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Madalina Deaconu

42
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Publications

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Strong approximation of some particular one-dimensional diffusions

Madalina Deaconu , Samuel Herrmann
Discrete and Continuous Dynamical Systems - Series B, 2024, 29 (4), pp.1990-2017
Article dans une revue hal-02799638v4
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Strong approximation of Bessel processes

Madalina Deaconu , Samuel Herrmann
Methodology and Computing in Applied Probability, 2023, ⟨10.1007/s11009-023-09981-6⟩
Article dans une revue hal-03244538v1
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Probabilistic representations of fragmentation equations

Madalina Deaconu , Antoine Lejay
Probability Surveys, 2023, 20, pp.226-290. ⟨10.1214/23-PS14⟩
Article dans une revue hal-03483448v4
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Hawkes processes framework with a Gamma density as excitation function: application to natural disasters for insurance

Laurent Lesage , Madalina Deaconu , Antoine Lejay , Jorge Augusto Meira , Geoffrey Nichil
Methodology and Computing in Applied Probability, 2022, pp.29. ⟨10.1007/s11009-022-09938-1⟩
Article dans une revue hal-03040090v1
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Shadow Simulated Annealing: A new algorithm for approximate Bayesian inference of Gibbs point processes

Radu Stoica , Madalina Deaconu , Anne Philippe , Lluis Hurtado-Gil
Spatial Statistics, 2021, ⟨10.1016/j.spasta.2021.100505⟩
Article dans une revue hal-02183506v1
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Numerical approach for stochastic differential equations of fragmentation; application to avalanches

Lucian Beznea , Madalina Deaconu , Oana Lupascu
Mathematics and Computers in Simulation, 2019, 160, pp.111-125. ⟨10.1016/j.matcom.2018.12.004⟩
Article dans une revue hal-01667319v1
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Initial-boundary value problem for the heat equation - A stochastic algorithm

Madalina Deaconu , Samuel Herrmann
The Annals of Applied Probability, 2018, 28 (3), pp.1943-1976. ⟨10.1214/17-AAP1348⟩
Article dans une revue hal-01380365v1
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Approximation of CVaR minimization for hedging under exponential-Lévy models

Madalina Deaconu , Antoine Lejay , Khaled Salhi
Journal of Computational and Applied Mathematics, 2017, 326, pp.171-182. ⟨10.1016/j.cam.2017.05.005⟩
Article dans une revue hal-01461215v1
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Simulation of hitting times for Bessel processes with non-integer dimension

Madalina Deaconu , Samuel Herrmann
Bernoulli, 2017, 23 (4B), pp.3744 - 3771. ⟨10.3150/16-BEJ866⟩
Article dans une revue hal-00933198v2
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Regime switching model for financial data: empirical risk analysis

Khaled Salhi , Madalina Deaconu , Antoine Lejay , Nicolas Champagnat , Nicolas Navet
Physica A: Statistical Mechanics and its Applications, 2016, 461, pp.148-157. ⟨10.1016/j.physa.2016.05.002⟩
Article dans une revue hal-01095299v2
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Stochastic equation of fragmentation and branching processes related to avalanches

Lucian Beznea , Madalina Deaconu , Oana Lupascu
Journal of Statistical Physics, 2016, 162 (4), pp.824-841. ⟨10.1007/s10955-015-1432-5⟩
Article dans une revue hal-01216137v1
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Branching processes for the fragmentation equation

Lucian Beznea , Madalina Deaconu , Oana Lupascu
Stochastic Processes and their Applications, 2015, 125 (5), pp.1861-1885. ⟨10.1016/j.spa.2014.11.016⟩
Article dans une revue hal-00948876v1
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Hitting time for Bessel processes - walk on moving spheres algorithm (WoMS)

Madalina Deaconu , Samuel Herrmann
The Annals of Applied Probability, 2013, 23 (6), pp.2259-2289. ⟨10.1214/12-AAP900⟩
Article dans une revue hal-00636056v2
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Simulation of diffusions by means of importance sampling paradigm

Madalina Deaconu , Antoine Lejay
The Annals of Applied Probability, 2010, 20 (4), pp.1389-1424. ⟨10.1214/09-AAP659⟩
Article dans une revue inria-00126339v2
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An Efficient Algorithm to Simulate a Brownian Motion Over Irregular Domains

