SF

Sandro Franceschi

19
Documents
Affiliations actuelles
  • Institut Polytechnique de Paris (IP Paris)
  • Télécom SudParis (TSP)
  • Statistiques, Optimisation, Probabilités (SOP - SAMOVAR)
Contact

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Publications

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On the stationary distribution of reflected Brownian motion in a wedge: differential properties

Mireille Bousquet-Mélou , Andrew Elvey Price , Sandro Franceschi , Charlotte Hardouin , Kilian Raschel

Electronic Journal of Probability, 2025, 30, pp.1-68. ⟨10.1214/24-EJP1257⟩

Article dans une revue hal-03098489v2
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Invariant measure of gaps in degenerate competing three-particle systems

Sandro Franceschi , Tomoyuki Ichiba , Ioannis Karatzas , Kilian Raschel

Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, In press

Article dans une revue hal-04410029v1
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Asymptotics for the green's functions of a transient reflected brownian motion in a wedge

Sandro Franceschi , Irina Kourkova , Maxence Petit

Queueing Systems, 2024, ⟨10.1007/s11134-024-09925-y⟩

Article dans une revue hal-04228078v2
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Martin boundary of a space-time brownian motion with drift killed at the boundary of a moving cone

Sandro Franceschi

Potential Analysis, 2024, ⟨10.1007/s11118-024-10180-2⟩

Article dans une revue hal-04559685v1
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Reflected brownian motion in a wedge: sum-of-exponential absorption probability at the vertex and differential properties

Jules Flin , Sandro Franceschi

ALEA : Latin American Journal of Probability and Mathematical Statistics, 2024, ⟨10.30757/ALEA.v21-46⟩

Article dans une revue hal-04511091v2
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Stationary brownian motion in a 3/4-plane: Reduction to a riemann-hilbert problem via fourier transforms

Guy Fayolle , Sandro Franceschi , Kilian Raschel

Indagationes Mathematicae, 2023, 34 (5), pp.17 (874-890). ⟨10.1016/j.indag.2022.10.008⟩

Article dans une revue hal-03832431v2
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A dual skew symmetry for transient reflected Brownian motion in an orthant

Kilian Raschel , Sandro Franceschi

Queueing Systems, 2022, 102 (No 7), pp.123-141. ⟨10.1007/s11134-022-09853-9⟩

Article dans une revue hal-03740893v1
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Probability of total domination for transient reflecting processes in a quadrant

Vladimir Fomichov , Sandro Franceschi , Jevgenijs Ivanovs

Advances in Applied Probability, 2022, 54 (4), pp.1094 - 1138. ⟨10.1017/apr.2022.2⟩

Article dans une revue hal-02879105v1
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On the stationary distribution of reflected Brownian motion in a non-convex wedge

Guy Fayolle , Sandro Franceschi , Kilian Raschel

Markov Processes And Related Fields, 2022, Markov Processes ans Related Fields, 28 (5), pp.737-772. ⟨10.48550/arXiv.2102.11754⟩

Article dans une revue hal-03150317v3
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Escape and absorption probabilities for obliquely reflected Brownian motion in a quadrant

Philip A Ernst , Sandro Franceschi , Dongzhou Huang

Stochastic Processes and their Applications, 2021, ⟨10.1016/j.spa.2021.06.003⟩

Article dans une revue hal-03098303v2
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Asymptotic behavior of the occupancy density for obliquely reflected Brownian motion in a half-plane and Martin boundary

Philip Ernst , Sandro Franceschi

The Annals of Applied Probability, 2021, 31 (6), pp.2991-3016. ⟨10.1214/21-AAP1681⟩

Article dans une revue hal-02542117v2
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Green’s Functions with Oblique Neumann Boundary Conditions in the Quadrant

Sandro Franceschi

Journal of Theoretical Probability, 2020, ⟨10.1007/s10959-020-01043-8⟩

Article dans une revue hal-02123641v2
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Integral expression for the stationary distribution of reflected Brownian motion in a wedge

Sandro Franceschi , Kilian Raschel

Bernoulli, 2019, 25 (4B), pp.3673-3713. ⟨10.3150/19-BEJ1107⟩

Article dans une revue hal-01495788v3
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Tutte's invariant approach for Brownian motion reflected in the quadrant

Sandro Franceschi , Kilian Raschel

ESAIM: Probability and Statistics, 2017, ESAIM: PS Volume 21, 2017, 21, pp.220-234. ⟨10.1051/ps/2017006⟩

Article dans une revue hal-01271870v3
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Asymptotic expansion of stationary distribution for reflected Brownian motion in the quarter plane via analytic approach

Sandro Franceschi , Irina Kourkova

Stochastic Systems, 2017, Volume 7, Number 1 (2017), 32-94., ⟨10.1214/16-SSY218⟩

Article dans une revue hal-01295562v3
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Analytic approach for reflected Brownian motion in the quadrant

Sandro Franceschi , Irina Kurkova , Kilian Raschel

International Conference on Probabilistic, Combinatorial and Asymptotic Methods for the Analysis of Algorithms, Jul 2016, Cracovie, Poland

Communication dans un congrès hal-01317611v1