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Madalina Deaconu
Madalina Deaconu
Inria & Institut Élie Cartan de Lorraine
Adresă de e-mail confirmată pe inria.fr
Titlu
Citat de
Citat de
Anul
Smoluchowski's coagulation equation: probabilistic interpretation of solutions for constant, additive and multiplicative kernels
M Deaconu, E Tanré
Annali della Scuola Normale Superiore di Pisa-Classe di Scienze 29 (3), 549-579, 2000
792000
A random walk on rectangles algorithm
M Deaconu, A Lejay
Methodology and computing in applied probability 8, 135-151, 2006
652006
A pure jump Markov process associated with Smoluchowski's coagulation equation
M Deaconu, N Fournier, E Tanré
The Annals of Probability 30 (4), 1763-1796, 2002
472002
Hitting time for Bessel processes—walk on moving spheres algorithm (WoMS)
M Deaconu, S Herrmann
412013
Regime switching model for financial data: Empirical risk analysis
K Salhi, M Deaconu, A Lejay, N Champagnat, N Navet
Physica A: Statistical Mechanics and its Applications 461, 148-157, 2016
382016
Probabilistic approach of some discrete and continuous coagulation equations with diffusion
M Deaconu, N Fournier
Stochastic processes and their applications 101 (1), 83-111, 2002
312002
Rate of convergence of a stochastic particle system for the Smoluchowski coagulation equation
M Deaconu, N Fournier, E Tanré
Methodology and computing in applied probability 5, 131-158, 2003
282003
Branching processes for the fragmentation equation
L Beznea, M Deaconu, O Lupașcu
Stochastic Processes and their Applications 125 (5), 1861-1885, 2015
252015
The walk on moving spheres: a new tool for simulating Brownian motion’s exit time from a domain
M Deaconu, S Herrmann, S Maire
Mathematics and Computers in Simulation 135, 28-38, 2017
232017
An empirical analysis of heavy-tails behavior of financial data: The case for power laws
N Champagnat, M Deaconu, A Lejay, N Navet, S Boukherouaa
212013
A recommendation system for car insurance
L Lesage, M Deaconu, A Lejay, JA Meira, G Nichil, R State
European Actuarial Journal 10, 377-398, 2020
152020
Simulation of hitting times for Bessel processes with non-integer dimension
M Deaconu, S Herrmann
142017
Stochastic equation of fragmentation and branching processes related to avalanches
L Beznea, M Deaconu, O Lupașcu
Journal of Statistical Physics 162, 824-841, 2016
142016
Study of a stochastic particle system associated with the Smoluchowski coagulation equation
M Deaconu, E Tanré, N Fournier
122001
Hawkes processes framework with a Gamma density as excitation function: application to natural disasters for insurance
L Lesage, M Deaconu, A Lejay, JA Meira, G Nichil, R State
Methodology and Computing in Applied Probability 24 (4), 2509-2537, 2022
82022
An efficient algorithm to simulate a Brownian motion over irregular domains
S Zein, A Lejay, M Deaconu
Communications in Computational Physics 8 (4), 901-916, 2010
82010
Simulation of diffusions by means of importance sampling paradigm
M Deaconu, A Lejay
82010
Numerical approach for stochastic differential equations of fragmentation; application to avalanches
L Beznea, M Deaconu, O Lupașcu-Stamate
Mathematics and Computers in simulation 160, 111-125, 2019
72019
Approximation of CVaR minimization for hedging under exponential-Lévy models
M Deaconu, A Lejay, K Salhi
Journal of Computational and Applied Mathematics 326, 171-182, 2017
62017
Shadow Simulated Annealing: A new algorithm for approximate Bayesian inference of Gibbs point processes
RS Stoica, M Deaconu, A Philippe, L Hurtado-Gil
Spatial Statistics 43, 100505, 2021
52021
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