Edit Profile (opens in new tab) de Saporta, Benoîte Co-Author Distance Author ID: de-saporta.benoite Published as: de Saporta, Benoîte; De Saporta, Benoîte External Links: MGP Videos: carmin.tv Documents Indexed: 31 Publications since 2003, including 2 Books and 5 Additional arXiv Preprints Co-Authors: 31 Co-Authors with 28 Joint Publications 402 Co-Co-Authors all top 5 Co-Authors 3 single-authored 10 Dufour, François 5 Gégout-Petit, Anne 4 Marsalle, Laurence 3 Brandejsky, Adrien 3 Zhang, Huilong 2 Cleynen, Alice 2 Cloez, Bertrand 2 Costa, Eduardo Fontoura 2 Nivot, Christophe 1 Bérard-Bergery, Damien 1 Bercu, Bernard 1 Blanchet-Scalliet, Christophette 1 Bouzalmat, Ibrahim 1 d’Argenlieu, Aymar Thierry 1 Elegbede, Charles 1 Geeraert, Alizée 1 Gibson Brandon, Rajna 1 Gonzalez, Karen 1 Guivarc’h, Yves 1 Joubaud, Maud 1 Laneuville, Dann 1 Le Page, Emile 1 Manou-Abi, Solym Mawaki 1 Nègre, Adrien 1 Roget, Tristan 1 Sabbadin, Régis 1 Talay, Denis 1 Tanré, Etienne 1 Yao, Jianfeng 1 Yao, Jiang-Feng 1 Zili, Mounir all top 5 Serials 3 Automatica 3 Comptes Rendus. Mathématique. Académie des Sciences, Paris 2 IEEE Transactions on Automatic Control 2 The Annals of Applied Probability 2 Stochastic Processes and their Applications 2 Mathematics and Statistics Series 1 Advances in Applied Probability 1 Journal of Mathematical Biology 1 Journal of Applied Probability 1 Statistics & Probability Letters 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 Computational Statistics and Data Analysis 1 Electronic Journal of Probability 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 4OR 1 Communications in Applied Mathematics and Computational Science 1 Electronic Journal of Statistics all top 5 Fields 24 Probability theory and stochastic processes (60-XX) 10 Systems theory; control (93-XX) 6 Statistics (62-XX) 4 Numerical analysis (65-XX) 3 Calculus of variations and optimal control; optimization (49-XX) 3 Biology and other natural sciences (92-XX) 2 Operations research, mathematical programming (90-XX) 2 Game theory, economics, finance, and other social and behavioral sciences (91-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 22 Publications have been cited 177 times in 134 Documents Cited by ▼ Year ▼ Asymptotic analysis for bifurcating autoregressive processes via a martingale approach. Zbl 1190.60019 Bercu, Bernard; De Saporta, Benoîte; Gégout-Petit, Anne 22 2009 Tail of a linear diffusion with Markov switching. Zbl 1064.60174 de Saporta, Benoîte; Yao, Jiang-Feng 21 2005 Tail of the stationary solution of the stochastic equation \(Y_{n+1}=a_{n} Y_{n}+b_{n}\) with Markovian coefficients. Zbl 1096.60025 de Saporta, Benoîte 20 2005 Parameters estimation for asymmetric bifurcating autoregressive processes with missing data. Zbl 1274.62192 de Saporta, Benoîte; Gégout-Petit, Anne; Marsalle, Laurence 11 2011 On the multidimensional stochastic equation \(Y_{n+1}=A_{n} Y_{n}+B_{n}\). Zbl 1063.60099 de Saporta, Benoîte; Guivarc’h, Yves; Le Page, Emile 10 2004 Numerical method for optimal stopping of piecewise deterministic Markov processes. Zbl 1197.93162 De Saporta, Benoîte; Dufour, François; Gonzalez, Karen 10 2010 Numerical methods for simulation and optimization of piecewise deterministic Markov processes. Application to reliability. Zbl 1338.65021 de Saporta, Benoîte; Dufour, François; Zhang, Huilong 9 2016 Asymmetry tests for bifurcating auto-regressive processes with missing data. Zbl 1296.62161 de Saporta, Benoîte; Gégout-Petit, Anne; Marsalle, Laurence 9 2012 Renewal theorem for a system of renewal