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Author ID: lefebvre.mario Recent zbMATH articles by "Lefebvre, Mario"
Published as: Lefebvre, Mario; Lefebvre, M.
Homepage: https://www.polymtl.ca/expertises/en/lefebvre-mario
External Links: MGP
Documents Indexed: 132 Publications since 1982, including 3 Books
Co-Authors: 17 Co-Authors with 36 Joint Publications
126 Co-Co-Authors
all top 5

Serials

9 ROMAI Journal
8 Revue Roumaine de Mathématiques Pures et Appliquées
8 Optimization
7 International Journal of Systems Science
6 Annales des Sciences Mathématiques du Québec
5 Statistics & Probability Letters
4 Journal of Applied Probability
4 Applied Mathematical Modelling
3 Stochastic Processes and their Applications
3 Archives of Control Sciences
3 Mathematical Problems in Engineering
3 International Journal of Pure and Applied Mathematics
2 Advances in Applied Probability
2 The Canadian Journal of Statistics
2 International Journal of Control
2 Automatica
2 Control and Cybernetics
2 IEEE Transactions on Automatic Control
2 Sankhyā. Series A. Methods and Techniques
2 The Annals of Applied Probability
2 Communications in Statistics. Theory and Methods
2 Probability in the Engineering and Informational Sciences
2 Brazilian Journal of Probability and Statistics
2 International Journal of Stochastic Analysis
2 Advances and Applications in Statistical Sciences
1 Journal of the Franklin Institute
1 Annales Universitatis Mariae Curie-Skłodowska. Sectio A. Mathematica
1 The Australian Journal of Statistics
1 International Journal of Mathematics and Mathematical Sciences
1 Journal of Optimization Theory and Applications
1 Publications de l’Institut de Statistique de l’Université de Paris
1 Revista Colombiana de Matemáticas
1 Optimal Control Applications & Methods
1 Systems & Control Letters
1 Rendiconti. Scienze Matemàtiche e Applicazioni. A
1 Stochastic Analysis and Applications
1 IMA Journal of Mathematical Control and Information
1 Journal of Integral Equations and Applications
1 Journal of Contemporary Mathematical Analysis. Armenian Academy of Sciences
1 SIAM Journal on Applied Mathematics
1 Tatra Mountains Mathematical Publications
1 Test
1 Buletinul Academiei de Științe a Republicii Moldova. Matematica
1 Journal of Difference Equations and Applications
1 Boletín de la Sociedad Matemática Mexicana. Third Series
1 Computer Science Journal of Moldova
1 Mathematical and Computer Modelling of Dynamical Systems
1 Annales de l’I.S.U.P.
1 Applied Sciences
1 International Journal of Differential Equations and Applications
1 Stochastic Models
1 Engineering Optimization
1 International Journal of Differential Equations
1 Advances and Applications in Mathematical Sciences
1 Journal of Probability and Statistics
1 Sankhyā. Series A
1 ISRN Discrete Mathematics
1 Journal of Dynamics and Games
1 Journal of Applied Mathematics, Statistics and Informatics
1 International Journal of Engineering Mathematics
1 Universitext
1 Springer Undergraduate Texts in Mathematics and Technology

Publications by Year

Citations contained in zbMATH Open

59 Publications have been cited 160 times in 97 Documents Cited by Year
First-passage densities of a two-dimensional process. Zbl 0681.60084
Lefebvre, Mario
15
1989
Applied stochastic processes. Zbl 1127.60001
Lefebvre, Mario
14
2007
Moment generating function of a first hitting place for the integrated Ornstein-Uhlenbeck process. Zbl 0676.60062
Lefebvre, Mario
8
1989
LQG homing for jump-diffusion processes. Zbl 1340.93211
Lefebvre, Mario
7
2014
Survival optimization for a dynamic system. Zbl 0645.93074
Lefebvre, Mario; Whittle, Peter
6
1988
Forcing a stochastic process to stay in or to leave a given region. Zbl 0728.93078
Lefebvre, Mario
6
1991
A different class of homing problems. Zbl 0974.93071
Lefebvre, M.
