Yeo, //Applied Math. & Optimization// **83**, pp. 1153-1189, 2021. |
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[137] {{ :en:rootparti.pdf |Stochastic epidemics in a homogeneous community}} (with Tom Britton), Part I of //Stochastic Epidemic Models with Inference//, T. Britton and E. Pardoux eds., Lecture Notes in Math. **2255**, pp. 1--120, Springer 2019. | [137] {{ :en:rootparti.pdf |Stochastic epidemics in a homogeneous community}}, with Tom Britton, Part I of //Stochastic Epidemic Models with Inference//, T. Britton and E. Pardoux eds., Lecture Notes in Math. **2255**, pp. 1--120, Springer 2019. |
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[136] {{ :exitproblem-aug2018.pdf |Large deviation of the exit measure through a characteristic boundary for a Poisson driven SDE}} (with Brice Samegni-Kepgnou), //ESAIM P & S//, to appear. | [136] {{ :articleesaim-ps_2020.pdf |Large deviation of the exit measure through a characteristic boundary for a Poisson driven SDE}}, with Brice Samegni-Kepgnou, //ESAIM P & S// **24**, pp. 148-185, 2020. |
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[135] {{ :id-ep_ecpparu.pdf |Approximation of a generalized CSBP with interaction}} (with Ibrahima Dramé), //Electron. Commun. Probab.//, **23** , 73, 1-14, 2018. | [135] {{ :id-ep_ecpparu.pdf |Approximation of a generalized CSBP with interaction}}, with Ibrahima Dramé, //Electron. Commun. Probab.//, **23** , 73, 1-14, 2018. |
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[134] {{ :ldp_reflected_april18.pdf |Large Deviation Principle for Reflected Poisson driven SDEs in Epidemic Models}} (with Brice Samegni-Kepgnou), //Stochastic Analysis and Applications// **37**, pp. 836-864, 2019. | [134] {{ :ldp_reflected_april18.pdf |Large Deviation Principle for Reflected Poisson driven SDEs in Epidemic Models}}, with Brice Samegni-Kepgnou, //Stochastic Analysis and Applications// **37**, pp. 836-864, 2019. |
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[133] {{ :sjl_revised-2018.pdf |Small jumps asymptotic of the moving optimum Poissonian SDE}} (with Elma Nassar), //Stochastic Processes and Applications// **129**, pp. 2320-2340, 2019. | [133] {{ :sjl_revised-2018.pdf |Small jumps asymptotic of the moving optimum Poissonian SDE}}, with Elma Nassar, //Stochastic Processes and Applications// **129**, pp. 2320-2340, 2019. |
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[132] {{ :kopp2018_jmb.pdf |Phenotypic lag and population extinction in the moving-optimum model: insights from a small-jumps limit}} (with Michael Kopp and Elma Nassar), //J. Math. Biol.//, **77**, pp. 1431-1458, 2018. | [132] {{ :kopp2018_jmb.pdf |Phenotypic lag and population extinction in the moving-optimum model: insights from a small-jumps limit}}, with Michael Kopp and Elma Nassar, //J. Math. Biol.//, **77**, pp. 1431-1458, 2018. |
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[131] {{ :large_deviations_2016.pdf |Large deviations for infectious diseases models}}, (with Peter Kratz), //Séminaire de Probabilités// **XLIX**, C. Donati-Martin, A. Lejay, A. Rouault eds., //Lecture Notes in Math.// **2215**, pp. 221-327, 2018. | [131] {{ :large_deviations_2016.pdf |Large deviations for infectious diseases models}}, with Peter Kratz, //Séminaire de Probabilités// **XLIX**, C. Donati-Martin, A. Lejay, A. Rouault eds., //Lecture Notes in Math.// **2215**, pp. 221-327, 2018. |
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[130] {{ :nonlinearfilteringdegennoise.pdf |Nonlinear filtering with degenerate noise}} (with David Jaurès Fotsa-Mbogne), //Electron. Commun. Probab.// **22** , Paper No. 44, 14 pp., 2017 | [130] {{ :nonlinearfilteringdegennoise.pdf |Nonlinear filtering with degenerate noise}}, with David Jaurès Fotsa-Mbogne, //Electron. Commun. Probab.// **22** , Paper No. 44, 14 pp., 2017 |
