4. Mathematics
  5. Probability

Benoîte de Saporta

Mathematics – Probability

Scientist

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Asymmetry tests for Bifurcating Auto-Regressive Processes with missing data

Mathematics – Statistics Theory
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Asymptotic analysis for bifurcating autoregressive processes via a martingale approach

Mathematics – Probability
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Numerical method for expectations of piecewise-determistic Markov processes

Mathematics – Probability
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Numerical method for impulse control of Piecewise Deterministic Markov Processes

Mathematics – Probability
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Numerical method for optimal stopping of piecewise deterministic Markov processes

Mathematics – Probability
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