Global solvability of a networked integrate-and-fire model of McKean–Vlasov type F Delarue, J Inglis, S Rubenthaler, E Tanré | 172 | 2015 |
Particle systems with a singular mean-field self-excitation. Application to neuronal networks F Delarue, J Inglis, S Rubenthaler, E Tanré Stochastic Processes and their Applications 125 (6), 2451-2492, 2015 | 141 | 2015 |
Numerical simulation of the solution of a stochastic differential equation driven by a Lévy process S Rubenthaler Stochastic processes and their applications 103 (2), 311-349, 2003 | 86 | 2003 |
Path storage in the particle filter PE Jacob, LM Murray, S Rubenthaler Statistics and Computing 25, 487-496, 2015 | 71 | 2015 |
Stability and uniform particle approximation of nonlinear filters in case of non ergodic signals N Oudjane, S Rubenthaler Stochastic Analysis and applications 23 (3), 421-448, 2005 | 66 | 2005 |
Tree based functional expansions for Feynman–Kac particle models P Del Moral, F Patras, S Rubenthaler | 32 | 2009 |
Optimal hedging in discrete time B Rémillard, S Rubenthaler Quantitative Finance 13 (6), 819-825, 2013 | 30 | 2013 |
Fast simulated annealing in Rd with an application to maximum likelihood estimation in state-space models S Rubenthaler, T Rydén, M Wiktorsson Stochastic Processes and their Applications 119 (6), 1912-1931, 2009 | 29 | 2009 |
Derivative-free estimation of the score vector and observed information matrix with application to state-space models A Doucet, PE Jacob, S Rubenthaler arXiv preprint arXiv:1304.5768, 2013 | 23 | 2013 |
Monte Carlo approximations of American options that preserve monotonicity and convexity P Del Moral, B Rémillard, S Rubenthaler Numerical Methods in Finance: Bordeaux, June 2010, 115-143, 2012 | 20 | 2012 |
Optimal hedging in discrete and continuous time B Rémillard, S Rubenthaler Available at SSRN 1522090, 2009 | 17 | 2009 |
First hitting times for general non-homogeneous 1d diffusion processes: density estimates in small time F Delarue, J Inglis, S Rubenthaler, E Tanré | 13 | 2013 |
Monte Carlo approximations of American options P Del Moral, B Rémillard, S Rubenthaler Technical report, GERAD, 2006 | 13 | 2006 |
Convergence of U-Statistics for Interacting Particle Systems P Del Moral, F Patras, S Rubenthaler Journal of Theoretical Probability 24, 1002-1027, 2011 | 11 | 2011 |
The convergence to equilibrium of neutral genetic models PD Moral, L Miclo, F Patras, S Rubenthaler Stochastic analysis and applications 28 (1), 123-143, 2009 | 11 | 2009 |
Approximations of a continuous time filter. application to optimal allocation problems in finance M Martinez, S Rubenthaler, E Tanré Stochastic analysis and applications 27 (2), 270-296, 2009 | 10 | 2009 |
A mean field theory of nonlinear filtering P Del Moral, F Patras, S Rubenthaler INRIA, 2008 | 10 | 2008 |
Discrete time Markovian agents interacting through a potential A Budhiraja, P Del Moral, S Rubenthaler ESAIM: Probability and Statistics 17, 614-634, 2013 | 8 | 2013 |
A numerical scheme for invariant distributions of constrained diffusions A Budhiraja, J Chen, S Rubenthaler Mathematics of Operations Research 39 (2), 262-289, 2014 | 7 | 2014 |
Une introduction aux probabilités P Del Moral, B Rémillard, S Rubenthaler Ellipses, 2006 | 7 | 2006 |