Citation: Lefebvre, Mario, Utilisation de densites des premier passage en commande optimale stochastique, Advances in applied probability , 20(1), 1988, pp. 231-234
Citation: Lefebvre, Mario, A homing problem for diffusion processes with control-dependent variance, Annals of applied probability , 14(2), 2004, pp. 786-795
Citation: Lefebvre, Mario et Léonard, Éric, On the first hitting place of the integrated Wiener process, Advances in applied probability , 21(4), 1989, pp. 945-948