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Journal article (118) Conference paper (11) Book (13) Book chapter (1) Patent Report Thesis

Mario Lefebvre (143)

  • Journal articles (118)
    • 2018
    • 2017
    • 2016
      • Journal article
        Lefebvre, M. & Zitouni, F. (2016). Exact and approximate solutions to LQG homing problems in one and two dimensions. Optimal Control Applications and Methods, 37(1), 127-138. Retrieved from https://doi.org/10.1002/oca.2157
      • Journal article
        Lefebvre, M. & Bensalma, F. (2016). On the probability of exceeding a given river flow threshold. Hydrological Sciences Journal-Journal Des Sciences Hydrologiques, 61(12), 2205-2212. Retrieved from https://doi.org/10.1080/02626667.2015.1093636
      • Journal article
        Lefebvre, M. (2016). Optimal and Suboptimal Control of a Standard Brownian Motion. Archives of Control Sciences, 26(3), 383-394. Retrieved from https://doi.org/10.1515/acsc-2016-0021
    • 2015
      • Journal article
        Lefebvre, M. & Bensalma, F. (2015). Modeling and forecasting river flows by means of filtered Poisson processes. Applied Mathematical Modelling, 39(1), 230-243. Retrieved from https://doi.org/10.1016/j.apm.2014.05.027
      • Journal article
        Lefebvre, M. & Bensalma, F. (2015). On the distribution of a river flow at the time of the next increase. Canadian Journal of Civil Engineering, 42(12), 1146-1148. Retrieved from https://doi.org/10.1139/cjce-2014-0135
    • 2014
      • Journal article
        Lefebvre, M. & Zitouni, F. (2014). Analytical solutions to LQG homing problems in one dimension. Systems Science & Control Engineering, 2(1), 41-47. Retrieved from https://doi.org/10.1080/21642583.2013.878886
      • Journal article
        Lefebvre, M. & Bensalma, F. (2014). An application of filtered renewal processes in hydrology. International Journal of Engineering Mathematics, 2014, 9 pages. Retrieved from https://doi.org/10.1155/2014/593243
      • Journal article
        Zitouni, F. & Lefebvre, M. (2014). Linearization of a Matrix Riccati Equation Associated to an Optimal Control Problem. International Journal of Differential Equations, 2014, 1-7. Retrieved from https://doi.org/10.1155/2014/741390
    • 2013
    • 2012
    • 2011
      • Journal article
        Lefebvre, M. & Perotto, S. (2011). A semi-Markov process with an inverse Gaussian distribution as sojourn time. Applied Mathematical Modelling, 35(9), 4603-4610. Retrieved from https://doi.org/10.1016/j.apm.2011.03.029
      • Journal article
        Lefebvre, M. (2011). First hitting problems for Markov chains that converge to a geometric Brownian motion. ISRN discrete mathematics, 2011, 1-15. Retrieved from https://doi.org/10.5402/2011/346503
      • Journal article
        Lefebvre, M. (2011). LQG homing in a finite time interval. Journal of control science and engineering, 2011, 1-3. Retrieved from https://doi.org/10.1155/2011/561347
      • Journal article
        Lefebvre, M. (2011). Maximizing the mean exit time of a Brownian motion from and interval. International Journal of Stochastic Analysis, 2011, 1-5. Retrieved from https://doi.org/10.1155/2011/296259
      • Journal article
        Bo, L. & Lefebvre, M. (2011). Mean first passage times of two-dimensional processes with jumps. Statistics and probability letters, 81(8), 1183-1189. Retrieved from https://doi.org/10.1016/j.spl.2011.03.016
      • Journal article
        Lefebvre, M. (2011). Similarity solutions of partial differential equations in probability. Journal of probability and statistics, 2011, 1-13. Retrieved from https://doi.org/10.1155/2011/689427
    • 2010
      • Journal article
        Lefebvre, M. (2010). Explicit solutions to the Kolmogrov backward equation. Advances and applications in statistical sciences, 2(1), 51-57.
      • Journal article
        Lefebvre, M. (2010). Forcing a controlled diffusion process to leave through the right end of an interval. ROMAI journal, 6(2), 181-184.