5
2001
Optimally ending an epidemic. Zbl 1394.49005
Lefebvre, Mario
5
2018
First passage problems for asymmetric Wiener processes. Zbl 1099.60056
Lefebvre, Mario
5
2006
Risk-sensitive optimal investment policy. Zbl 0792.90017
Lefebvre, Mario; Montulet, Pierre
4
1994
Using a geometric Brownian motion to control a Brownian motion and vice versa. Zbl 0911.60040
Lefebvre, Mario
4
1997
First hitting time and place for the integrated geometric Brownian motion. Zbl 1101.35082
Lefebvre, Mario
4
2004
First hitting place probabilities for a discrete version of the Ornstein-Uhlenbeck process. Zbl 1202.60121
Guilbault, Jean-Luc; Lefebvre, Mario
3
2009
Mean first-passage time to zero for wear processes. Zbl 1235.60104
Lefebvre, Mario
3
2010
First-passage problems involving processes with lognormal density functions. Zbl 1213.60137
Lefebvre, Mario
3
1997
General LQG homing problems in one dimension. Zbl 1260.60161
Lefebvre, Mario; Zitouni, Foued
3
2012
Mean first passage times of two-dimensional processes with jumps. Zbl 1228.60085
Bo, Lijun; Lefebvre, Mario
3
2011
On the inverse of the first hitting time problem for bidimensional processes. Zbl 0891.60081
Lefebvre, Mario
3
1997
Reducing a nonlinear dynamic programming equation to a Kolmogorov equation. Zbl 0887.93072
Lefebvre, Mario
3
1997
A homing problem for diffusion processes with control-dependent variance. Zbl 1061.93099
Lefebvre, Mario
3
2004
Optimal control of an Ornstein-Uhlenbeck process. Zbl 0619.93076
Lefebvre, Mario
3
1987
Using filtered Poisson processes to model a river flow. Zbl 1167.60354
Lefebvre, Mario; Guilbault, Jean-Luc
2
2008
First hitting problems for Markov chains that converge to a geometric Brownian motion. Zbl 1244.60071
Lefebvre, Mario; Kounta, Moussa
2
2011
On a discrete version of the CIR process. Zbl 1276.60077
Kounta, Moussa; Lefebvre, Mario
2
2013
Modeling and forecasting river flows by means of filtered Poisson processes. Zbl 1428.86003
Lefebvre, Mario; Bensalma, Fatima
2
2015
The gambler’s ruin problem for a Markov chain related to the Bessel process. Zbl 1149.60047
Lefebvre, Mario
2
2008
First hitting place distributions for the Ornstein-Uhlenbeck process. Zbl 0904.60063
Lefebvre, Mario
2
1997
Risk-averse control of a three-dimensional wear process. Zbl 0993.90040
Lefebvre, Mario
2
2000
A filtered renewal process as a model for a river flow. Zbl 1084.60051
Lefebvre, Mario
2
2005
Commande optimale du processus de Wiener. (Optimal control of the Wiener process). Zbl 0677.93067
Lefebvre, Mario
2
1989
On the first hitting place of the integrated Wiener process. Zbl 0691.60071
Lefebvre, Mario; Léonard, Éric
2
1989
Hitting lines at minimal cost with a Gaussian process. Zbl 0711.93101
Lefebvre, Mario
2
1990
Hitting place probabilities for two-dimensional diffusion processes. Zbl 1108.60069
Lefebvre, Mario; Guilbault, Jean-Luc
2
2004
Exact solutions to the homing problem for a Wiener process with jumps. Zbl 1467.93331
Lefebvre, Mario; Moutassim, Abderrazak
1
2021
Maximizing the mean exit time of a Brownian motion from an interval. Zbl 1234.60084
Lefebvre, Mario
1
2011
Basic probability theory with applications. Zbl 1192.60001
Lefebvre, Mario
1
2009
On a non-homogeneous difference equation from probability theory. Zbl 1212.60131
Guilbault, Jean-Luc; Lefebvre, Mario
1
2009
Stochastic optimal control of a mixing flow model. Zbl 1424.93203
Lefebvre, Mario; Ionescu, Adela
1
2016
Some results concerning densities of first hitting times for diffusion processes. (Quelques résultats au sujet des densités de premier passage pour des processus de diffusion.) Zbl 0748.60076
Lefebvre, Mario
1
1991
LQG problems with a possibly infinite final cost. Zbl 0816.49012
Lefebvre, M.
