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Samuel Herrmann
Samuel Herrmann
Institut de Mathématiques de Bourgogne
Verified email at u-bourgogne.fr
Title
Cited by
Cited by
Year
Large deviations and a Kramers’ type law for self-stabilizing diffusions
S Herrmann, P Imkeller, D Peithmann
952008
Non-uniqueness of stationary measures for self-stabilizing processes
S Herrmann, J Tugaut
Stochastic Processes and their Applications 120 (7), 1215-1246, 2010
852010
A singular large deviations phenomenon
M Gradinaru, S Herrmann, B Roynette
Annales de l'Institut Henri Poincare (B) Probability and Statistics 37 (5 …, 2001
562001
Boundedness and convergence of some self-attracting diffusions
S Herrmann, B Roynette
Mathematische Annalen 325, 81-96, 2003
482003
Hitting time for Bessel processes—walk on moving spheres algorithm (WoMS)
M Deaconu, S Herrmann
412013
The exit problem for diffusions with time-periodic drift and stochastic resonance
S Herrmann, P Imkeller
392005
Stationary measures for self-stabilizing processes: asymptotic analysis in the small noise limit
S Herrmann, J Tugaut
372010
Self-stabilizing processes: uniqueness problem for stationary measures and convergence rate in the small-noise limit
S Herrmann, J Tugaut
ESAIM: Probability and Statistics 16, 277-305, 2012
362012
Stochastic Resonance
S Herrmann, P Imkeller, I Pavlyukevich, D Peithmann
American Mathematical Soc., 2013
312013
Phénomène de Peano et grandes déviations
S Herrmann
Comptes Rendus de l'Académie des Sciences-Series I-Mathematics 332 (11 …, 2001
272001
Rate of convergence of some self-attracting diffusions
S Herrmann, M Scheutzow
Stochastic processes and their applications 111 (1), 41-55, 2004
252004
Barrier crossings characterize stochastic resonance
S Herrmann, P Imkeller
Stochastics and Dynamics 2 (03), 413-436, 2002
242002
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
232017
The first-passage time of the Brownian motion to a curved boundary: an algorithmic approach
S Herrmann, E Tanré
SIAM Journal on Scientific Computing 38 (1), A196-A215, 2016
232016
From persistent random walk to the telegraph noise
S Herrmann, P Vallois
Stochastics and Dynamics 10 (02), 161-196, 2010
232010
Persistent random walks, variable length Markov chains and piecewise deterministic Markov processes
P Cénac, B Chauvin, S Herrmann, P Vallois
arXiv preprint arXiv:1208.3358, 2012
192012
Exact simulation of the first-passage time of diffusions
S Herrmann, C Zucca
Journal of Scientific Computing 79, 1477-1504, 2019
182019
Transition times and stochastic resonance for multidimensional diffusions with time periodic drift: a large deviations approach
S Herrmann, P Imkeller, D Peithmann
182006
Two mathematical approaches to stochastic resonance
S Herrmann, P Imkeller, I Pavlyukevich
Interacting stochastic systems, 327-351, 2005
152005
Exact simulation of first exit times for one-dimensional diffusion processes
S Herrmann, C Zucca
ESAIM: Mathematical Modelling and Numerical Analysis 54 (3), 811-844, 2020
142020
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