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[129] {{ :sam-pard-jap.pdf |Large Deviation principle for Epidemic Models}}, (with Brice Samegni-Kepgnou), //Journal Appli. Prob.//**54**, 905-920, 2017. | [129] {{ :sam-pard-jap.pdf |Large Deviation principle for Epidemic Models}}, with Brice Samegni-Kepgnou, //Journal Appli. Prob.//**54**, 905-920, 2017. |
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[128] {{ :continuity_fk_janvier2016.pdf |Continuity of the Feynman-Kac formula for a generalized parabolic equation}}, (with A. Rascanu), //Stochastics//, **89** ,726-752, 2017. | [128] {{ :continuity_fk_janvier2016.pdf |Continuity of the Feynman-Kac formula for a generalized parabolic equation}}, with A. Rascanu, //Stochastics//, **89** ,726-752, 2017. |
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[127] {{ :articlejap_revised2.pdf |On the long time behavior of the solution of an SDE driven by a Poisson Point Process}}, (with E. Nassar), //Adv. in Appl. Probab.// **49**, 344-367, 2017. | [127] {{ :articlejap_revised2.pdf |On the long time behavior of the solution of an SDE driven by a Poisson Point Process}}, with E. Nassar, //Adv. in Appl. Probab.// **49**, 344-367, 2017. |
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[126] {{ :khalifa_et_al.pdf |TMEM187-IRAK1 Polymorphisms Associated with Rheumatoid Arthritis Susceptibility in Tunisian and French Female Populations: Influence of Geographic Origin}}, (with O. Khalifa, N. Balandrauid, N. Lambert, I. Auger, J. Roudier, A. Sénéchal, D. Geneviêve, C. Picard, G. Lefranc, I. Touitou, B. M'Madi Mrenda, C. Benedito, A.-L. Gagez, Y.-M. Pers, C. Jorgensen, T. Mahjoub et F. Apparailly)), //Journal of Immunology Research//, **2017**, Article ID 4915950, 12 pages, 2017. | [126] {{ :khalifa_et_al.pdf |TMEM187-IRAK1 Polymorphisms Associated with Rheumatoid Arthritis Susceptibility in Tunisian and French Female Populations: Influence of Geographic Origin}}, with O. Khalifa, N. Balandrauid, N. Lambert, I. Auger, J. Roudier, A. Sénéchal, D. Geneviêve, C. Picard, G. Lefranc, I. Touitou, B. M'Madi Mrenda, C. Benedito, A.-L. Gagez, Y.-M. Pers, C. Jorgensen, T. Mahjoub et F. Apparailly, //Journal of Immunology Research//, **2017**, Article ID 4915950, 12 pages, 2017. |
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[125] {{ :dramepardouxsow.pdf |Non-binary branching process and non-Markovian exploration process}}, (with I. Dramé and A.B. Sow), //ESAIM P & S// , **21**, 1-33, 2017 | [125] {{ :dramepardouxsow.pdf |Non-binary branching process and non-Markovian exploration process}}, with I. Dramé and A.B. Sow, //ESAIM P & S// , **21**, 1-33, 2017 |
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[124] {{ :bahlalielouaflinpardouxspa17.pdf |Averaging for SDE-BSDE with null recurrent fast component Application to homogenization in a non periodic media}} (with Khaled Bahlali and A. Elouaflin), //Stochastic Processes and Applications//, **127**, 1321-1353, 2017. | [124] {{ :bahlalielouaflinpardouxspa17.pdf |Averaging for SDE-BSDE with null recurrent fast component Application to homogenization in a non periodic media}}, with Khaled Bahlali and A. Elouaflin, //Stochastic Processes and Applications//, **127**, 1321-1353, 2017. |
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[123] {{ :bmpr.pdf |Stochastic variational inequalities on non-convex domains}} (with R. Buckdahn, L. Maticiuc and A. Rascanu), //J. Differential Equations//, **259**, 7332-7374, 2015. | [123] {{ :bmpr.pdf |Stochastic variational inequalities on non-convex domains}}, with R. Buckdahn, L. Maticiuc and A. Rascanu, //J. Differential Equations//, **259**, 7332-7374, 2015. |
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[122] {{ :dpp.pdf |A mixing tree-valued process arising under neutral evolution with recombination}}, with A. Depperschmidt, P. Pfaffelhuber, //Electron. J. Probab.//, **20** no. 94, 1-22, 2015. | [122] {{ :dpp.pdf |A mixing tree-valued process arising under neutral evolution with recombination}}, with A. Depperschmidt, P. Pfaffelhuber, //Electron. J. Probab.//, **20** no. 94, 1-22, 2015. |
