papers
Publications (13)
math.PR2008
Large deviations and a Kramers' type law for self-stabilizing diffusions
Samuel Herrmann, Peter Imkeller, Dierk Peithmann
math.PR2015
The walk on moving spheres: a new tool for simulating Brownian motion's exit time from a domain
Madalina Deaconu, Samuel Herrmann, Sylvain Maire
math.PR2017
Exact simulation of the first-passage time of diffusions
Samuel Herrmann, Cristina Zucca
math.PR2005
The exit problem for diffusions with time-periodic drift and stochastic resonance
Samuel Herrmann, Peter Imkeller
math.PR2014
Mean-field limit versus small-noise limit for some interacting particle systems
Samuel Herrmann, Julian Tugaut
math.PR2007
Transition times and stochastic resonance for multidimensional diffusions with time periodic drift: A large deviations approach
Samuel Herrmann, Peter Imkeller, Dierk Peithmann
math.PR2008
From persistent random walks to the telegraph noise
Samuel Herrmann, Pierre Vallois
math.PR2016
Initial-Boundary Value Problem for the heat equation - A stochastic algorithm
Madalina Deaconu, Samuel Herrmann
math.PR2013
Statistics of transitions for Markov chains with periodic forcing
Samuel Herrmann, Damien Landon
math.PR2012
Persistent random walks, variable length Markov chains and piecewise deterministic Markov processes
Peggy Cénac, Brigitte Chauvin, Samuel Herrmann +1
math.PR2015
The first-passage time of the Brownian motion to a curved boundary: an algorithmic approach
Samuel Herrmann, Etienne Tanré
math.PR2014
Simulation of hitting times for Bessel processes with non integer dimension
Madalina Deaconu, Samuel Herrmann
math.PR2013
Hitting time for Bessel processes - walk on moving spheres algorithm (WoMS)
Madalina Deaconu, Samuel Herrmann