David Dereudre

Publication Activity (10 Years)

Years Active: 2011-2020
Publications (10 Years): 4

Top Topics

Simulation Environment

Brownian Motion

Top Venues

J. Appl. Probab.

Monte Carlo Methods Appl.

SIAM J. Sci. Comput.

Publications

David Dereudre, Thibaut Vasseur
Existence of Gibbs point processes with stable infinite range interaction. J. Appl. Probab. 57 (3) (2020)
David Dereudre, Mathew D. Penrose
On the critical threshold for continuum AB percolation. J. Appl. Probab. 55 (4) (2018)
David Dereudre, Sara Mazzonetto, Sylvie Roelly
Exact Simulation of Brownian Diffusions with Drift Admitting Jumps. SIAM J. Sci. Comput. 39 (3) (2017)
David Dereudre, Sara Mazzonetto, Sylvie Roelly
An explicit representation of the transition densities of the skew Brownian motion with drift and two semipermeable barriers. Monte Carlo Methods Appl. 22 (1) (2016)
David Dereudre, Frédéric Lavancier
Practical simulation and estimation for Gibbs Delaunay-Voronoi tessellations with geometric hardcore interaction. Comput. Stat. Data Anal. 55 (1) (2011)