Madalina Deaconu

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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-03947249v1
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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, 2025, 257, pp.113805. ⟨10.1016/j.na.2025.113805⟩

Article dans une revue hal-04477123v4
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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-02799638v4
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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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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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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-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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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-02420954v2
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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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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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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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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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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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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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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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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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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 istex 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

The 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 istex hal-01692323v1
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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-01692324v1
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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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Processus de Hawkes pour évaluer le risque de tavelure du pommier

Katarzyna Adamczyk-Chauvat , Madalina Deaconu

56es Journées de Statistique de la SFDS, SFDS, Jun 2025, Marseille, France

Communication dans un congrès hal-05405094v1
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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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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-02933268v1
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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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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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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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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
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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-03450260v1

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-01305032v1

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-01114790v1

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-00780460v1

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-00942009v1

Problème d'éclatement de tuyaux : approches Monte Carlo

Madalina Deaconu , Antoine Lejay

[Contrat] 2010

Rapport (rapport contrat/projet) hal-00768371v1

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-00768303v1

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-00768376v1