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Publications by Francois Watier

First-Passage Time Estimation of Diffusion Processes Through Time-Varying Boundaries With an Application in Finance

International Journal of Statistics and Probability

English

Bounds for Goal Achieving Probabilities of Mean-Variance Strategies With a No Bankruptcy Constraint

Applied Mathematics

English

Related publications

First-Passage-Time Densities for Time-Non-Homogeneous Diffusion Processes

Journal of Applied Probability

English

First-Passage-Time Noninteger Moments for Some Diffusion and Dichotomous Processes

Physical Review A

English

Efficient Estimation of One-Dimensional Diffusion First Passage Time Densities via Monte Carlo Simulation

Journal of Applied Probability

English

First Passage Time Densities Through Hölder Curves

English

Time-Varying Parameter Vector Autoregressions: Specification, Estimation, and an Application

Economic Quarterly

English

New Time-Varying Adaptive Identification Algorithms With Application to Direction-Of-Arrival Estimation

Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications

English

First Passage Time to Allopatric Speciation

Interface Focus

Biomedical Engineering

English

Efficient Estimation of Bayesian VARMAs With Time-Varying Coefficients

Journal of Applied Econometrics

Social Sciences

English

An R-Order Finite-Time State Observer for Reaction-Diffusion Genetic Regulatory Networks With Time-Varying Delays

Multidisciplinary

Computer Science

English