equations. Zbl 1021.60069 de Saporta, Benoîte 9 2003 Numerical method for impulse control of piecewise deterministic Markov processes. Zbl 1246.93129 de Saporta, Benoîte; Dufour, François 7 2012 Approximate Kalman-bucy filter for continuous-time semi-Markov jump linear systems. Zbl 1359.93500 de Saporta, Benoîte; Costa, Eduardo F. 7 2016 Optimal strategies for impulse control of piecewise deterministic Markov processes. Zbl 1355.93178 de Saporta, Benoîte; Dufour, François; Geeraert, Alizée 7 2017 Random coefficients bifurcating autoregressive processes. Zbl 1321.60176 De Saporta, Benoîte; Gégout-Petit, Anne; Marsalle, Laurence 6 2014 Optimal stopping for partially observed piecewise-deterministic Markov processes. Zbl 1291.60080 Brandejsky, Adrien; de Saporta, Benoîte; Dufour, François 5 2013 Statistical study of asymmetry in cell lineage data. Zbl 1471.62051 de Saporta, Benoîte; Gégout-Petit, Anne; Marsalle, Laurence 5 2014 Numerical method for expectations of piecewise deterministic Markov processes. Zbl 1248.60086 Brandejsky, Adrien; De Saporta, Benoîte; Dufour, François 4 2012 Long-time behavior and Darwinian optimality for an asymmetric size-structured branching process. Zbl 1479.60176 Cloez, Bertrand; de Saporta, Benoîte; Roget, Tristan 4 2021 Numerical methods for the exit time of a piecewise-deterministic Markov process. Zbl 1244.60073 Brandejsky, Adrien; De Saporta, Benoîte; Dufour, François 3 2012 Linear minimum mean square filters for Markov jump linear systems. Zbl 1370.93270 Costa, Eduardo F.; de Saporta, Benoîte 3 2017 Partially observed optimal stopping problem for discrete-time Markov processes. Zbl 1374.60128 de Saporta, Benoîte; Dufour, François; Nivot, Christophe 2 2017 Optimal stopping for measure-valued piecewise deterministic Markov processes. Zbl 1446.60034 Cloez, Bertrand; De Saporta, Benoîte; Joubaud, Maud 2 2020 Viscosity solutions to optimal portfolio allocation problems in models with random time changes and transaction costs. Zbl 1182.91157 Blanchet-Scalliet, Christophette; Gibson Brandon, Rajna; de Saporta, Benoîte; Talay, Denis; Tanré, Etienne 1 2009 Long-time behavior and Darwinian optimality for an asymmetric size-structured branching process. Zbl 1479.60176 Cloez, Bertrand; de Saporta, Benoîte; Roget, Tristan 4 2021 Optimal stopping for measure-valued piecewise deterministic Markov processes. Zbl 1446.60034 Cloez, Bertrand; De Saporta, Benoîte; Joubaud, Maud 2 2020 Optimal strategies for impulse control of piecewise deterministic Markov processes. Zbl 1355.93178 de Saporta, Benoîte; Dufour, François; Geeraert, Alizée 7 2017 Linear minimum mean square filters for Markov jump linear systems. Zbl 1370.93270 Costa, Eduardo F.; de Saporta, Benoîte 3 2017 Partially observed optimal stopping problem for discrete-time Markov processes. Zbl 1374.60128 de Saporta, Benoîte; Dufour, François; Nivot, Christophe 2 2017 Numerical methods for simulation and optimization of piecewise deterministic Markov processes. Application to reliability. Zbl 1338.65021 de Saporta, Benoîte; Dufour, François; Zhang, Huilong 9 2016 Approximate Kalman-bucy filter for continuous-time semi-Markov jump linear systems. Zbl 1359.93500 de Saporta, Benoîte; Costa, Eduardo F. 7 2016 Random coefficients bifurcating autoregressive processes. Zbl 1321.60176 De Saporta, Benoîte; Gégout-Petit, Anne; Marsalle, Laurence 6 2014 Statistical study of asymmetry in cell lineage data. Zbl 1471.62051 de Saporta, Benoîte; Gégout-Petit, Anne; Marsalle, Laurence 5 2014 Optimal stopping for partially observed piecewise-deterministic