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researcher

M. Thieullen

21 papers hereh-index 14750 citations42 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author2
  • middle author7
  • last author12

Across the 21 of 21 papers where every author was matched, so the position is known.

fields
  • math.PR17
  • math.OC2
  • cs.DS1
  • q-bio.NC1

identity via Semantic Scholar / OpenAlex

activity
20052022
most citedExact simulation of the jump times of a class of Piecewise Deterministic Markov Processes

24 citations · 63 across the 20 of their papers we have counts for

collaborators
Showing 2005 · math.PRShow all

1 paper · 2 filters

math.PR2005

Martingale structure of Skorohod integral processes

Giovanni Peccati, Michèle Thieullen, Ciprian A. Tudor

Let the process Y(t) be a Skorohod integral process with respect to Brownian motion. We use a recent result by Tudor (2004), to prove that Y(t) can be represented as the limit of l…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.