Samih Zein , Antoine Lejay , Madalina Deaconu
Communications in Computational Physics, 2010, 8 (4), pp.901-916. ⟨10.4208/cicp.240209.031209a⟩
Article dans une revue inria-00444056v1
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A random walk on rectangles algorithm

Madalina Deaconu , Antoine Lejay
Methodology and Computing in Applied Probability, 2006, 8 (1), pp.135-151. ⟨10.1007/s11009-006-7292-3⟩
Article dans une revue inria-00092424v1

Rate of Convergence of a Stochastic Particle System for the Smoluchowski Coagulation Equation

Madalina Deaconu , Nicolas Fournier , Etienne Tanré
Methodology and Computing in Applied Probability, 2003, 5 (2), pp.131-158. ⟨10.1023/A:1024524500111⟩
Article dans une revue hal-01080453v1

Probabilistic approach of some discrete and continuous coagulation equations with diffusion

Madalina Deaconu , Nicolas Fournier
Stochastic Processes and their Applications, 2002, 101 (1), pp.83-111. ⟨10.1016/S0304-4149(02)00122-9⟩
Article dans une revue hal-03180994v1
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A pure jump Markov process associated with Smoluchowski's coagulation equation

Madalina Deaconu , Nicolas Fournier , Etienne Tanré
Annals of Probability, 2002, 30, pp.1763 - 1796. ⟨10.1214/aop/1039548371⟩
Article dans une revue hal-01075154v1

A generalization of the Connection Between the Additive and Multiplicative Solutions for the Smoluchowski’s Coagulation Equation

Madalina Deaconu , Etienne Tanré
Monte Carlo Methods and Applications, 2001, 7 (1-2), ⟨10.1515/mcma.2001.7.1-2.141⟩
Article dans une revue hal-01692323v1
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Sojourn time of some reflected Brownian motion in the unit disk

Madalina Deaconu , Mihai Gradinaru , Jean Rodolphe Roche
Probability and Mathematical Statistics, 2000, 20, pp.19-38
Article dans une revue hal-00091330v1
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Hug model: parameter estimation via the ABC Shadow algorithm

Christophe Reype , Radu S. Stoica , Didier Gemmerlé , Antonin Richard , Madalina Deaconu
RING Meeting, Ecole Nationale Supérieure Géologie Nancy, Sep 2023, Nancy, France. ⟨10.48550/arXiv.2308.04441⟩
Communication dans un congrès hal-04163654v1
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Recursive Bayesian estimation of the acoustic noise emitted by wind farms

Baldwin Dumortier , Emmanuel Vincent , Madalina Deaconu
2017 IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP)., Mar 2017, New Orleans, United States
Communication dans un congrès hal-01428962v1
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Acoustic control of wind farms

Baldwin Dumortier , Emmanuel Vincent , Madalina Deaconu
Ewea 2015 - The European Wind Energy Association Conference, Nov 2015, Paris, France
Communication dans un congrès hal-01233730v1
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The walk on moving spheres: a new tool for simulating Brownian motion's exit time from a domain

Madalina Deaconu , Samuel Herrmann , Sylvain Maire
9th IMACS Seminar on Monte Carlo Methods (MCM), Jul 2013, Annecy le Vieux, France. pp.28-38, ⟨10.1016/j.matcom.2015.07.004⟩
Communication dans un congrès hal-00931816v2
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Simulation of exit times and positions for Brownian motions and Diffusions

Madalina Deaconu , Antoine Lejay
ICIAM 2007, 6th International Congress on Industrial and Applied Mathematics, International Council for Industrial and Applied Mathematics (ICIAM), Jul 2007, Zurich, Switzerland. pp.1081401-1081402, ⟨10.1002/pamm.200700564⟩
Communication dans un congrès inria-00348693v1
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Scaling property for fragmentation processes related to avalanches

Lucian Beznea , Madalina Deaconu , Oana Lupaşcu-Stamate
Applications of Mathematics and Informatics in Natural Sciences and Engineering, Applications of Mathematics and Informatics in Natural Sciences and Engineering AMINSE 2019, Tbilisi, Georgia, September 23–26 (334), Springer, 2021, Springer Proceedings in Mathematics & Statistics, ⟨10.1007/978-3-030-56356-1_3⟩
Chapitre d'ouvrage hal-02942710v1