Madalina Deaconu

46
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Publications

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Asymptotic behaviour of a one-dimensional avalanche model through a non-conservative coagulation-fragmentation equation and associated stochastic processes

Madalina Deaconu , Oana Lupaşcu-Stamate
Mathematical Reports, In press
Article dans une revue hal-03947249 v1
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Long time asymptotic behavior of a self-similar fragmentation equation

Gaetano Agazzotti , Madalina Deaconu , Antoine Lejay
Nonlinear Analysis: Theory, Methods and Applications, 2024, 257, pp.113805. ⟨10.1016/j.na.2025.113805⟩
Article dans une revue hal-04477123 v4
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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. ⟨10.3934/dcdsb.2023164⟩
Article dans une revue hal-02799638 v4
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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-03244538 v1
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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-03483448 v4
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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 et al.
Methodology and Computing in Applied Probability, 2022, pp.29. ⟨10.1007/s11009-022-09938-1⟩
Article dans une revue hal-03040090 v1
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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-02183506 v1
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A Recommendation System For Car Insurance

Laurent Lesage , Madalina Deaconu , Antoine Lejay , Jorge Augusto Meira , Geoffrey Nichil et al.
European Actuarial Journal, 2020, 10, pp.377-398. ⟨10.1007/s13385-020-00236-z⟩
Article dans une revue hal-02420954 v2
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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-01667319 v1
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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-01380365 v1
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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-00933198 v2
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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-01461215 v1
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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-01095299 v2
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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-01216137 v1
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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-00948876 v1
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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-00636056 v2
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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-00444056 v1
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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-00126339 v2
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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-00092424 v1

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 istex hal-01080453 v1

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-03180994 v1
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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-01075154 v1

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 istex hal-01692323 v1
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Smoluchowski's coagulation equation : probabilistic interpretation of solutions for constant, additive and multiplicative kernels

Madalina Deaconu , Etienne Tanré
Annali della Scuola Normale Superiore di Pisa, Classe di Scienze, 2000, 29 (3), pp.549-579
Article dans une revue hal-01692324 v1
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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-00091330 v1
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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-04163654 v1
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Bayesian statistical analysis of hydrogeochemical data using point processes: a new tool for source detection in multicomponent fluid mixtures

Christophe Reype , Antonin Richard , Madalina Deaconu , Radu S. Stoica
RING Meeting 2020, Sep 2020, Nancy, France
Communication dans un congrès hal-02933268 v1
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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-01428962 v1
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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-00931816 v2
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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-01233730 v1
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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-00348693 v1
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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-02942710 v1
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Modèles de couplage aléatoire sur un graphe d’interaction

Nicolas Lengert , Madalina Deaconu , Antoine Lejay , Pascal Moyal
[Rapport de recherche] Institut Elie Cartan de Lorraine. 2020
Rapport (rapport de recherche) hal-03450260 v1

Méthodes de calcul de la Value-at-Risk et de la Conditional Value-at-Risk

Nicolas Champagnat , Madalina Deaconu , Antoine Lejay
[Contrat] Inria Nancy - Grand Est (Villers-lès-Nancy, France). 2016
Rapport (rapport contrat/projet) hal-01305032 v1

Analyse de dépendance d'actifs financiers par la méthode des copules

Nicolas Champagnat , Madalina Deaconu , Antoine Lejay , Akram Bedoui
[Contract] Inria. 2015, pp.61
Rapport (rapport contrat/projet) hal-01114790 v1

Mesure de risques : calcul de la Value-at-Risk et application à la gestion de portefeuilles

Souhail Boukherouaa , Nicolas Champagnat , Madalina Deaconu , Antoine Lejay
[Contrat] non spécifié. 2013, pp.77
Rapport (rapport contrat/projet) hal-00780460 v1

Mesure de risque : détection du régime de crise et calcul de la Value-at-Risk

Nicolas Champagnat , Madalina Deaconu , Antoine Lejay , Khaled Salhi
[Contrat] non précisé. 2013, pp.67
Rapport (rapport contrat/projet) hal-00942009 v1

Problème d'éclatement de tuyaux : approches Monte Carlo

Madalina Deaconu , Antoine Lejay
[Contrat] 2010
Rapport (rapport contrat/projet) hal-00768371 v1

Sur le problème de la stratégie optimale de couverture d'une centrale électrique

Madalina Deaconu , Antoine Lejay , Samuel Herrmann
[Contrat] 2010
Rapport (rapport contrat/projet) hal-00768303 v1

Méthodes de réduction de variance originales et de simulation exacte de prix et de grecques en finance

Aymen Bergaoui , Madalina Deaconu , Mohamed Zied Ghazai , Ines Henrichi , Samuel Herrmann et al.
[Contrat] 2009
Rapport (rapport contrat/projet) hal-00768376 v1