Asymptotic expansion of stochastic flows F Castell Probability theory and related fields 96, 225-239, 1993 | 111 | 1993 |
The ordinary differential equation approach to asymptotically efficient schemes for solution of stochastic differential equations F Castell, J Gaines Annales de l'IHP Probabilités et statistiques 32 (2), 231-250, 1996 | 68 | 1996 |
An efficient approximation method for stochastic differential equations by means of the exponential Lie series F Castell, J Gaines Mathematics and computers in simulation 38 (1-3), 13-19, 1995 | 40 | 1995 |
A log-rank-type test to compare net survival distributions N Grafféo, F Castell, A Belot, R Giorgi Biometrics 72 (3), 760-769, 2016 | 39 | 2016 |
Self-Intersection Times for Random Walk, and Random Walk in Random Scenery in dimensions d> 4 A Asselah, F Castell arXiv preprint math/0509721, 2005 | 37* | 2005 |
Large deviations for Brownian motion in a random scenery A Asselah, F Castell Probability theory and related fields 126 (4), 497-527, 2003 | 37 | 2003 |
A local limit theorem for random walks in random scenery and on randomly oriented lattices F Castell, N Guillotin-Plantard, F Pène, B Schapira | 31 | 2011 |
Random walk in random scenery and self-intersection local times in dimensions d ≥ 5 A Asselah, F Castell Probability theory and related fields 138 (1), 1-32, 2007 | 29 | 2007 |
Limit theorems for one and two-dimensional random walks in random scenery F Castell, N Guillotin-Plantard, F Pène Annales de l'IHP Probabilités et statistiques 49 (2), 506-528, 2013 | 26 | 2013 |
A note on random walk in random scenery A Asselah, F Castell Annales de l'IHP Probabilités et statistiques 43 (2), 163-173, 2007 | 26 | 2007 |
Intertwining wavelets or multiresolution analysis on graphs through random forests L Avena, F Castell, A Gaudillière, C Mélot Applied and Computational Harmonic Analysis 48 (3), 949-992, 2020 | 24 | 2020 |
Annealed large deviations for diffusions in a random Gaussian shear flow drift F Castell, F Pradeilles Stochastic processes and their applications 94 (2), 171-197, 2001 | 24 | 2001 |
Flow decomposition and large deviations GB Arous, F Castell Journal of functional analysis 140 (1), 23-67, 1996 | 23 | 1996 |
Large deviations for intersection local times in critical dimension F Castell | 22 | 2010 |
Random forests and networks analysis L Avena, F Castell, A Gaudillière, C Mélot Journal of Statistical Physics 173, 985-1027, 2018 | 20 | 2018 |
Moderate deviations for diffusions in a random Gaussian shear flow drift F Castell Annales de l'Institut Henri Poincare (B) Probability and Statistics 40 (3 …, 2004 | 20 | 2004 |
A probabilistic approach to semi-classical approximations GB Arous, F Castell journal of functional analysis 137 (1), 243-280, 1996 | 17 | 1996 |
Parabolic Anderson model with a finite number of moving catalysts F Castell, O Gün, G Maillard Probability in Complex Physical Systems: In Honour of Erwin Bolthausen and …, 2011 | 15 | 2011 |
Exponential moments of self-intersection local times of stable random walks in subcritical dimensions F Castell, C Laurent, C Mélot Journal of the London Mathematical Society 89 (3), 876-902, 2014 | 12 | 2014 |
Homogenization of random semilinear PDEs. F Castell Probability Theory & Related Fields 121 (4), 2001 | 12 | 2001 |