DEACONU Madalina

1. G. Agazzotti, M. Deaconu et A. Lejay, Long time asymptotic behavior of a self-similar fragmentation equation, Soumis (2024), HAL
2. M. Deaconu et S. Herrmann, Strong approximation of particular one-dimensional diffusions, Discrete and Continuous Dynamical Systems Series B 29:4 (2024), 1990-2017, HAL
3. M. Deaconu et A. Lejay, Probabilistic representations of fragmentation equations, Probability Surveys 20 (2023), 226-290, HAL
4. C. Reype, R.S. Stoica, A. Richard et M. Deaconu, HUG model: an interaction point process for Bayesian detection of multiple sources in groundwaters from hydrochemical data, Soumis (2023), HAL
5. M. Deaconu et S. Herrmann, Strong approximation of Bessel processes, Methodology and Computing in Applied Probability, 25:1 (2023),  11 HAL
6. C. Reype, R.S. Stoica, D. Gemmerlé, A. Richard et M. Deaconu, Hug model: parameter estimation via the ABC Shadow algorithm, RING Meeting, 2023, HAL
7. L. Lesage, M. Deaconu, A. Lejay, J. Meira, G. Nichil et R. State, Hawkes processes framework with a Gamma density as excitation function: application to natural disasters for insurance, Methodology and Computing and Applied Probability 24 (2022), 2509-2537, HAL
8. R. S. Stoica, M. Deaconu, A. Philippe et L. Hurtado, Shadow Simulated Annealing: a new algorithm for approximate Bayesian inference of Gibbs point processes, METMA X, Proceedings of the 10th International Workshop on Spatio-Temporal Modelling, Lleida (spain) 1-3 June 2022 (2022), 45-51.
9. M. Deaconu et O. Lupascu-Stamate, Asymptotic behaviour of a one-dimensional avalanche model through a particular stochastic process, Soumis (2022) HAL
10. L. Lesage, M. Deaconu, A. Lejay, J. Meira, G. Nichil et R. State, A Recommendation System For Insurance Built With A Multivariate Hawkes Process Based On Customers’ Life Events, Soumis, (2021), HAL
11. R. S. Stoica, M. Deaconu, A. Philippe et L. Hurtado, Shadow Simulated Annealing: a new algorithm for approximate Bayesian inference of Gibbs point processes, Spatial Statitstics 43 (2021), HAL
12. L. Beznea, M. Deaconu et O. Lupascu-Stamate, Scaling property for branching fragmentation processes related to avalanches, Applications of Mathematics and Informatics in Natural Sciences and Engineering, AMINSE 2019, Springer Proceedings in Mathematics & Statistics 334 (2020), 37–47, HAL
13. L. Lesage, M. Deaconu, A. Lejay, J.A. Meira, G. Nichil et R. State, A Recommendation System For Car Insurance, European Actuarial Journal, Springer, 10 (2020), 377-398, HAL
14. C. Reype, A. Richard, M. Deaconu et R.S. Stoica, Bayesian statistical analysis of hydrogeochemical data using point processes: a new tool for source detection in multicomponent fluid mixtures, RING Meeting 2020, 2020, HAL
15. L. Beznea, M. Deaconu et O. Lupascu, Numerical approach for stochastic differential equations of fragmentation; application to avalanches, Mathematics and Computers in Simulation 160 (2019), 111-125, HAL
16. P. Charton, M. Deaconu et A. Lejay, A stochastic approach for controlling a wind farm with storage unit (2019). Preprint.
17. M. Deaconu et S. Herrmann, Initial-boundary value problem for the heat equation – A stochastic algorithm, The Annals of Applied Probability, 28:3 (2018), 1943-1976, HAL
18. M. Deaconu, A. Lejay et K. Salhi, Approximation of CVaR minimzation for hedging under exponential-Lévy models, Journal of Computational and Applied Mathematics 326 (2017), 171-182, HAL
19. M. Deaconu et S. Herrmann, Simulation of hitting times for Bessel processes with non integer dimension, Bernoulli 23 (2017), 3744-3771, HAL
20. M. Deaconu, S. Herrmann et S. Maire, The walk on moving spheres: a new tool for simulating Brownian motion’s exit time from a domain, Mathematics and Computers in Simulation 135 (2017), 28-38, HAL