[119] {{ :le_pardouxesaim-ps.pdf |Height and the total mass of the forest of genealogical trees of a large population with general competition}}, with Vi Le, //ESAIM : Probability and Statistics//, **19**, 172-193, 2015. | [119] {{ :le_pardouxesaim-ps.pdf |Height and the total mass of the forest of genealogical trees of a large population with general competition}}, with Vi Le, //ESAIM : Probability and Statistics//, **19**, 172-193, 2015. |
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[118] {{ :aihp621.pdf |Branching processes with competition and generalized Ray Knight Theorem}}, avec M. Ba, //Annales de l'Institut Henri Poincaré - Probabilités et Statistiques// **51**, 1290-1313, 2015. | [118] {{ :aihp621.pdf |Branching processes with competition and generalized Ray Knight Theorem}}, with M. Ba, //Annales de l'Institut Henri Poincaré - Probabilités et Statistiques// **51**, 1290-1313, 2015. |
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[117] {{ :bbah_epardoux.pdf |Lambda-lookdown model with selection}}, with B. Bah, //Stochastic Processes and Applications//, **125**, 1089-1126, 2015. | [117] {{ :bbah_epardoux.pdf |Lambda-lookdown model with selection}}, with B. Bah, //Stochastic Processes and Applications//, **125**, 1089-1126, 2015. |
[115] {{ :invmeasureselectiondec2013-final.pdf |Invariant measure selection by noise. An example}}, with J. Mattingly, //Discrete Contin. Dyn. Syst.// **34**, no. 10, 4223-4257, 2014. | [115] {{ :invmeasureselectiondec2013-final.pdf |Invariant measure selection by noise. An example}}, with J. Mattingly, //Discrete Contin. Dyn. Syst.// **34**, no. 10, 4223-4257, 2014. |
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[114] {{ :hla-dr_genotypes.pdf |HLA-DRB1 genotypes and the risk of developing anti citrullinated protein antibody (ACPA) positive rheumatoid arthritis}} (with Nathalie Balandraud, Christophe Picard, Denis Reviron, Cyril Landais, Eric Toussirot, Nathalie Lambert, Emmanuel Telle, Caroline Charpin, Daniel Wendling, Isabelle Auger, Jean Roudier), //PLOS ONE// **8**, N 5, May 201 | [114] {{ :hla-dr_genotypes.pdf |HLA-DRB1 genotypes and the risk of developing anti citrullinated protein antibody (ACPA) positive rheumatoid arthritis}}, with Nathalie Balandraud, Christophe Picard, Denis Reviron, Cyril Landais, Eric Toussirot, Nathalie Lambert, Emmanuel Telle, Caroline Charpin, Daniel Wendling, Isabelle Auger, Jean Roudier, //PLOS ONE// **8**, N 5, May 201 |
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[113] {{ :hapapi-publie.pdf |Random homogenisation of a highly oscillatory singular potential}}, with M. Hairer and A. Piatnitski, //Stoch. PDE : Anal. Comp.// **1**, 571-605, 2013. | [113] {{ :hapapi-publie.pdf |Random homogenisation of a highly oscillatory singular potential}}, with M. Hairer and A. Piatnitski, //Stoch. PDE : Anal. Comp.// **1**, 571-605, 2013. |
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[112] {{ :spa2406.pdf |Muller's ratchet clicks in finite time}}. (with Julien Audiffren), //Stochastic Processes and Applications// **123**, 2370 - 2397, 2013. . | [112] {{ :spa2406.pdf |Muller's ratchet clicks in finite time}}, with Julien Audiffren, //Stochastic Processes and Applications// **123**, 2370 - 2397, 2013. . |
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[111] {{ :lpwpublished.pdf |Trees under attack: a Ray-Knight representation of Feller's branching diffusion with logistic growth}} (with V. Le, A. Wakolbinger), //Probab. Theory Relat. Fields// **155**, 583-619, 2013. | [111] {{ :lpwpublished.pdf |Trees under attack: a Ray-Knight representation of Feller's branching diffusion with logistic growth}}, with V. Le, A. Wakolbinger, //Probab. Theory Relat. Fields// **155**, 583-619, 2013. |
