26 citations · 88 across the 19 of their papers we have counts for
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math.PR2012★ 18 cited
Optimal stopping for partially observed piecewise-deterministic Markov processes
Adrien Brandejsky, Benoîte de Saporta, François Dufour
This paper deals with the optimal stopping problem under partial observation for piecewise-deterministic Markov processes. We first obtain a recursive formulation of the optimal fi…
math.PR2012
Random coefficients bifurcating autoregressive processes
Benoîte de Saporta, Anne Gégout-Petit, Laurence Marsalle
This paper presents a model of asymmetric bifurcating autoregressive process with random coefficients. We couple this model with a Galton Watson tree to take into account possibly…