@article{DereudreMazzonettoRoelly2017,
  author    = {Dereudre, David and Mazzonetto, Sara and Roelly, Sylvie},
  title     = {Exact simulation of Brownian diffusions with drift admitting jumps},
  series = {SIAM journal on scientific computing},
  volume    = {39},
  journal   = {SIAM journal on scientific computing},
  number    = {3},
  publisher = {Society for Industrial and Applied Mathematics},
  address   = {Philadelphia},
  issn      = {1064-8275},
  doi       = {10.1137/16M107699X},
  pages     = {A711 -- A740},
  year      = {2017},
  abstract  = {In this paper, using an algorithm based on the retrospective rejection sampling scheme introduced in [A. Beskos, O. Papaspiliopoulos, and G. O. Roberts,Methodol. Comput. Appl. Probab., 10 (2008), pp. 85-104] and [P. Etore and M. Martinez, ESAIM Probab.Stat., 18 (2014), pp. 686-702], we propose an exact simulation of a Brownian di ff usion whose drift admits several jumps. We treat explicitly and extensively the case of two jumps, providing numerical simulations. Our main contribution is to manage the technical di ffi culty due to the presence of t w o jumps thanks to a new explicit expression of the transition density of the skew Brownian motion with two semipermeable barriers and a constant drift.},
  language  = {en}
}
@article{DereudreRoelly2017,
  author    = {Dereudre, David and Roelly, Sylvie},
  title     = {Path-dependent infinite-dimensional SDE with non-regular drift},
  series = {Annales de l'Institut Henri Poincar{\´e} : B, Probability and statistics},
  volume    = {53},
  journal   = {Annales de l'Institut Henri Poincar{\´e} : B, Probability and statistics},
  number    = {2},
  publisher = {Inst. of Mathematical Statistics},
  address   = {Bethesda},
  issn      = {0246-0203},
  doi       = {10.1214/15-AIHP728},
  pages     = {641 -- 657},
  year      = {2017},
  abstract  = {We establish in this paper the existence of weak solutions of infinite-dimensional shift invariant stochastic differential equations driven by a Brownian term. The drift function is very general, in the sense that it is supposed to be neither bounded or continuous, nor Markov. On the initial law we only assume that it admits a finite specific entropy and a finite second moment. The originality of our method leads in the use of the specific entropy as a tightness tool and in the description of such infinite-dimensional stochastic process as solution of a variational problem on the path space. Our result clearly improves previous ones obtained for free dynamics with bounded drift.},
  language  = {en}
}
@article{ConfortiPraRoelly2015,
  author    = {Conforti, Giovanni and Pra, Paolo Dai and Roelly, Sylvie},
  title     = {Reciprocal Class of Jump Processes},
  series = {Journal of theoretical probability},
  volume    = {30},
  journal   = {Journal of theoretical probability},
  publisher = {Springer},
  address   = {New York},
  issn      = {0894-9840},
  doi       = {10.1007/s10959-015-0655-3},
  pages     = {551 -- 580},
  year      = {2015},
  abstract  = {Processes having the same bridges as a given reference Markov process constitute its reciprocal class. In this paper we study the reciprocal class of compound Poisson processes whose jumps belong to a finite set . We propose a characterization of the reciprocal class as the unique set of probability measures on which a family of time and space transformations induces the same density, expressed in terms of the reciprocal invariants. The geometry of plays a crucial role in the design of the transformations, and we use tools from discrete geometry to obtain an optimal characterization. We deduce explicit conditions for two Markov jump processes to belong to the same class. Finally, we provide a natural interpretation of the invariants as short-time asymptotics for the probability that the reference process makes a cycle around its current state.},
  language  = {en}
}
@article{DombrowskyUndRoelly2019,
  author    = {Dombrowsky, Charlotte and Und, Myriam Fradon and Roelly, Sylvie},
  title     = {Packungen aus Kreisscheiben},
  series = {Elemente der Mathematik},
  volume    = {74},
  journal   = {Elemente der Mathematik},
  number    = {2},
  publisher = {EMS Publ.},
  address   = {Z{\"u}rich},
  issn      = {0013-6018},
  doi       = {10.4171/EM/381},
  pages     = {45 -- 62},
  year      = {2019},
  abstract  = {Der englische Seefahrer Sir Walter Raleigh fragte sich einst, wie er in seinem Schiffsladeraum moeglichst viele Kanonenkugeln stapeln koennte. Johannes Kepler entwickelte daraufhin 1611 eine Vermutung ueber die optimale Anordnung der Kugeln. Diese Vermutung sollte sich als eine der haertesten mathematischen Nuesse der Geschichte erweisen. Selbst in der Ebene sind dichteste Packungen kongruenter Kreise eine Herausforderung. 1892 und 1910 veroeffentlichte Axel Thue (kritisierte) Beweise, dass die hexagonale Kreispackung optimal sei. Erst 1940 lieferte Laszlo Fejes Toth schliesslich einen wasserdichten Beweis fuer diese Tatsache. Eine Variante des Problems verlangt, Packungen mit endlich vielen kongruenten Kugeln zu finden, die eine gewisse quadratische Energie minimieren: Diese spannende geometrische Aufgabe wurde 1967 von Toth gestellt. Sie ist auch heute noch nicht vollstaendig gelaest. In diesem Beitrag schlagen die Autorinnen eine originelle wahrscheinlichkeitstheoretische Methode vor, um in der Ebene N{\"a}herungen der L{\"o}sung zu konstruieren.},
  language  = {de}
}
@article{ConfortiKosenkovaRoelly2019,
  author    = {Conforti, Giovanni and Kosenkova, Tetiana and Roelly, Sylvie},
  title     = {Conditioned Point Processes with Application to Levy Bridges},
  series = {Journal of theoretical probability},
  volume    = {32},
  journal   = {Journal of theoretical probability},
  number    = {4},
  publisher = {Springer},
  address   = {New York},
  issn      = {0894-9840},
  doi       = {10.1007/s10959-018-0863-8},
