Concepedia

Fabienne Castell

FC

Statistics

Publications

15

Citations

365

H-Index

12

Active since

1993

Affiliations

Centre National de la Recherche Scientifique(Current)

Aix-Marseille Université

Université Paris-Sud

Fabienne Castell is an author at Centre National de la Recherche Scientifique specializing in engineering, probability theory, and large deviations.

Top concepts

EngineeringProbabilityBrownian MotionLarge DeviationsStochastic CalculusApproximation TheoryPhysicsStatisticsFluid DynamicsNumerical Analysis

Publications per year

1993–2017

15

Publications

15

Asymptotic expansion of stochastic flows

Fabienne Castell · Probability Theory and Related Fields · 1993 · 76 citations · Full text

Stochastic Dynamical System, Stochastic Differential Equation, Probability Theory +1

A Log-Rank-Type Test to Compare Net Survival Distributions

Nathalie Grafféo, Fabienne Castell, Aurélien Belot et al. · Biometrics · 2016 · 42 citations · Full text

An efficient approximation method for stochastic differential equations by means of the exponential Lie series

Fabienne Castell, J. G. Gaines · Mathematics and Computers in Simulation · 1995 · 40 citations

Numerical Analysis, Engineering, Perturbation Method +8

Random walk in random scenery and self-intersection local times in dimensions d ≥ 5

Amine Asselah, Fabienne Castell · Probability Theory and Related Fields · 2006 · 36 citations · Full text

Random Scenery, Self-intersection Local Times, Probability Theory +2

Large deviations for Brownian motion in a random scenery

Amine Asselah, Fabienne Castell · Probability Theory and Related Fields · 2003 · 30 citations · Full text

Large Deviations, Engineering, Stochastic Phenomenon +3

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