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Habilitation à diriger des recherches

Probabilistic models in physics, biology and actuarial science.

Abstract : This document is an overview of my works on different probabilistic models for various applications, always with the aim of studying carefully the behavior and properties of the underlying process. First, the question of the dependence on the initial condition of the solutions of the Boltzmann and the Landau equations, in kinetic theory, is investigated. We also introduce an innovative method to simulate the solution of the Landau equation. We then consider the long time behavior of a flagellated bacterium in its environment, modelled by a piecewise deterministic Markov process. At last new ruin times in actuarial science and some Markov switching processes are introduced and studied in the last chapter.
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Habilitation à diriger des recherches
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https://tel.archives-ouvertes.fr/tel-02915245
Contributor : Hélène Guérin <>
Submitted on : Thursday, August 13, 2020 - 8:52:38 PM
Last modification on : Tuesday, August 18, 2020 - 3:01:54 AM

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Hélène Guerin. Probabilistic models in physics, biology and actuarial science.. Probability [math.PR]. Université de Rennes 1 (UR1), 2019. ⟨tel-02915245⟩

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