Likelihood ratios and Bayesian inference for Poisson channels - Anthony Reveillac (CoRR, 2007)

Likelihood Ratios and Inference for Poisson Channels. - Anthony Reveillac (IEEE Trans. Inf. Theory, 2013)

Risk measures for processes and BSDEs. - Irina Penner; Anthony Reveillac (Finance Stochastics, 2015)