11 citations · 18 across the 3 of their papers we have counts for
3 papers
math.PR2025
Simulations of multivariate gamma distributions and multifactor gamma distributions
Philippe Bernardoff, Bénédicte Puig
This article provides a general expression for infinitely divisible multivariate gamma distributions defined by their Laplace transforms, as well as the conditional Laplace transfo…
math-ph2014★ 11 cited
The Sharma-Parthasarathy stochastic two-body problem
Jacky Cresson, Frédéric Pierret, Bénédicte Puig
We study the Sharma-Parthasarathy stochastic two-body problem introduced by N. Sharma and H. Parthasarathy in \cite{sharma}. In particular, we focus on the preservation of some fun…
math.DS2012★ 7 cited
Validating Stochastic Models: Invariance Criteria for Systems of Stochastic Differential Equations and the Selection of a Stochastic Hodgkin-Huxley Type Model
Jacky Cresson, Bénédicte Puig, Stefanie Sonner
In recent years, many difficulties appeared when taking into account the inherent stochastic behavior of neurons and voltage-dependent ion channels in Hodgking-Huxley type models.…