| Smoluchowski's coagulation equation: probabilistic interpretation of solutions for constant, additive and multiplicative kernels M Deaconu, E Tanré Annali della Scuola Normale Superiore di Pisa-Classe di Scienze 29 (3), 549-579, 2000 | 79 | 2000 |
| A random walk on rectangles algorithm M Deaconu, A Lejay Methodology and computing in applied probability 8, 135-151, 2006 | 64 | 2006 |
| A pure jump Markov process associated with Smoluchowski's coagulation equation M Deaconu, N Fournier, E Tanré The Annals of Probability 30 (4), 1763-1796, 2002 | 47 | 2002 |
| Hitting time for Bessel processes—walk on moving spheres algorithm (WoMS) M Deaconu, S Herrmann | 41 | 2013 |
| Regime switching model for financial data: Empirical risk analysis K Salhi, M Deaconu, A Lejay, N Champagnat, N Navet Physica A: Statistical Mechanics and its Applications 461, 148-157, 2016 | 38 | 2016 |
| Probabilistic approach of some discrete and continuous coagulation equations with diffusion M Deaconu, N Fournier Stochastic processes and their applications 101 (1), 83-111, 2002 | 31 | 2002 |
| Rate of convergence of a stochastic particle system for the Smoluchowski coagulation equation M Deaconu, N Fournier, E Tanré Methodology and computing in applied probability 5, 131-158, 2003 | 28 | 2003 |
| Branching processes for the fragmentation equation L Beznea, M Deaconu, O Lupaşcu Stochastic Processes and their Applications 125 (5), 1861-1885, 2015 | 25 | 2015 |
| The walk on moving spheres: a new tool for simulating Brownian motion’s exit time from a domain M Deaconu, S Herrmann, S Maire Mathematics and Computers in Simulation 135, 28-38, 2017 | 23 | 2017 |
| An empirical analysis of heavy-tails behavior of financial data: The case for power laws N Champagnat, M Deaconu, A Lejay, N Navet, S Boukherouaa | 21 | 2013 |
| A recommendation system for car insurance L Lesage, M Deaconu, A Lejay, JA Meira, G Nichil, R State European Actuarial Journal 10, 377-398, 2020 | 15 | 2020 |
| Simulation of hitting times for Bessel processes with non-integer dimension M Deaconu, S Herrmann | 14 | 2017 |
| Stochastic equation of fragmentation and branching processes related to avalanches L Beznea, M Deaconu, O Lupaşcu Journal of Statistical Physics 162, 824-841, 2016 | 14 | 2016 |
| Study of a stochastic particle system associated with the Smoluchowski coagulation equation M Deaconu, E Tanré, N Fournier | 12 | 2001 |
| Hawkes processes framework with a Gamma density as excitation function: application to natural disasters for insurance L Lesage, M Deaconu, A Lejay, JA Meira, G Nichil, R State Methodology and Computing in Applied Probability 24 (4), 2509-2537, 2022 | 8 | 2022 |
| An efficient algorithm to simulate a Brownian motion over irregular domains S Zein, A Lejay, M Deaconu Communications in Computational Physics 8 (4), 901-916, 2010 | 8 | 2010 |
| Simulation of diffusions by means of importance sampling paradigm M Deaconu, A Lejay | 8 | 2010 |
| Numerical approach for stochastic differential equations of fragmentation; application to avalanches L Beznea, M Deaconu, O Lupaşcu-Stamate Mathematics and Computers in simulation 160, 111-125, 2019 | 7 | 2019 |
| Approximation of CVaR minimization for hedging under exponential-Lévy models M Deaconu, A Lejay, K Salhi Journal of Computational and Applied Mathematics 326, 171-182, 2017 | 6 | 2017 |
| Initial-boundary value problem for the heat equation—A stochastic algorithm M Deaconu, S Herrmann | 4 | 2018 |