1
1994
LQG homing problem with a maximin cost. Zbl 1255.49057
Makasu, Cloud; Lefebvre, Mario
1
2012
Moments of first-passage places for jump-diffusion processes. Zbl 1459.60163
Lefebvre, Mario
1
2021
Exact solutions to two-dimensional homing problems. Zbl 1032.93079
Lefebvre, M.
1
2002
The LQG homing problem for a Wiener process with random infinitesimal parameters. Zbl 1440.93269
Lefebvre, Mario; Moutassim, Abderrazak
1
2019
On the first passage time probability problem for bidimensional Ornstein-Uhlenbeck processes. Zbl 0897.60084
Lefebvre, Mario
1
1996
On the first hitting place for two-dimensional diffusion processes. (Au sujet de l’endroit de premier passage pour des processus de diffusion bidimensionnels.) Zbl 1003.60072
Guilbault, Jean-Luc; Lefebvre, Mario
1
2001
First-passage problems for degenerate two-dimensional diffusion processes. Zbl 1041.60050
Lefebvre, Mario
1
2003
A bidimensional optimal landing problem. Zbl 0930.93083
Lefebvre, Mario
1
1998
LQG homing problems for processes used in financial mathematics. Zbl 1399.91148
Lefebvre, Mario
1
2018
On the mean of first hitting places. Zbl 1047.60085
Lefebvre, Mario; Akhbi, Mohamed
1
2002
Moment generating functions of first hitting times for the bidimensional geometric Brownian motion. Zbl 0887.60082
Lefebvre, Mario
1
1996
Two-dimensional diffusion processes as models in lifetime studies. Zbl 1317.60099
Lefebvre, Mario; Aoudia, Djilali Ait
1
2012
First-passage densities of controlled Gaussian processes. Zbl 0687.60040
Lefebvre, Mario
1
1989
Utilisation de densites des premier passage en commande optimale stochastique. (Use of first passage densities in optimal stochastic control). Zbl 0636.60059
Lefebvre, Mario
1
1988
Optimal investment policy. Zbl 0614.90013
Lefebvre, Mario
1
1987
LQG homing in two dimensions. Zbl 0618.93075
Lefebvre, M.
1
1987
Linearization of a dynamic programming equation. Zbl 1080.93570
Lefebvre, M.
1
2000
First-passage distributions of bidimensional processes. Zbl 1095.60502
Lefebvre, Mario
1
1996
Minimizing the time spent in an interval by a Wiener process with uniform jumps. Zbl 1465.93229
Lefebvre, Mario
1
2019
Exact solutions to the homing problem for a Wiener process with jumps. Zbl 1467.93331
Lefebvre, Mario; Moutassim, Abderrazak
1
2021
Moments of first-passage places for jump-diffusion processes. Zbl 1459.60163
Lefebvre, Mario
1
2021
The LQG homing problem for a Wiener process with random infinitesimal parameters. Zbl 1440.93269
Lefebvre, Mario; Moutassim, Abderrazak
1
2019
Minimizing the time spent in an interval by a Wiener process with uniform jumps. Zbl 1465.93229
Lefebvre, Mario
1
2019
Optimally ending an epidemic. Zbl 1394.49005
Lefebvre, Mario
5
2018
LQG homing problems for processes used in financial mathematics. Zbl 1399.91148
Lefebvre, Mario
1
2018
Stochastic optimal control of a mixing flow model. Zbl 1424.93203
Lefebvre, Mario; Ionescu, Adela
1
2016
Modeling and forecasting river flows by means of filtered Poisson processes. Zbl 1428.86003
Lefebvre, Mario; Bensalma, Fatima
2
2015
LQG homing for jump-diffusion processes. Zbl 1340.93211
Lefebvre, Mario
7
2014
On a discrete version of the CIR process. Zbl 1276.60077
Kounta, Moussa; Lefebvre, Mario
2
2013
General LQG homing problems in one dimension. Zbl 1260.60161
Lefebvre, Mario; Zitouni, Foued
3
2012
LQG homing problem with a maximin cost. Zbl 1255.49057
Makasu, Cloud; Lefebvre, Mario
1
2012
Two-dimensional diffusion processes as models in lifetime studies. Zbl 1317.60099
Lefebvre, Mario; Aoudia, Djilali Ait
1
2012