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[110] {{ :festschriftdn.pdf |The effect of competition on the height and length of the forest of genealogical trees of a large population}}. (with Mamadou Ba), in //Malliavin Calculus and Related Topics, a Festschrift in Honor of David Nualart//, F. Viens, J. Feng, Y. Hu, E. Nualart Eds., Springer Proceedings in Mathematics and Statistics **34**, 445-467, 2012. | [110] {{ :festschriftdn.pdf |The effect of competition on the height and length of the forest of genealogical trees of a large population}}, with Mamadou Ba, in //Malliavin Calculus and Related Topics, a Festschrift in Honor of David Nualart//, F. Viens, J. Feng, Y. Hu, E. Nualart Eds., Springer Proceedings in Mathematics and Statistics **34**, 445-467, 2012. |
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[109] {{ :bb_ep_bs_springer.pdf |A look-down model with selection}}. (with B. Bah, A. B. Sow), in //Stochastic Analysis and Related Topics//, Laurent Decreusefond et Jamal Najim Ed, Springer Proceedings in Mathematics and Statistics Vol **22**, 1-28, 2012. | [109] {{ :bb_ep_bs_springer.pdf |A look-down model with selection}}, with B. Bah, A. B. Sow, in //Stochastic Analysis and Related Topics//, Laurent Decreusefond et Jamal Najim Ed, Springer Proceedings in Mathematics and Statistics Vol **22**, 1-28, 2012. |
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[108] {{ :aop650.pdf |Homogenization of a singular random on dimensional parabolic PDE with time varying coefficients}} (with Piatnitski, Andrey), //Annals of Probab.// **40**, pp. 1316-1356, 2012. | [108] {{ :aop650.pdf |Homogenization of a singular random on dimensional parabolic PDE with time varying coefficients}}, with Piatnitski, Andrey, //Annals of Probab.// **40**, pp. 1316-1356, 2012. |
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[107] {{ :appublished.pdf |Binary trees, exploration processes, and an extended Ray-Knight Theorem}} (with Ba, Mamadou et Sow, Ahmadou, Bamba), //Journal of Applied Probability// **49**, 210-225, 2012. | [107] {{ :appublished.pdf |Binary trees, exploration processes, and an extended Ray-Knight Theorem}}, with Ba, Mamadou and Sow, Ahmadou, Bamba, //Journal of Applied Probability// **49**, 210-225, 2012. |
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[106] {{ :pw_ecp.pdf |From Brownian motion with a local time drift to Feller's branching diffusion with logistic growth}} (with A. Wakolbinger), //Electronic. Comm. Probab.// **16**, 720-731, 2011. | [106] {{ :pw_ecp.pdf |From Brownian motion with a local time drift to Feller's branching diffusion with logistic growth}}, with A. Wakolbinger, //Electronic. Comm. Probab.// **16**, 720-731, 2011. |
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[105] {{ :epabs-sd.pdf |Homogenization of a periodic degenerate semilinear elliptic PDE}} (avec A. B. Sow), //Stochastics and Dynamics// **11**, 475-493, 2011. | [105] {{ :epabs-sd.pdf |Homogenization of a periodic degenerate semilinear elliptic PDE}}, with A. B. Sow, //Stochastics and Dynamics// **11**, 475-493, 2011. |
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[104] {{ :jcomputbiol.pdf |Compound Poisson approximation and testing for gene clusters with multigene families}} (with S. Grusea, O. Chabrol, P. Pontarotti), //J. Comput. Biol.// **18** , 579-594, 2011. | [104] {{ :jcomputbiol.pdf |Compound Poisson approximation and testing for gene clusters with multigene families}}, with S. Grusea, O. Chabrol, P. Pontarotti, //J. Comput. Biol.// **18** , 579-594, 2011. |
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[103] {{ :pardoux-wakolbinger-survey.pdf |From exploration paths to mass excursions - variations on a theme of Ray and Knight}}.(with Wakolbinger, Anton), in //Surveys in Stochastic Processes//, Proc. 33rd SPA Conf. Berlin, 2009, J. Blath, P. Imkeller, S. Roelly eds. EMS Series of Congress reports, 87-106, 2011. | [103] {{ :pardoux-wakolbinger-survey.pdf |From exploration paths to mass excursions - variations on a theme of Ray and Knight}}, with Wakolbinger, Anton, in //Surveys in Stochastic Processes//, Proc. 33rd SPA Conf. Berlin, 2009, J. Blath, P. Imkeller, S. Roelly eds. EMS Series of Congress reports, 87-106, 2011. |