  pages     = {2111 -- 2134},
  year      = {2019},
  abstract  = {Our first result concerns a characterization by means of a functional equation of Poisson point processes conditioned by the value of their first moment. It leads to a generalized version of Mecke's formula. En passant, it also allows us to gain quantitative results about stochastic domination for Poisson point processes under linear constraints. Since bridges of a pure jump L{\´e}vy process in Rd with a height a can be interpreted as a Poisson point process on space-time conditioned by pinning its first moment to a, our approach allows us to characterize bridges of L{\´e}vy processes by means of a functional equation. The latter result has two direct applications: First, we obtain a constructive and simple way to sample L{\´e}vy bridge dynamics; second, it allows us to estimate the number of jumps for such bridges. We finally show that our method remains valid for linearly perturbed L{\´e}vy processes like periodic Ornstein-Uhlenbeck processes driven by L{\´e}vy noise.},
  language  = {en}
}
@article{ConfortiRoelly2017,
  author    = {Conforti, Giovanni and Roelly, Sylvie},
  title     = {Bridge mixtures of random walks on an Abelian group},
  series = {Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability},
  volume    = {23},
  journal   = {Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability},
  publisher = {International Statistical Institute},
  address   = {Voorburg},
  issn      = {1350-7265},
  doi       = {10.3150/15-BEJ783},
  pages     = {1518 -- 1537},
  year      = {2017},
  language  = {en}
}
@article{CattiauxFradonKuliketal.2016,
  author    = {Cattiaux, Patrick and Fradon, Myriam and Kulik, Alexei M. and Roelly, Sylvie},
  title     = {Long time behavior of stochastic hard ball systems},
  series = {Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability},
  volume    = {22},
  journal   = {Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability},
  publisher = {International Statistical Institute},
  address   = {Voorburg},
  issn      = {1350-7265},
  doi       = {10.3150/14-BEJ672},
  pages     = {681 -- 710},
  year      = {2016},
  abstract  = {We study the long time behavior of a system of n = 2, 3 Brownian hard balls, living in R-d for d >= 2, submitted to a mutual attraction and to elastic collisions.},
  language  = {en}
}
@article{KellerRoellyValleriani2015,
  author    = {Keller, Peter and Roelly, Sylvie and Valleriani, Angelo},
  title     = {On time duality for Markov Chains},
  series = {Stochastic models},
  volume    = {31},
  journal   = {Stochastic models},
  number    = {1},
  publisher = {Taylor \& Francis Group},
  address   = {Philadelphia},
  issn      = {1532-6349},
  doi       = {10.1080/15326349.2014.969736},
  pages     = {98 -- 118},
  year      = {2015},
  abstract  = {For an irreducible continuous time Markov chain, we derive the distribution of the first passage time from a given state i to another given state j and the reversed passage time from j to i, each under the condition of no return to the starting point. When these two distributions are identical, we say that i and j are in time duality. We introduce a new condition called permuted balance that generalizes the concept of reversibility and provides sufficient criteria, based on the structure of the transition graph of the Markov chain. Illustrative examples are provided.},
  language  = {en}
}
@article{ConfortiLeonardMurretal.2015,
  author    = {Conforti, Giovanni and Leonard, Christian and Murr, R{\"u}diger and Roelly, Sylvie},
  title     = {Bridges of Markov counting processes. Reciprocal classes and duality formulas},
  series = {Electronic communications in probability},
  volume    = {20},
  journal   = {Electronic communications in probability},
  publisher = {Univ. of Washington, Mathematics Dep.},
  address   = {Seattle},
  issn      = {1083-589X},
  doi       = {10.1214/ECP.v20-3697},
  pages     = {12},
  year      = {2015},
  abstract  = {Processes sharing the same bridges are said to belong to the same reciprocal class. In this article we analyze reciprocal classes of Markov counting processes by identifying their reciprocal invariants and we characterize them as the set of counting processes satisfying some duality formula.},
  language  = {en}
}
@article{KellerRoellyValleriani2015,
  author    = {Keller, Peter and Roelly, Sylvie and Valleriani, Angelo},
  title     = {A Quasi Random Walk to Model a Biological Transport Process},
  series = {Methodology and computing in applied probability},
  volume    = {17},
  journal   = {Methodology and computing in applied probability},
  number    = {1},
  publisher = {Springer},
  address   = {Dordrecht},
  issn      = {1387-5841},
  doi       = {10.1007/s11009-013-9372-5},
  pages     = {125 -- 137},
  year      = {2015},
  abstract  = {Transport molecules play a crucial role for cell viability. Amongst others, linear motors transport cargos along rope-like structures from one location of the cell to another in a stochastic fashion. Thereby each step of the motor, either forwards or backwards, bridges a fixed distance and requires several biochemical transformations, which are modeled as internal states of the motor. While moving along the rope, the motor can also detach and the walk is interrupted. We give here a mathematical formalization of such dynamics as a random process which is an extension of Random Walks, to which we add an absorbing state to model the detachment of the motor from the rope. We derive particular properties of such processes that have not been available before. Our results include description of the maximal distance reached from the starting point and the position from which detachment takes place. Finally, we apply our theoretical results to a concrete established model of the transport molecule Kinesin V.},
  language  = {en}
}