Anna Melnykova

Publications

Article dans une revue (4)

Non-asymptotic statistical test of the diffusion coefficient of stochastic differential equations Anna Melnykova,Patricia Reynaud-Bouret,Adeline Samson Stochastic Processes and their Applications, 2024, 173, pp.104372. ⟨10.1016/j.spa.2024.104372⟩ Article dans une revue hal-04167385v2
Diffusion approximation of multi-class Hawkes processes: Theoretical and numerical analysis Julien Chevallier,Anna Melnykova,Irene Tubikanec Advances in Applied Probability, 2021, 53 (3), pp.716-756. ⟨10.1017/apr.2020.73⟩ Article dans une revue hal-02513614v2
Horizontal gene transfer: numerical comparison between stochastic and deterministic approaches Vincent Calvez,Susely Figueroa Iglesias,Hélène Hivert,Sylvie Méléard,Anna Melnykovaet al. ESAIM: Proceedings and Surveys, 2020, CEMRACS 2018 - Numerical and mathematical modeling for biological and medical applications: deterministic, probabilistic and statistical descriptions, 67, pp.135-160. ⟨10.1051/proc/202067009⟩ Article dans une revue hal-02166168v1
Parametric inference for hypoelliptic ergodic diffusions with full observations Anna Melnykova Statistical Inference for Stochastic Processes, 2020, 23, pp.595-635. ⟨10.1007/s11203-020-09222-4⟩ Article dans une revue hal-01704010v4

Pré-publication, Document de travail (1)

Splitting methods for stochastic Hodgkin-Huxley type systems and a localized fundamental mean-square convergence theorem Pierre Etoré,Anna Melnykova,Irene Tubikanec 2026 Pré-publication, Document de travail hal-05510079v1

Rapport (1)

Rencontres R 2023 : Report Jean-François Rey,Anna Melnykova INRAE Avignon; Avignon université. 2023 Rapport hal-04309824v1

Thèse (1)

Statistical and numerical analysis of jump and diffusion models in biology Anna Melnykova Probability [math.PR]. Cergy Paris Université, 2020. English. ⟨NNT : ⟩ Thèse tel-03152122v1