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[102] {{ :amp-ejp.pdf |Survival of a single mutant in one dimension}} (with Andjel, Enrique; Miller, Judith), //Electronic J. Probab// **15**, 2010. | [102] {{ :amp-ejp.pdf |Survival of a single mutant in one dimension}}, with Andjel, Enrique and Miller, Judith, //Electronic J. Probab// **15**, 2010. |
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[101] {{ :article-101-.pdf |A weak convergence theorem for particle motion in a stochastic field}} (with Elskens, Yves), Annals of Applied Probab., 20, 2022-2039, 2010. | [101] {{ :article-101-.pdf |A weak convergence theorem for particle motion in a stochastic field}}, with Elskens, Yves, Annals of Applied Probab., 20, 2022-2039, 2010. |
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[100] {{ :argrevision3.pdf |Evolution of the ancestral recombination graph along the genome in case of a selective sweep}}. (with Léocard, Stéphanie) //J. Math. Biology// **61**, 819-841, 2010. | [100] {{ :argrevision3.pdf |Evolution of the ancestral recombination graph along the genome in case of a selective sweep}}, with Léocard, Stéphanie, //J. Math. Biology// **61**, 819-841, 2010. |
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[99] {{ :viscositysolt.pdf |Viscosity solutions for systems of parabolic variational inequalities}} (with Maticiuc, Luciani; Rascanu, Aurel; Zalinescu, Adrian), //Bernoulli// **16**, 258-273, 2010. | [99] {{ :viscositysolt.pdf |Viscosity solutions for systems of parabolic variational inequalities}}, with Maticiuc, Luciani; Rascanu, Aurel; Zalinescu, Adrian, //Bernoulli// **16**, 258-273, 2010. |
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[35] {{ :euclid.aop.1176990638.pdf |Stochastic Volterra equations with anticipating coefficients}} (with Protter, Philip), //Ann. Probab.// **18**, no. 4, 1635-1655, 1990. | [35] {{ :euclid.aop.1176990638.pdf |Stochastic Volterra equations with anticipating coefficients}}, with Protter, Philip, //Ann. Probab.// **18**, no. 4, 1635-1655, 1990. |
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[34] Differential calculus and integration by parts on Poisson space (avec Carlen, Eric A.), in //Stochastics, algebra and analysis in classical and quantum dynamics// (Marseille, 1988), 63-73, Math. Appl., **59**, Kluwer Acad. Publ., Dordrecht, 1990. | [34] Differential calculus and integration by parts on Poisson space (avec Carlen, Eric A.), in //Stochastics, algebra and analysis in classical and quantum dynamics// (Marseille, 1988), 63-73, Math. Appl., **59**, Kluwer Acad. Publ., Dordrecht, 1990. |
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[33] {{ :papeng1.pdf |Adapted solution of a backward stochastic differential equation}} (with Peng, S. G.), //Systems Control Lett.// **14**, no. 1, 55-61, 1990. | [33] {{ :papeng1.pdf |Adapted solution of a backward stochastic differential equation}}, with Peng, S. G., //Systems Control Lett.// **14**, no. 1, 55-61, 1990. |
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[32] A Lie algebraic criterion for nonexistence of finite-dimensionally computable filters (with Ocone, Daniel), in //Stochastic partial differential equations and applications// II (Trento, 1988), 197-204, Lecture Notes in Math. **1390**, Springer, Berlin, 1989. | [32] A Lie algebraic criterion for nonexistence of finite-dimensionally computable filters, with Ocone, Daniel, in //Stochastic partial differential equations and applications// II (Trento, 1988), 197-204, Lecture Notes in Math. **1390**, Springer, Berlin, 1989. |
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[31] Piecewise monotone filtering with small obervation noise (with Fleming, W. H.), in //SIAM J. Control Optim.// **27**, no. 5, 1156-1181, 1989. | [31] Piecewise monotone filtering with small obervation noise, with Fleming, W. H., in //SIAM J. Control Optim.// **27**, no. 5, 1156-1181, 1989. |
