Examination Jury:
- Dominique Bakry. ,
CNRS UMR C5583,
Paul Sabatier University, Toulouse III, France.
- René Carmona. ,
Operations Research and Financial Engineering, Princeton University
- Francis Comets
CNRS UMR 7599,
Universités Pierre et Marie Curie et Denis Diderot,
Paris VII, France.
- Donald Dawson ,
The Fields Institute
Toronto and Carleton University Ottawa, Canada.
- Marie Duflo ,
Université de Marne-la-Vallée, France.
- Jean Jacod ,
CNRS UMR 7599,
Universités Pierre et Marie Curie et Denis Diderot,
- Francois Le Gland ,
Inria-Irisa, Rennes, France.
- Terry Lyons ,
University of Oxford
Mathematical Institute, Oxford, United Kingdom.
Synthesis & Reports
Synthesis :
Some contributions to non linear estimation and interacting particle systems [synthesis in french,synthesis in english , (Slides)]Review reports :
Selected articles
- Feynman-Kac formulae and interacting particle systems
Branching and Interacting Particle Systems Approximations of Feynman-Kac Formulae with Applications to Non-Linear Filtering
Del Moral P., Miclo L.,
Séminaire de Probabilités XXXIV, Ed. J. Azéma and M. Emery and M. Ledoux and M. Yor,
Lecture Notes in Mathematics, Springer-Verlag Berlin, Vol. 1729, 1-145 (2000).
Genealogies and Increasing Propagations of Chaos for Feynman-Kac and Genetic Models.
Del Moral P., Miclo L.,
Annals of Applied Probability , vol. 11, No. 4, pp. 1166-1198 (2001).
Particle approximations of Lyapunov exponents connected to Schr\"odinger operators and Feynman-Kac semigroups.
Del Moral P., Miclo L.,
Publications du Laboratoire de Statistiques et Probabilités, Toulouse III, (2001).
A note on Laplace-Varadhan's integral lemma.
Del Moral P., Zajic T.,
Publications du Laboratoire de Statistiques et Probabilités, Toulouse III, (2001).
- Genetic algorithms and global optimization
On the Convergence and the Applications of the Generalized Simulated Annealing.
Del Moral P., Miclo L.,
SIAM Journal on Control and Optimization, Vol. 37, No. 4, 1222-1250, (1999)..
- Contraction properties of Markov operators and non linear semigroups
Asymptotic Stability of Non Linear Semigroup of Feynman-Kac Type.
Del Moral P., Miclo L.,
Publications du Laboratoire de Statistiques et Probabilités, Toulouse III, No 04-99 (1999).
About supercontraction properties of Markov kernels.
Del Moral P., Ledoux M., Miclo L.,
Publications du Laboratoire de Statistiques et Probabilités, Toulouse III, No 01-01 (2001).
- Idempotent probability calculus
Maslov idempotent probability calculus
Del Moral P., Doisy M.
Theor. Prob. Appl. vol. 43, No.4, 735 - 751 (1998) and vol. 44, No.2, 384 - 400 (1999).
