Miguel MARTINEZ

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Nom: MARTINEZ
Prénom: Miguel
Site: UPEM
Bureau: 4B 023
Téléphone: +33 1 60 95 75 25
Situation: Permanent
Statut: Maître de conférences
Équipe de recherche: Probabilités et statistiques
Courriel: miguel.martinez [at] u-pem.fr
Page personnelle: http://perso.math.u-pem.fr/martinez.miguel/
 

Publications au sein du laboratoire

La liste ci-dessous présente les publications du membre obtenues pendant sa présence au sein du laboratoire. Les données proviennent des serveurs de HAL ; il peut donc y avoir des oublis, des doublons ou des erreurs.

  • A Piecewise Deterministic Markov Toy Model for Traffic/Maintenance and Associated Hamilton-Jacobi Integrodifferential Systems on Networks
    Dan Goreac, Magdalena Kobylanski, Miguel Martinez
    Applied Mathematics and Optimization 74 2 (2016) 375–421     
  • Algebraic Invariance Conditions in the Study of Approximate (Null-)Controllability of Markov Switch Processes
    Dan Goreac, Miguel Martinez
    Mathematics of Control, Signals, and Systems 27 4 (2015) 551--578     
  • Exact simulation for solutions of one-dimensional Stochastic Differential Equations with discontinuous drift
    Pierre Etore, Miguel Martinez
    ESAIM: Probability and Statistics 18 (2014) 686-702     
  • Exact Simulation of One-dimensional Stochastic Differential Equations involving the local time at zero of the unknown process
    Pierre Etore, Miguel Martinez
    Monte Carlo Methods and Applications 19 1 (2013) 41-71     
  • The Logarithmic Sobolev Constant of The Lamplighter
    Evgeny Abakumov, Anne Beaulieu, François Blanchard, Matthieu Fradelizi, Nathaël Gozlan, Bernard Host, Thiery Jeantheau, Magdalena Kobylanski, Guillaume Lecué, Miguel Martinez, Mathieu Meyer, Marie-Hélène Mourgues, Frédéric Portal, Francis Ribaud, Cyril Roberto, Pascal Romon, Julien Roth, Paul-Marie Samson, Pierre Vandekerkhove, Abdellah Youssfi
    Journal of Mathematical Analysis and applications 399 (2013) 576-585     
  • On the existence of a time inhomogeneous skew Brownian motion and some related laws
    Pierre Etore, Miguel Martinez
    Electronic Journal of Probability 17 (2012) 19:1-27     
  • Statistical estimation for reflected skew processes
    Olivier Bardou, Miguel Martinez
    Statistical Inference for Stochastic Processes 13 3 (2010) pp. 231-248(18)     
  • Approximations of a Continuous Time Filter. Application to Optimal Allocation Problems in Finance
    Miguel Martinez, Sylvain Rubenthaler, Etienne Tanré
    Stochastic Analysis and Applications 27 2 (2009) 270-296     
  • On mean discounted numbers of passage times in small balls of Ito processes observed at discrete times
    Frédéric Bernardin, Mireille Bossy, Miguel Martinez, Denis Talay
    Electronic Communications in Probability 14 (2009) 19     
  • On mean numbers of passage times in small balls of discretized Itô processes
    Frédéric Bernardin, Mireille Bossy, Miguel Martinez, Denis Talay
    Electronic Communications in Probability 14 (2009) 302-316     
Laboratoire d'Analyse et de Mathématiques Appliquées
Université Paris-Est - Marne-la-Vallée
5 boulevard Descartes
Bâtiment Copernic
77420 Champs-sur-Marne