Markov processes. Zbl 1291.60080 Brandejsky, Adrien; de Saporta, Benoîte; Dufour, François 5 2013 Asymmetry tests for bifurcating auto-regressive processes with missing data. Zbl 1296.62161 de Saporta, Benoîte; Gégout-Petit, Anne; Marsalle, Laurence 9 2012 Numerical method for impulse control of piecewise deterministic Markov processes. Zbl 1246.93129 de Saporta, Benoîte; Dufour, François 7 2012 Numerical method for expectations of piecewise deterministic Markov processes. Zbl 1248.60086 Brandejsky, Adrien; De Saporta, Benoîte; Dufour, François 4 2012 Numerical methods for the exit time of a piecewise-deterministic Markov process. Zbl 1244.60073 Brandejsky, Adrien; De Saporta, Benoîte; Dufour, François 3 2012 Parameters estimation for asymmetric bifurcating autoregressive processes with missing data. Zbl 1274.62192 de Saporta, Benoîte; Gégout-Petit, Anne; Marsalle, Laurence 11 2011 Numerical method for optimal stopping of piecewise deterministic Markov processes. Zbl 1197.93162 De Saporta, Benoîte; Dufour, François; Gonzalez, Karen 10 2010 Asymptotic analysis for bifurcating autoregressive processes via a martingale approach. Zbl 1190.60019 Bercu, Bernard; De Saporta, Benoîte; Gégout-Petit, Anne 22 2009 Viscosity solutions to optimal portfolio allocation problems in models with random time changes and transaction costs. Zbl 1182.91157 Blanchet-Scalliet, Christophette; Gibson Brandon, Rajna; de Saporta, Benoîte; Talay, Denis; Tanré, Etienne 1 2009 Tail of a linear diffusion with Markov switching. Zbl 1064.60174 de Saporta, Benoîte; Yao, Jiang-Feng 21 2005 Tail of the stationary solution of the stochastic equation \(Y_{n+1}=a_{n} Y_{n}+b_{n}\) with Markovian coefficients. Zbl 1096.60025 de Saporta, Benoîte 20 2005 On the multidimensional stochastic equation \(Y_{n+1}=A_{n} Y_{n}+B_{n}\). Zbl 1063.60099 de Saporta, Benoîte; Guivarc’h, Yves; Le Page, Emile 10 2004 Renewal theorem for a system of renewal equations. Zbl 1021.60069 de Saporta, Benoîte 9 2003 all cited Publications top 5 cited Publications all top 5 Cited by 211 Authors 14 de Saporta, Benoîte 11 Shao, Jinghai 8 Bitseki Penda, S. Valère 7 Dufour, François 6 Piunovskiĭ, Alekseĭ Borisovich 5 Azaïs, Romain 5 Gégout-Petit, Anne 5 Genadot, Alexandre 5 Marsalle, Laurence 4 Bansaye, Vincent 4 Cloez, Bertrand 4 Roitershtein, Alexander 4 Xi, Fubao 3 Alsmeyer, Gerold 3 Blandin, Vassili 3 Delmas, Jean-François 3 Yuan, Chenggui 3 Zhang, Yi 2 Bercu, Bernard 2 Brandejsky, Adrien 2 Buraczewski, Dariusz 2 Cline, Daren B. H. 2 Diekmann, Odo 2 Djellout, Hacène 2 Garnier, Josselin 2 Hay, Diana 2 Hoang, van Ha 2 Ji, Huijie 2 Krell, Nathalie 2 Liao, Zhongwei 2 Marguet, Aline 2 Mentemeier, Sebastian 2 Olivier, Adélaïde 2 Pagès, Gilles 2 Pirjol, Dan 2 Plakhov, A. Yu 2 Rastegar, Reza 2 Ratanov, Nikita 2 Shi, Peng 2 Tran, Viet Chi 2 Véber, Amandine 2 Wang, Lingdi 2 Wu, Zhengguang 1 Abry, Patrice 1 Baek, Changryong 1 Bao, Jianhai 1 Bardet, Jean-Baptiste 1 Bartoszek, Krzysztof 1 Basawa, Ishwar V. 1 Basu, Ranojoy 1 Bäuerle, Nicole 1 Benhabib, Jess 1 Bisin, Alberto 1 Blanchet, Jose H. 1 Blanke, Delphine 1 Boldin, Barbara 1 Bosq, Denis 1 Brofferio, Sara 1 Bruneau, Laurent 1 Carmona, Philippe 1 Chen, Fang 1 Chen, Yong 1 Chen, Zhang-yong 1 Chennetier, Guillaume 1 Chevalier, Etienne 1 Chraibi, Hassane 1 Cleynen, Alice 1 Collamore, Jeffrey F. 1 Damek, Ewa 1 Dessalles, Renaud 1 Dey, Subhrakanti 1 Di Pietro, Christian 1 Dullerud, Geir E. 1 Dutfoy, Anne 1 Elek, Péter 1 Enriquez, Nathanaël 1 Erhardsson, Torkel 1 Fang, Huajing 1 Fouladirad, Mitra 1 Franco, Eugenia 1 