Large deviations and a Kramers’ type law for self-stabilizing diffusions S Herrmann, P Imkeller, D Peithmann | 97 | 2008 |
Non-uniqueness of stationary measures for self-stabilizing processes S Herrmann, J Tugaut Stochastic Processes and their Applications 120 (7), 1215-1246, 2010 | 87 | 2010 |
A singular large deviations phenomenon M Gradinaru, S Herrmann, B Roynette Annales de l'Institut Henri Poincare (B) Probability and Statistics 37 (5 …, 2001 | 56 | 2001 |
Boundedness and convergence of some self-attracting diffusions S Herrmann, B Roynette Mathematische Annalen 325, 81-96, 2003 | 48 | 2003 |
Hitting time for Bessel processes—walk on moving spheres algorithm (WoMS) M Deaconu, S Herrmann | 41 | 2013 |
The exit problem for diffusions with time-periodic drift and stochastic resonance S Herrmann, P Imkeller | 39 | 2005 |
Stationary measures for self-stabilizing processes: asymptotic analysis in the small noise limit S Herrmann, J Tugaut | 38 | 2010 |
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 | 36 | 2012 |
Stochastic Resonance S Herrmann, P Imkeller, I Pavlyukevich, D Peithmann American Mathematical Soc., 2013 | 33 | 2013 |
Phénomène de Peano et grandes déviations S Herrmann Comptes Rendus de l'Académie des Sciences-Series I-Mathematics 332 (11 …, 2001 | 27 | 2001 |
Rate of convergence of some self-attracting diffusions S Herrmann, M Scheutzow Stochastic processes and their applications 111 (1), 41-55, 2004 | 25 | 2004 |
Barrier crossings characterize stochastic resonance S Herrmann, P Imkeller Stochastics and Dynamics 2 (03), 413-436, 2002 | 24 | 2002 |
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 |
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 | 23 | 2016 |
From persistent random walk to the telegraph noise S Herrmann, P Vallois Stochastics and Dynamics 10 (02), 161-196, 2010 | 23 | 2010 |
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 | 19 | 2012 |
Exact simulation of the first-passage time of diffusions S Herrmann, C Zucca Journal of Scientific Computing 79, 1477-1504, 2019 | 18 | 2019 |
Transition times and stochastic resonance for multidimensional diffusions with time periodic drift: a large deviations approach S Herrmann, P Imkeller, D Peithmann | 18 | 2006 |
Two mathematical approaches to stochastic resonance S Herrmann, P Imkeller, I Pavlyukevich Interacting stochastic systems, 327-351, 2005 | 15 | 2005 |
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 | 14 | 2020 |