Concepedia

Mario Lefebvre

ML

Statistics

Publications

15

Citations

234

H-Index

11

Active since

1971

Affiliations

Polytechnique Montréal(Current)

École Polytechnique

Mario Lefebvre is an author at Polytechnique Montréal specializing in engineering, stochastic calculus, and stochastic processes.

Top concepts

EngineeringStochastic CalculusStochastic ProcessesProcess ControlStochastic AnalysisSystems EngineeringHydrologyWater ResourcesGeographyProbability

Publications per year

1971–2017

15

Publications

15

First-Passage Densities of a Two-Dimensional Process

Mario Lefebvre · SIAM Journal on Applied Mathematics · 1989 · 51 citations

Optimal Control, Engineering, Physics +15

Moment generating function of a first hitting place for the integrated Ornstein-Uhlenbeck process

Mario Lefebvre · Stochastic Processes and their Applications · 1989 · 27 citations

Engineering, Stochastic Calculus, Stochastic Dynamical System +5

Risk-sensitive optimal investment policy

Mario Lefebvre, P Montulet · International Journal of Systems Science · 1994 · 16 citations

Engineering, Financial Risk Management, Ordinary Differential Equations +17

Using filtered Poisson processes to model a river flow

Mario Lefebvre, Jean-Luc Guilbault · Applied Mathematical Modelling · 2007 · 15 citations

Environmental Flow, River Basin Management, Engineering +5

Analytical solutions to LQG homing problems in one dimension

Mario Lefebvre, Foued Zitouni · Systems Science & Control Engineering · 2014 · 14 citations · Full text

Numerical Analysis, Mathematical Programming, Engineering +10

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