Mean first passage times of two-dimensional processes with jumps. Zbl 1228.60085
Bo, Lijun; Lefebvre, Mario
3
2011
First hitting problems for Markov chains that converge to a geometric Brownian motion. Zbl 1244.60071
Lefebvre, Mario; Kounta, Moussa
2
2011
Maximizing the mean exit time of a Brownian motion from an interval. Zbl 1234.60084
Lefebvre, Mario
1
2011
Mean first-passage time to zero for wear processes. Zbl 1235.60104
Lefebvre, Mario
3
2010
First hitting place probabilities for a discrete version of the Ornstein-Uhlenbeck process. Zbl 1202.60121
Guilbault, Jean-Luc; Lefebvre, Mario
3
2009
Basic probability theory with applications. Zbl 1192.60001
Lefebvre, Mario
1
2009
On a non-homogeneous difference equation from probability theory. Zbl 1212.60131
Guilbault, Jean-Luc; Lefebvre, Mario
1
2009
Using filtered Poisson processes to model a river flow. Zbl 1167.60354
Lefebvre, Mario; Guilbault, Jean-Luc
2
2008
The gambler’s ruin problem for a Markov chain related to the Bessel process. Zbl 1149.60047
Lefebvre, Mario
2
2008
Applied stochastic processes. Zbl 1127.60001
Lefebvre, Mario
14
2007
First passage problems for asymmetric Wiener processes. Zbl 1099.60056
Lefebvre, Mario
5
2006
A filtered renewal process as a model for a river flow. Zbl 1084.60051
Lefebvre, Mario
2
2005
First hitting time and place for the integrated geometric Brownian motion. Zbl 1101.35082
Lefebvre, Mario
4
2004
A homing problem for diffusion processes with control-dependent variance. Zbl 1061.93099
Lefebvre, Mario
3
2004
Hitting place probabilities for two-dimensional diffusion processes. Zbl 1108.60069
Lefebvre, Mario; Guilbault, Jean-Luc
2
2004
First-passage problems for degenerate two-dimensional diffusion processes. Zbl 1041.60050
Lefebvre, Mario
1
2003
Exact solutions to two-dimensional homing problems. Zbl 1032.93079
Lefebvre, M.
1
2002
On the mean of first hitting places. Zbl 1047.60085
Lefebvre, Mario; Akhbi, Mohamed
1
2002
A different class of homing problems. Zbl 0974.93071
Lefebvre, M.
5
2001
On the first hitting place for two-dimensional diffusion processes. (Au sujet de l’endroit de premier passage pour des processus de diffusion bidimensionnels.) Zbl 1003.60072
Guilbault, Jean-Luc; Lefebvre, Mario
1
2001
Risk-averse control of a three-dimensional wear process. Zbl 0993.90040
Lefebvre, Mario
2
2000
Linearization of a dynamic programming equation. Zbl 1080.93570
Lefebvre, M.
1
2000
A bidimensional optimal landing problem. Zbl 0930.93083
Lefebvre, Mario
1
1998
Using a geometric Brownian motion to control a Brownian motion and vice versa. Zbl 0911.60040
Lefebvre, Mario
4
1997
First-passage problems involving processes with lognormal density functions. Zbl 1213.60137
Lefebvre, Mario
3
1997
On the inverse of the first hitting time problem for bidimensional processes. Zbl 0891.60081
Lefebvre, Mario
3
1997
Reducing a nonlinear dynamic programming equation to a Kolmogorov equation. Zbl 0887.93072
Lefebvre, Mario
3
1997
First hitting place distributions for the Ornstein-Uhlenbeck process. Zbl 0904.60063
Lefebvre, Mario
2
1997
On the first passage time probability problem for bidimensional Ornstein-Uhlenbeck processes. Zbl 0897.60084
Lefebvre, Mario
1
1996
Moment generating functions of first hitting times for the bidimensional geometric Brownian motion. Zbl 0887.60082
Lefebvre, Mario
1
1996
First-passage distributions of bidimensional processes. Zbl 1095.60502
Lefebvre, Mario
1
1996
Risk-sensitive optimal investment policy. Zbl 0792.90017
Lefebvre, Mario; Montulet, Pierre
4
1994
LQG problems with a possibly infinite final cost. Zbl 0816.49012
Lefebvre, M.