Fu, Lei 1 Gaigi, M’hamed 1 Geeraert, Alizée 1 Ghosh, Arka Prasanna 1 Gomez, Matthieu 1 Göttlich, Simone 1 Gouin-Bonenfant, Émilien 1 Grall, Antoine 1 Guillin, Arnaud 1 Guo, Xianping 1 Gyllenberg, Mats 1 Hairer, Martin 1 Hirpara, Vivek 1 Hoffmann, Marc 1 Hou, Tongtong 1 Hu, Yueyun 1 Huang, Chunmao 1 Hwang, Sun Young 1 Janßen, Anja 1 Joubaud, Maud ...and 111 more Authors all top 5 Cited in 61 Serials 9 The Annals of Applied Probability 9 Stochastic Processes and their Applications 7 SIAM Journal on Control and Optimization 7 Statistics & Probability Letters 6 Automatica 6 Journal of Applied Probability 6 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 5 Journal of Multivariate Analysis 4 Bernoulli 3 Advances in Applied Probability 3 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 3 Stochastic Models 3 Nonlinear Analysis. Hybrid Systems 2 Journal of the Franklin Institute 2 Journal of Mathematical Analysis and Applications 2 Journal of Statistical Physics 2 Scandinavian Journal of Statistics 2 Journal of Optimization Theory and Applications 2 Journal of Statistical Planning and Inference 2 Acta Applicandae Mathematicae 2 European Journal of Operational Research 2 SIAM Journal on Applied Mathematics 2 Potential Analysis 2 Journal of Difference Equations and Applications 2 Statistical Inference for Stochastic Processes 2 Comptes Rendus. Mathématique. Académie des Sciences, Paris 2 Science China. Mathematics 1 Computers & Mathematics with Applications 1 International Journal of Control 1 Journal of Mathematical Biology 1 Applied Mathematics and Computation 1 Econometrica 1 Information Sciences 1 Journal of Approximation Theory 1 Journal of Economic Theory 1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 1 Optimal Control Applications & Methods 1 Journal of Time Series Analysis 1 Statistics 1 Probability Theory and Related Fields 1 Journal of Economics 1 Journal of Theoretical Probability 1 Communications in Statistics. Theory and Methods 1 Computational Statistics and Data Analysis 1 International Journal of Robust and Nonlinear Control 1 Test 1 Journal of Mathematical Sciences (New York) 1 European Journal of Control 1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings 1 Extremes 1 Scandinavian Actuarial Journal 1 Discrete and Continuous Dynamical Systems. Series B 1 ALEA. Latin American Journal of Probability and Mathematical Statistics 1 Networks and Heterogeneous Media 1 Electronic Journal of Statistics 1 Kinetic and Related Models 1 Asian Journal of Control 1 Statistics and Computing 1 SIAM/ASA Journal on Uncertainty Quantification 1 Research in the Mathematical Sciences 1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys all top 5 Cited in 19 Fields 109 Probability theory and stochastic processes (60-XX) 41 Statistics (62-XX) 27 Systems theory; control (93-XX) 20 Biology and other natural sciences (92-XX) 17 Operations research, mathematical programming (90-XX) 9 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 8 Numerical analysis (65-XX) 5 Dynamical systems and ergodic theory (37-XX) 5 Calculus of variations and optimal control; optimization (49-XX) 4 Partial differential equations (35-XX) 4 Integral equations (45-XX) 2 Statistical mechanics, structure of matter (82-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Difference and functional equations (39-XX) 1 Integral transforms, operational calculus (44-XX) 1 Operator theory (47-XX) 1 Computer science (68-XX) 1 Mechanics of particles and systems (70-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year