21. B. Dumortier, E. Vincent et M. Deaconu, Recursive Bayesian estimation of the acoustic noise emitted by wind farms, 2017 IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP), 2017, HAL
22. B. Dumortier, E. Vincent et M. Deaconu, Recursive Bayesian estimation of the acoustic noise emitted by wind farms, 2017 IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP), 2017, HAL
23. B. Dumortier, E. Vincent et M. Deaconu, Effcient optimisation of wind power under acoustic constraints (2017), Preprint. HAL
24. K. Salhi, M. Deaconu, A. Lejay, N. Champagnat et N. Navet, Regime switching model for financial data: empirical risk analysis, Physica A, 461 (2016), 148-157, HAL
25. L.Beznea, M.Deaconu et O.Lupascu, Stochastic equation of fragmentation and branching processes related to avalanches, Journal of Statistical Physics 162 (2016), 824-841, HAL
26. N. Champagnat, M. Deaconu et A. Lejay, Méthodes de calcul de la Value-at-Risk et de la Conditional Value-at-Risk, 2016. Rapport de contrat Alphability – Equipe Tosca Nancy, HAL
27. L. Beznea, M. Deaconu et O. Lupascu, Branching processes for the fragmentation equation, Stochastic Processes and their Applications, 125 (2015), 1861-1885, doi 10.1016/j.spa.2014.11.016, HAL
28. B. Dumortier, E. Vincent et M. Deaconu, Acoustic Control of Wind Farms, EWEA 2015 – European Wind Energy Association, Paper and Poster award, 2015, HAL
29. N. Champagnat, M. Chikhaoui, M. Deaconu et A. Lejay, Gestion de risque de portefeuille : estimation de la VaR et la CVaR, 2015. Rapport de contrat Alphability – Equipe Tosca Nancy
30. N. Champagnat, M. Deaconu, A. Lejay et A. Bedoui, Analyse de dépendance d’actifs financiers par la méthode des copules, 2014. Rapport de contrat Alphability / Equipe Tosca Nancy, HAL
31. M. Deaconu et S. Herrmann, Hitting time for Bessel processes—walk on moving spheres algorithm (WoMS), The Annals of Applied Probability, 23:6 (2013), 2259–2289, HAL
32. N. Champagnat, M. Deaconu, A. Lejay et K. Salhi, Mesure de risque : détection du régime de crise et calcul de la Value-at-Risk, 2013. Rapport de contrat Alphability / Equipe Tosca Nancy, HAL
33. S. Boukherouaa, N. Champagnat, M. Deaconu et A. Lejay, Mesure de risques : calcul de la Value-at-Risk et application à la gestion deportefeuilles, 2013. Rapport de contrat Alphability / Equipe Tosca Nancy, HAL
34. N. Champagnat, M. Deaconu, A. Lejay, N. Navet et S. Boukherouaa, An empirical analysis of heavy-tails behavior of financial data: The case for power laws (2013). Preprint. HAL  Preprint.
35. M. Deaconu, S. Herrmann et A. Lejay, Sur le problème de la stratégie optimale de couverture d’une centrale  électrique, 2011. Rapport de contrat GDF Suez Louvain la Neuve / Equipe Tosca Nancy, HAL
36. S. Zein, A. Lejay et M. Deaconu, An effcient algorithm to simulate a Brownian motion over irregular domains, Communications in Computational Physics 8:4 (2010), 901–916, HAL
37. M. Deaconu et A. Lejay, Simulation of diffusions by means of importance sampling paradigm, The Annals of Applied Probability 20:4 (2010), 1389–1424, HAL
38. M. Deaconu et A. Lejay, Problème d’ éclatement de tuyaux : approches Monte Carlo, 2010. Rapport de contrat GDF Suez-La Plaine, Saint Denis / Equipe Tosca Nancy, HAL
39. A. Bergaoui, M. Deaconu, M.Z. Ghazai, I. Henchiri, S. Herrmann, A. Lejay, V. Reutenauer, D. Talay, E. Tanré et Y. Wang, Méthodes de réduction de variance originales et de simulation exacte de prix et de grecques en finance, 2009. Rapport de contrat Calyon / Equipe Tosca, HAL
40. M. Deaconu, Processus stochastiques associés aux équations d’évolution linéaires ou non-linéaires et méthodes numériques probabilistes, Habilitation a diriger des recherches, Université Henri Poincaré – Nancy 1, France, 2008, HAL
41. M. Deaconu et A. Lejay, Simulation of exit times and positions for Brownian motions and Diffusions, Sixth International Congress on Industrial Applied Mathematics (ICIAM07) and GAMM Annual Meeting, Zurich 2007, PAMM 7:1 (2008), 1081401–1081402, HAL
