• M. Deaconu and A. Lejay, Simulation of exit times and positions for Brownian motions and diffusions PAMM 7:1, 1081401-1081402 (2008) [Sixth International Congress on Industrial Applied Mathematics (ICIAM07) and GAMM Annual Meeting, Zürich 2007, Zürich]
  • M. Deaconu, N. Fournier and E. Tanré, A pure jump Markov process associated with the Smoluchowski's coagulation equation, Stochastic Numerics 2001, Workshop on Numerical Methods for Stochastic Differential Equations, Feynman-Kac representations and paths integrals.

Submitted papers

  • L. Beznea, M. Deaconu and O. Lupascu, Numerical approach for stochastic differential equations of fragmentation, application to avalanches (2017).