Concepedia

Author

Nadia Oudjane

Électricité de France (France)ORCID

Also Known As

Francesco Russo, Gaubert, Stephane, HU, Peng, Lazzaro, Alfio, N. Oudjane, Nadia Oudjane, Nadia, OUDJANE, OUDJANE, Nadia, Oudjane, Nadia, Stephane Gaubert

104

Publications

1.2K

Citations

14

H-Index

29

Concepts

All Affiliations

Électricité de France (France)Laboratoire Analyse, Géométrie et ApplicationsÉcole Nationale Supérieure de Techniques AvancéesUniversité Paris Dauphine-PSLInstitut national de recherche en sciences et technologies du numérique
NO

About

Nadia Oudjane is an author at Électricité de France (France) specializing in engineering, approximation theory, and nonlinear filtering.

Top Concepts

#ConceptH-IndexPublicationsCitations

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Engineering

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Business

1

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11

3

Social Sciences

1

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11

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Economics

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11

5

Geography

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Nadia Oudjane

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10

Publications

385

Citations

10

H-Index

YearCitations

Stability and uniform approximation of nonlinear filters using the Hilbert metric and application to particle filters

François Le Gland, Nadia Oudjane

The Annals of Applied Probability

2004

145

Progressive correction for regularized particle filters

Nadia Oudjane, Christian Musso

2000

86

A robustification approach to stability and to uniform particle approximation of nonlinear filters: the example of pseudo-mixing signals

F. LeGland, Nadia Oudjane

Stochastic Processes and their Applications

2003

49

Variance optimal hedging for continuous time additive processes and applications

Stéphane Goutte, Nadia Oudjane, Francesco Russo

Stochastics

2013

23

Probabilistic representation of a class ofnon-conservative nonlinearPartial Differential Equations

Anthony Le Cavil, Nadia Oudjane, Francesco Russo

Latin American Journal of Probability and Mathematical Statistics

2016

21

Variance–optimal hedging for discrete-time processes with independent increments: application to electricity markets

Stéphane Goutte, Nadia Oudjane, Francesco Russo

The Journal of Computational Finance

2013

15

Particle system algorithm and chaos propagation related to non-conservative McKean type stochastic differential equations

Anthony Le Cavil, Nadia Oudjane, Francesco Russo

Stochastic Partial Differential Equations Analysis and Computations

2016

12

Monte-Carlo Algorithms for Forward Feynman-Kac type representation for\n semilinear nonconservative Partial Differential Equations

Anthony Le Cavil, Nadia Oudjane, Francesco Russo

arXiv (Cornell University)

2017

12

Recent particle filter applied to terrain navigation

Christian Musso, Nadia Oudjane

2000

11

Some non-Gaussian models for electricity spot prices

Jerome Collet, Veronique Duwig, Nadia Oudjane

2006

11

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