About: Samuel Herrmann

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An Entity of Type : foaf:Person, within Data Space : data.idref.fr associated with source document(s)

Attributes	Values
type	Person
sameAs	Herrmann, Samuel Herrmann, Samuel Herrmann, Samuel Herrmann, Samuel
preferred label	Herrmann, Samuel
name	Samuel Herrmann
Language	http://lexvo.org/id/iso639-3/fra
isni:identifierValid	0000000117335067
Given name	Samuel
familyName	Herrmann
note	Titulaire d'un doctorat en sciences et techniques communes à l'université de Nancy 1 en 2001 Enseignant-chercheur de mathématiques appliquées à l'université de Bourgogne (Dijon). Il est rattaché à l'Institut de mathématiques, au laboratoire Probabilités, statistiques et applications, équipe Statistique, Probabilités, Optimisation et Contrôle (SPOC). Membre de l'équipe TOSCA à l'INRIA. HDR sur le calcul asymptotique dans certains processus stochastiques à l'université de Nancy I en 2009. Domaines de recherches : processus stochastiques continues ; phénomènes de résonance stochastique, comportement en temps long de processus à mémoire longue, phénomènes de grandes déviations pour les diffusions, temps de sorties d'un domaine borné pour un processus stochastique continu.
gender	male
ORCID iD	0000-0003-3670-4387
is sameAs of	Herrmann, Samuel Herrmann, Samuel
is Thesis advisor of	http://www.sudoc.fr/148503772/id http://www.sudoc.fr/169342115/id http://www.sudoc.fr/195967909/id http://www.sudoc.fr/259429694/id Etude du comportement en temps long de processus de markov déterministes par morceaux Processus d'Ornstein-Uhlenbeck et son supremum, quelques résultats théoriques et application au risque climatique http://www.sudoc.fr/260961760/id Premier temps de passage pour une diffusion
is Praeses of	http://www.sudoc.fr/282937447/id Modèles stochastiques de branchement-sélection
is Author of	Etude de processus de diffusion http://www.sudoc.fr/179358731/id http://www.sudoc.fr/07138345X/id Stochastic resonance, a mathematical approach in the small noise limit http://www.sudoc.fr/137558813/id http://www.sudoc.fr/191584487/id Self-stabilizing processes: uniqueness problem for stationary measures and convergence rate in the small-noise limit Etude de processus de diffusion Strong approximation of Bessel processes Non uniqueness of stationary measures for self-stabilizing diffusions Exit problem for Ornstein-Uhlenbeck processes: A random walk approach Exact Simulation of the First-Passage Time of Diffusions The walk on moving spheres: a new tool for simulating Brownian motion's exit time from a domain Large deviations and a Kramers' type law for self-stabilizing diffusions Initial-boundary value problem for the heat equation - A stochastic algorithm Approximation of exit times for one-dimensional linear and growth diffusion processes A singular large deviations phenomenon Strong approximation of some particular one-dimensional diffusions http://www.sudoc.fr/126477132/id Mean-field limit versus small-noise limit for some interacting particle systems Exact simulation of the first-passage time of diffusions http://www.numdam.org/articles/10.1051/ps/2011152#id https://zbmath.org/1978380#id Self-stabilizing processes: uniqueness problem for stationary measures and convergence rate in the small noise limit The first-passage time of the Brownian motion to a curved boundary: an algorithmic approach Transition times and stochastic resonance for multidimensional diffusions with time periodic drift: A large deviations approach Persistent random walks, variable length Markov chains and piecewise deterministic Markov processes Hitting time for Bessel processes - walk on moving spheres algorithm (WoMS) Statistics of transitions for Markov chains with periodic forcing Self-stabilizing processes: uniqueness problem for stationary measures and convergence rate in the small-noise limit Stochastic Resonance Stationary measures for self-stabilizing processes: asymptotic analysis in the small noise limit From persistent random walks to the telegraph noise The exit problem for diffusions with time-periodic drift and stochastic resonance. Statistics of transitions for Markov chains with periodic forcing Persistent random walks, variable length Markov chains and piecewise deterministic Markov processes * Exit problem for Ornstein-Uhlenbeck processes: a random walk approach Two mathematical approaches to stochastic resonance Simulation of hitting times for Bessel processes with non-integer dimension Exact simulation of diffusion first exit times: algorithm acceleration Exact simulation of first exit times for one-dimensional diffusion processes Exact simulation of the first passage time through a given level for jump diffusions http://www.numdam.org/item/AIHPB_2001__37_5_555_0#id Exact simulation of diffusion first exit times: algorithm acceleration Exact simulation of first exit times for one-dimensional diffusion processes Exact simulation of first exit times for one-dimensional diffusion processes Approximation of exit times for one-dimensional linear diffusion processes https://zbmath.org/1642237#id
is primary topic of	http://www.idref.fr/137824025
is Opponent of	http://www.sudoc.fr/27740858X/id http://www.sudoc.fr/282471324/id
is Thesis referee of	http://www.sudoc.fr/234103485/id http://www.sudoc.fr/241419751/id http://www.sudoc.fr/279895585/id http://www.sudoc.fr/241363780/id http://www.sudoc.fr/232448264/id

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