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[30] {{ :do-ep_30_.pdf |Linear stochastic differential equations with boundary conditions}} (with Ocone, Daniel), //Probab. Theory Related Fields// **82**, no. 4, 489-526, 1989. | [30] {{ :do-ep_30_.pdf |Linear stochastic differential equations with boundary conditions}}, with Ocone, Daniel, //Probab. Theory Related Fields// **82**, no. 4, 489-526, 1989. |
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[29] {{ :hausspard.pdf |Stochastic variational inequalities of parabolic type}} (with Haussmann, U. G.), //Appl. Math. Optim.// **20**, no. 2, 163-192, 1989. | [29] {{ :hausspard.pdf |Stochastic variational inequalities of parabolic type}}, with Haussmann, U. G., //Appl. Math. Optim.// **20**, no. 2, 163-192, 1989. |
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[28] A generalized Itô-Ventzell formula. Application to a class of anticipating stochastic differential equations (with Ocone, Daniel), //Ann. Inst. H. Poincaré Probab. Statist// **25**, no. 1, 39-71, 1989. | [28] A generalized Itô-Ventzell formula. Application to a class of anticipating stochastic differential equations, with Ocone, Daniel, //Ann. Inst. H. Poincaré Probab. Statist// **25**, no. 1, 39-71, 1989. |
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[27] {{ :scwai.pdf |Stochastic calculus with anticipating integrands}} (with Nualart, D.), //Probab. Theory Related Fields// **78**, no. 4, 535-581, 1988. | [27] {{ :scwai.pdf |Stochastic calculus with anticipating integrands}}, with Nualart, D., //Probab. Theory Related Fields// **78**, no. 4, 535-581, 1988. |
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[26] Lyapunov exponent and rotation number of two-dimensional linear stochastic systems with small diffusion (with Wihstutz, V.), //SIAM J. Appl. Math.// **48**, no. 2, 442-457, 1988. | [26] Lyapunov exponent and rotation number of two-dimensional linear stochastic systems with small diffusion, with Wihstutz, V., //SIAM J. Appl. Math.// **48**, no. 2, 442-457, 1988. |
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[25] {{ :uh-ep_25_.pdf |A conditionally almost linear filtering problem with non-Gaussian initial condition}} (with Haussmann, U. G.), //Stochastics// **23**, no. 2, 241-275, 1988. | [25] {{ :uh-ep_25_.pdf |A conditionally almost linear filtering problem with non-Gaussian initial condition}}, with Haussmann, U. G., //Stochastics// **23**, no. 2, 241-275, 1988. |
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[24] {{ :rb-ep_24_.pdf |Uniqueness for diffusions with piecewise constant coefficients}} (with Bass, R. F.), //Probab. Theory Related Fields// **76**, no. 4, 557-572, 1987. | [24] {{ :rb-ep_24_.pdf |Uniqueness for diffusions with piecewise constant coefficients}}, with Bass, R. F., //Probab. Theory Related Fields// **76**, no. 4, 557-572, 1987. |
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[23] {{ :ep-pp_23_.pdf |A two-sided stochastic integral and its calculus}} (with Protter, P.), //Probab. Theory Related Fields// **76**, no. 1, 15-49, 1987. | [23] {{ :ep-pp_23_.pdf |A two-sided stochastic integral and its calculus}}, with Protter, P., //Probab. Theory Related Fields// **76**, no. 1, 15-49, 1987. |
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[22] Two-sided stochastic calculus for SPDEs, in //Stochastic partial differential equations and applications// (Trento, 1985), 200-207, Lecture Notes in Math. **1236**, Springer, Berlin, 1987. | [22] Two-sided stochastic calculus for SPDEs, in //Stochastic partial differential equations and applications// (Trento, 1985), 200-207, Lecture Notes in Math. **1236**, Springer, Berlin, 1987. |
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[18] Almost sure and moment stability for linear Itô equations (with Arnold, L.; Oeljeklaus, E.), in //Lyapunov exponents// (Bremen, 1984), 129-159, Lecture Notes in Math. **1186**, Springer, Berlin, 1986. | [18] Almost sure and moment stability for linear Itô equations, with Arnold, L.; Oeljeklaus, E., in //Lyapunov exponents// (Bremen, 1984), 129-159, Lecture Notes in Math. **1186**, Springer, Berlin, 1986. |