1
1994
Forcing a stochastic process to stay in or to leave a given region. Zbl 0728.93078
Lefebvre, Mario
6
1991
Some results concerning densities of first hitting times for diffusion processes. (Quelques résultats au sujet des densités de premier passage pour des processus de diffusion.) Zbl 0748.60076
Lefebvre, Mario
1
1991
Hitting lines at minimal cost with a Gaussian process. Zbl 0711.93101
Lefebvre, Mario
2
1990
First-passage densities of a two-dimensional process. Zbl 0681.60084
Lefebvre, Mario
15
1989
Moment generating function of a first hitting place for the integrated Ornstein-Uhlenbeck process. Zbl 0676.60062
Lefebvre, Mario
8
1989
Commande optimale du processus de Wiener. (Optimal control of the Wiener process). Zbl 0677.93067
Lefebvre, Mario
2
1989
On the first hitting place of the integrated Wiener process. Zbl 0691.60071
Lefebvre, Mario; Léonard, Éric
2
1989
First-passage densities of controlled Gaussian processes. Zbl 0687.60040
Lefebvre, Mario
1
1989
Survival optimization for a dynamic system. Zbl 0645.93074
Lefebvre, Mario; Whittle, Peter
6
1988
Utilisation de densites des premier passage en commande optimale stochastique. (Use of first passage densities in optimal stochastic control). Zbl 0636.60059
Lefebvre, Mario
1
1988
Optimal control of an Ornstein-Uhlenbeck process. Zbl 0619.93076
Lefebvre, Mario
3
1987
Optimal investment policy. Zbl 0614.90013
Lefebvre, Mario
1
1987
LQG homing in two dimensions. Zbl 0618.93075
Lefebvre, M.
1
1987
all top 5

Cited by 104 Authors