42. M. Deaconu et A. Lejay, A random walk on rectangles algorithm, Methodology and Computing in Applied Probability 8:1 (2006), 135–151, HAL
43. M. Deaconu, N. Fournier et E. Tanré, Rate of Convergence of a Stochastic Particle System for the Smoluchowski coagulation equation, Methodololy and Computing in Applied Probability 5:2 (2003), 131–158, HAL
44. M. Bossy, M. Deaconu et E. Tanré, Rapport de fin de collaboration EDF / Inria sur un modèle d’équilibre de production pour la détermination du prix spot, 2003. Rapport de contrat EDF / Projet Omega.
45. M. Deaconu et N. Fournier, Probabilistic approach of some discrete and continuous coagulation equations with diffusion, Stochastic Processes and Their Applications 101 (2002), 83–111, lien
46. M. Deaconu, N. Fournier et E. Tanré, A pure jump Markov process associated with the Smoluchowski’s coagulation equation, The Annals of Probability 30:4 (2002), 1763–1796, HAL
47. M. Deaconu et E. Tanré, A generalization of the connection between the additive and multiplicative solutions for the Smoluchowski’s coagulation equation, Monte Carlo Methods and Applications 7:1-2 (2001), 141–147, HAL
48. M. Deaconu, N. Fournier et E. Tanré, A pure jump Markov process associated with the Smoluchowski’s coagulation equation, Stochastic Numerics 2001, a Workshop on numerical methods for stochastic differential equations, Feynman-Kac representations and paths integrals, Zurich (2001).
49. M. Deaconu et E. Tanré, Smoluchowski’s coagulation equation : probabilistic interpretation of solutions for constant, additive and multiplicative kernels, Annali della Scuola Normale Superiore di Pisa, Série IV XXIX:3 (2000), 549–580, HAL
50. M. Deaconu, M. Gradinaru et J.R. Roche, Sojourn time of some reflected Brownian motion in the unit disk, Probability and Mathematical Statistics 20:1 (2000), 19–38, HAL
51. M. Deaconu, Rapport de fin de collaboration EDF / Inria, Etude de la capacité des centrales  électriques, 2000. Rapport de contrat EDF / Projet Omega.
52. M. Deaconu et S. Wantz, Processus non linéaire autostabilisant réfléchi, Bulletin des Sciences Mathématiques 122:7 (1998), 521–569.
53. M. Bossy, M. Deaconu, J.P. Minier et D. Talay, Rapport de fin de collaboration EDF / Inria sur la simulation d’écoulements diphasiques turbulents, 1998. Rapport de contrat EDF / Projet Omega.
54. M. Deaconu, Processus stochastiques et équations aux dérivées partielles. Applications des espaces de Besov aux processus stochastiques, Thèse de doctorat, Université Henri Poincaré – Nancy 1, France, 1997, HAL
55. M. Deaconu et S. Wantz, Comportement des temps d’atteinte d’une diffusion fortement rentrante, Séminaire de Probabilités XXXI. Editeurs : J. Azéma, M. Emery, M. Yor. Lecture Notes in Mathematics 1655 (1997), 168–175, HAL
56. M. Deaconu, Régularité du mouvement brownien itéré, C.R. Acad. Sci. Paris 323, Série I (1996), 933–938.
57. M. Deaconu et S. Wantz, Comportement des temps d’atteinte d’une diffusion fortement rentrante, C.R. Acad. Sci. Paris 322, Série I (1996), 757–762.
58. M. Deaconu et A. Kamont, Approximation by Tensor Product Neural Networks, 1995. Prépublication de l’Institut Elie Cartan, Nr. 20.
59. M. Deaconu et B. Roynette, Besov Regularity for the Solution of Walsh Equation, 1995. Prépublication de l’Institut Elie Cartan, Nr. 6.

Partenariat industriel

• Le Foyer Luxembourg et SnT Université du Luxembourg, 2018-2022. Coordinatrice pour PASTA.

Collaborations et projets internationaux

• Cristina Zucca (Université de Turin).
• Ernesto Mordecki (Centro de Matematica, University of the Republic of Uruguay).
• Lucian Beznea (IMAR, Bucarest) et Oana Lupascu-Stamate (ISMMA Bucarest).

Collaborations en France et projets de recherche

• Samuel Herrmann (professeur à l’Université de Bourgogne).
• Caroline Le Bouteiller (INRAE de Grenoble).