Madalina Deaconu

Publications

Article dans une revue (25)

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
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
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
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
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
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 Nichilet al. Methodology and Computing in Applied Probability, 2022, pp.29. ⟨10.1007/s11009-022-09938-1⟩ Article dans une revue hal-03040090v1
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
A Recommendation System For Car Insurance Laurent Lesage,Madalina Deaconu,Antoine Lejay,Jorge Augusto Meira,Geoffrey Nichilet al. European Actuarial Journal, 2020, 10, pp.377-398. ⟨10.1007/s13385-020-00236-z⟩ Article dans une revue hal-02420954v2
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
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
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
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
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
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
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
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
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
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
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
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
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
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

Communication dans un congrès (7)

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
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
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
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
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
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
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

Chapitre d'ouvrage (1)

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

Pré-publication, Document de travail (4)

A Recommendation System For Insurance Built With A Multivariate Hawkes Process Based On Customers' Life Events Laurent Lesage,Madalina Deaconu,Antoine Lejay,Jorge Augusto Meira,Geoffrey Nichilet al. 2024 Pré-publication, Document de travail hal-03483812v2
An interaction point process for Bayesian inference of the composition of multiple water source from hydrochemical data Christophe Reype,Radu S. Stoica,Antonin Richard,Madalina Deaconu 2025 Pré-publication, Document de travail hal-03740280v5
Efficient optimisation of wind power under acoustic constraints Baldwin Dumortier,Emmanuel Vincent,Madalina Deaconu,Patrice Cornu 2016 Pré-publication, Document de travail hal-01393125v1
An empirical analysis of heavy-tails behavior of financial data: The case for power laws Nicolas Champagnat,Madalina Deaconu,Antoine Lejay,Nicolas Navet,Souhail Boukherouaa 2013 Pré-publication, Document de travail hal-00851429v1

Rapport (8)

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 Herrmannet al. [Contrat] 2009 Rapport (rapport contrat/projet) hal-00768376v1

Thèse (1)

Processus stochastiques et équations aux dérivées partielles : applications des espaces de Besov aux processus stochastiques Madalina Deaconu Mathématiques générales [math.GM]. Université Henri Poincaré - Nancy 1, 1997. Français. ⟨NNT : 1997NAN10046⟩ Thèse tel-01747413v1

HDR (1)

Processus stochastiques associés aux équations d'évolution linéaires ou non-linéaires et méthodes numériques probabilistes Madalina Deaconu Mathématiques [math]. Université Henri Poincaré - Nancy I, 2008 HDR tel-00590778v1