45 Lefebvre, Mario
6 Makasu, Cloud
4 Kounta, Moussa
3 Mazigh, Mourad
3 Zitouni, Foued
2 Goswami, Anindya
2 Guilbault, Jean-Luc
2 Hesse, Christian H.
1 Abundo, Mario
1 Almaguer, F-Javier
1 Aoudia, Djilali Ait
1 Ballestra, Luca Vincenzo
1 Barnes, Sean L.
1 Bensalma, Fatima
1 Bielecki, Tomasz R.
1 Bo, Lijun
1 Bouzas, Paula R.
1 Brémont, Julien
1 Camacho-Vallejo, José-Fernando
1 Capała, Karol
1 Chen, Xin
1 Comte, Fabienne
1 Cordero, Alvaro Eduardo
1 Cui, Mingyue
1 Das, Milan Kumar
1 Dawson, Nathan J.
1 Denisov, Denis E.
1 Deshpande, Amogh
1 Dörmann, Nora
1 Dshalalow, Jewgeni H.
1 Dybiec, Bartłomiej
1 El-Shehawey, Mohamed A.
1 Fan, Huiling
1 Faugeras, Olivier D.
1 Fernández, Arturo J.
1 Funke, Benedikt
1 Gao, YunLong
1 Genon-Catalot, Valentine
1 Ghosh, Mrinal Kanti
1 Gloter, Arnaud
1 Golden, Bruce L.
1 Guan, Xiaohong
1 He, Yaoyao
1 Hintze, Robert
1 Hu, Zhenyu
1 Isozaki, Yasuki
1 Jacob, Emmanuel
1 Jensen, Martin Kaae
1 Kashima, Kenji
1 Khadidos, Alaa Omar
1 Kolb, Martin
1 Kumar, Suresh K.
1 Lachal, Aimé
1 Lei, Xiaohui
1 Letemplier, Julien
1 Liu, Qi
1 López Nerio, Luis E.
1 Lorek, Paweł
1 Miao, Daniel Wei-Chung
1 Montes-Gijón, Carmen
1 Montulet, Pierre
1 Morales, Javier
1 Moutassim, Abderrazak
1 Ohta, Yoshito
1 Pacelli, Graziella
1 Palamarchuk, E. S.
1 Pavlyukevich, Ilya
1 Perotto, Simona
1 Pliska, Stanley R.
1 Profeta, Christophe
1 Qin, Xuezhi
1 Rana, Nimit
1 Rigos, Alexandros
1 Rozenholc, Yves
1 Ruiz-Castro, Juan Eloy
1 Ruiz-Fuentes, Nuria
1 Sacerdote, Laura
1 Schmisser, Emeline
1 Sherris, Michael
1 Simon, Thomas
1 Sood, Arun K.
1 Szeto, Wai Yuen
1 Taillefumier, Thibaud
1 Tamborrino, Massimiliano
1 Taqqu, Murad S.
1 Tercero, Víctor
1 Topkar, V. A.
1 Touboul, Jonathan
1 Veillette, Mark S.
1 Wachtel, Vitali I.
1 Wan, Jinhong
1 Wan, Pengbo
1 Wang, Anny B.
1 Watanabe, Shinzo
1 Weba, Michael
1 White, Ryan T.
1 Wu, Zhaojing
1 Yang, Cun
1 Yang, Ruicheng
1 Yuta, Okumura
...and 4 more Authors
all top 5

Cited in 65 Serials

7 Optimization
6 International Journal of Systems Science
6 Applied Mathematical Modelling
5 Statistics & Probability Letters
3 Stochastic Processes and their Applications
3 International Journal of Stochastic Analysis
2 Automatica
2 Journal of Applied Probability
2 Stochastic Analysis and Applications
2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
2 Statistical Papers
2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
2 Probability in the Engineering and Informational Sciences
2 Methodology and Computing in Applied Probability
1 Advances in Applied Probability
1 The Canadian Journal of Statistics
1 International Journal of Control
1 Journal of the Franklin Institute
1 Chaos, Solitons and Fractals
1 Theory of Probability and its Applications
1 Applied Mathematics and Computation
1 Applied Mathematics and Optimization
1 International Journal of Mathematics and Mathematical Sciences
1 International Journal of Game Theory
1 Journal of Computational and Applied Mathematics
1 Journal of the London Mathematical Society. Second Series
1 Journal of Optimization Theory and Applications
1 Proceedings of the Japan Academy. Series A
1 SIAM Journal on Control and Optimization
1 Optimal Control Applications & Methods
1 Systems & Control Letters
1 Probability and Mathematical Statistics
1 Journal of Economic Dynamics & Control
1 Journal of Integral Equations and Applications
1 The Annals of Applied Probability
1 Journal of Contemporary Mathematical Analysis. Armenian Academy of Sciences
1 Communications in Statistics. Theory and Methods
1 Journal of Mathematical Imaging and Vision
1 Test
1 Fractals
1 Buletinul Academiei de Științe a Republicii Moldova. Matematica
1 Engineering Analysis with Boundary Elements
1 Journal of Difference Equations and Applications
1 Electronic Journal of Probability
1 Bernoulli
1 Computer Science Journal of Moldova
1 Abstract and Applied Analysis
1 Open Systems & Information Dynamics
1 Journal of Applied Statistics
1 Stochastic Models
1 Stochastics and Dynamics
1 Journal of Applied Mathematics and Computing
1 Journal of Statistical Mechanics: Theory and Experiment
1 Engineering Optimization
1 Optimization Letters
1 International Journal of Differential Equations
1 Journal of Probability and Statistics
1 Sankhyā. Series A
1 Asian Journal of Control
1 ISRN Discrete Mathematics
1 Journal of the Operations Research Society of China
1 Journal of Dynamics and Games
1 Mathematica Applicanda
1 Journal of Applied Mathematics, Statistics and Informatics
1 International Journal of Engineering Mathematics

Citations by Year