A Constructive Approach to a Class of Ergodic HJB Equations with Unbounded and Nonsmooth Cost. - Patrick Cattiaux; Paolo Dai Pra; Sylvie Roelly (SIAM J. Control. Optim., 2008)

Stationary measures and phase transition for a class of probabilistic cellular automata. - Paolo Dai Pra; Pierre-Yves Louis; Sylvie Roelly (CoRR, 2016)

An explicit representation of the transition densities of the skew Brownian motion with drift and two semipermeable barriers. - David Dereudre; Sara Mazzonetto; Sylvie Roelly (Monte Carlo Methods Appl., 2016)

Exact Simulation of Brownian Diffusions with Drift Admitting Jumps. - David Dereudre; Sara Mazzonetto; Sylvie Roelly (SIAM J. Sci. Comput., 2017)

Random population dynamics under catastrophic events. - Patrick Cattiaux; Jens Fischer; Sylvie Roelly; Samuel Sindayigaya (J. Appl. Probab., 2022)