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[17] Time-reversal of diffusion processes and nonlinear smoothing, in //Systems and optimization// (Enschede, 1984), 171-181, Lecture Notes in Control and Inform. Sci. **66**, Springer, Berlin, 1985. | [17] Time-reversal of diffusion processes and nonlinear smoothing, in //Systems and optimization// (Enschede, 1984), 171-181, Lecture Notes in Control and Inform. Sci. **66**, Springer, Berlin, 1985. |
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[15] {{ :trd.pdf |Time reversal of diffusion processes}} (with Haussmann, U. G.), in //Stochastic differential systems// (Marseille-Luminy, 1984), 176-182, Lecture Notes in Control and Inform. Sci. **69**, Springer, Berlin, 1985. | [15] {{ :trd.pdf |Time reversal of diffusion processes}}, with Haussmann, U. G., in //Stochastic differential systems// (Marseille-Luminy, 1984), 176-182, Lecture Notes in Control and Inform. Sci. **69**, Springer, Berlin, 1985. |
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[12] Asymptotic analysis of PDEs with wide-band noise disturbances, and expansion of the moments (with Bouc, R.), //Stochastic Anal. Appl.// **2**, no. 4, 369-422, 1984. | [12] Asymptotic analysis of PDEs with wide-band noise disturbances, and expansion of the moments, with Bouc, R., //Stochastic Anal. Appl.// **2**, no. 4, 369-422, 1984. |
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[11] Analyse asymptotique du problême de filtrage non linéaire avec bruit d'observation à large bande. (French) [Asymptotic analysis of the nonlinear filtration problem with wide-band observation noise], in //Analysis and optimization of systems// (Versailles, 1982), 729-743, Lecture Notes in Control and Inform. Sci. **44**, Springer, Berlin, 1982. | [11] Analyse asymptotique du problême de filtrage non linéaire avec bruit d'observation à large bande. (French) [Asymptotic analysis of the nonlinear filtration problem with wide-band observation noise], in //Analysis and optimization of systems// (Versailles, 1982), 729-743, Lecture Notes in Control and Inform. Sci. **44**, Springer, Berlin, 1982. |
[9] Equations of nonlinear filtering and application to stochastic control with partial observation, in //Nonlinear filtering and stochastic control// (Cortona, 1981), 208-248, Lecture Notes in Math. **972**, Springer, Berlin, 1982. | [9] Equations of nonlinear filtering and application to stochastic control with partial observation, in //Nonlinear filtering and stochastic control// (Cortona, 1981), 208-248, Lecture Notes in Math. **972**, Springer, Berlin, 1982. |
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[8] Optimal control for partially observed diffusions (with Fleming, Wendell H.), //SIAM J. Control Optim.// **20**, no. 2, 261-285, 1982. | [8] Optimal control for partially observed diffusions, with Fleming, Wendell H., //SIAM J. Control Optim.// **20**, no. 2, 261-285, 1982. |
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[6] Nonlinear filtering, prediction and smoothing, in //Stochastic systems: the mathematics of filtering and identification and applications// (Les Arcs, 1980), pp. 529-557, NATO Adv. Study Inst. Ser. C: Math. Phys. Sci. **78**, Reidel, Dordrecht-Boston, Mass., 1981. | [6] Nonlinear filtering, prediction and smoothing, in //Stochastic systems: the mathematics of filtering and identification and applications// (Les Arcs, 1980), pp. 529-557, NATO Adv. Study Inst. Ser. C: Math. Phys. Sci. **78**, Reidel, Dordrecht-Boston, Mass., 1981. |
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[5] Moments of semilinear random evolutions (with Bouc, R.), //SIAM J. Appl. Math.// **41**, no. 2, 370-399, 1981. | [5] Moments of semilinear random evolutions, with Bouc, R., //SIAM J. Appl. Math.// **41**, no. 2, 370-399, 1981. |
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