Statistical Post-Processing of Weather Forecasts for the Renewable Energy Production by Eolian Devices, L. Lenôtre, submitted [HAL].
A Strategy for Parallel Implementations of Stochastic Lagrangian Simulation, L. Lenôtre, Monte Carlo and Quasi Monte Carlo Methods: MCQMC, Leuven, Belgium, April 2014, Springer International Publishing, 507--520, 2016 [HAL, Book].
Hastings-Metropolis Algorithm on Markov Chains for Small-Probability Estimation, F. Bachoc, A. Bachouch and L. Lenôtre, ESAIM: Proc., 48, 276--307, 2015 [HAL, Journal].
One-Dimensional Skew Diffusions: Explicit Expressions of Densities and Resolvent Kernel, A. Lejay, L. Lenôtre and G. Pichot, research report [HAL].
Two Numerical Schemes for the Simulation of Skew Diffusions using their Resolvent Kernel, L. Lenôtre, research report [HAL].
Mathematics and their applications, november 2015, University of Rennes 1
Dissertation: Study and Simulation of Skew Diffusion Processes [HAL, Slides].
Keywords: Parabolic Partial Differential Equations; Semi-Group Theory; Sturm-Liouville Problem; Stochastic Processes; Monte Carlo Methods; Numerical Analysis; High Performance Computing.