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Publications
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"Approximation by quantization of the filter process and applications to optimal stopping problems under partial observation",
Monte Carlo methods and Applications, vol. 11(1), pp. 57-81, 2005.
Abstract
Download: Quantization filter process optimal stopping.pdf (345.93 KB)
"Comparative survey on nonlinear filtering methods: the quantization and the particle filtering approaches",
Journal of Statistical Computation and Simulation, vol. 78, issue 2, pp. 93-113, 2008.
Abstract
Convergence of multi-dimensional quantized SDE's,
, 2010.
Abstract
Download: Pages_Sellami_Quantized_SDE.pdf (356.05 KB)
"High resolution quantization and entropy coding of jump processes",
Journal of Complexity, vol. 25, pp. 163-187, 2009.
Abstract
"On the link between small ball probabilities and the quantization problem for Gaussian measures on Banach spaces",
Journal of Theoretical Probability, vol. 16(1), 2003.
Abstract
"Quantization based filtering method using first order approximation",
SIAM journal on numerical analysis, vol. 47, issue 6, pp. 4711-4734 , 2010.
Abstract
"Universal $L^s$-rate-optimality of $L^r$-optimal quantizers by dilatation and contraction",
ESAIM: Probability and Statistics, vol. 13, pp. 218-246, 2009.
Abstract
"Méthodes de quantification optimale pour le filtrage et applications à la finance",
Applied mathematics: Université Paris Dauphine, 2005.
Abstract
Download: PhD_AfefSELLAMI.pdf (1.35 MB)Introduction_Sellami.pdf (248.72 KB)