      • Journal article
        Lefebvre, M. (2010). Is the internet slowing down? Advances and applications in statistical sciences, 1(2), 481-486.
      • Journal article
        Lefebvre, M. (2010). Maximizing or minimizing survival time in the case of random parameters. Asian Journal of Control, 12(2), 231-236. Retrieved from https://doi.org/10.1002/asjc.199
      • Journal article
        Lefebvre, M. (2010). Nearly gaussian distributions and application. Communications in Statistics - Theory and Methods, 39(5), 823-836. Retrieved from https://doi.org/10.1080/03610920902802573
      • Journal article
        Lefebvre, M. (2010). Optimizing the time spent by diffusion processes in intervals. International journal of open problems in computer science and mathematics, 3(4), 115-123.
      • Journal article
        Lefebvre, M. (2010). Strictly increasing Markov chains as wear processes. ROMAI journal, 6(1), 119-124.
    • 2009
      • Journal article
        Lefebvre, M. (2009). Analysis of temperature and precipitation forecasts. Advances and applications in mathematical sciences, 1(2), 81-90.
      • Journal article
        Lefebvre, M. (2009). Avoiding bankruptcy at all costs. ROMAI Journal, 4(2), 127-134.
      • Journal article
        Lefebvre, M. & Guilbault, J.-L. (2009). First hitting place probabilities for a discrete version of the Ornstein-Uhlenbeck process. International journal of mathematics and mathematical sciences, 2009. Retrieved from https://doi.org/10.1155/2009/909835
      • Journal article
        Lefebvre, M. & Guilbault, J.-L. (2009). On a non-homogeneous difference equation from probability theory. Tatra Mountains mathematical publications, 43, 81-90. Retrieved from https://doi.org/10.2478/v10127-009-0027-4
      • Journal article
        Lefebvre, M. (2009). On the influence of the type of exams on the performance of students. ROMAI Educational Journal, 4, 22-28.
      • Journal article
        Lefebvre, M. (2009). Optimal control problems with random final time. International journal of pure and applied mathematics, 55(2), 153-165. Retrieved from http://ijpam.eu/contents/2009-55-2/1/1.pdf
    • 2008
      • Journal article
        Lefebvre, M. (2008). Generalized Filtered Poisson Processes and Application in Hydrology. Statistics & Probability Letters, 78(18), 3274-3276. Retrieved from https://doi.org/10.1016/j.spl.2008.06.020
      • Journal article
        Lefebvre, M. (2008). The Gambler's Ruin Problem for a Markov Chain Related to the Bessel Process. Statistics & Probability Letters, 78(15), 2314-2320. Retrieved from https://doi.org/10.1016/j.spl.2008.02.009
      • Journal article
        Lefebvre, M. & Guilbault, J.L. (2008). Using Filtered Poisson Processes to Model a River Flow. Applied Mathematical Modelling, 32(12), 2792-2805. Retrieved from https://doi.org/10.1016/j.apm.2007.09.035
    • 2007
    • 2006
      • Journal article
        Lefebvre, M. (2006). A One- and Two-Dimensional Generalized Pareto Model for a River Flow. Applied Mathematical Modelling, 30(2), 155-163. Retrieved from https://doi.org/10.1016/j.apm.2005.03.014
      • Journal article
        Lefebvre, M. (2006). Diffusion processes having generalized Pareto probability density functions. International Journal of Pure and Applied Mathematics, 32(4), 517-524. Retrieved from https://ijpam.eu/contents/2006-32-4/11/11.pdf
      • Journal article
        Lefebvre, M. (2006). First passage problems for asymmetric Wiener processes. Journal of Applied Probability, 43(1), 175-184. Retrieved from https://doi.org/10.1239/jap/1143936251
      • Journal article
        Lefebvre, M. (2006). Moments of first-passage places and related results for the integrated Brownian motion. ROMAI Journal, 2(2), 101-108.
      • Journal article
        Lagace, P.J., Wong, M.H., Lefebvre, M. & Fortin, J. (2006). Multilayer Resistivity Interpretation and Error Estimation Using Electrostatic Images. IEEE Transactions on Power Delivery, 21(4), 1954-1960. Retrieved from https://doi.org/10.1109/TPWRD.2006.874618
      • Journal article
        Lefebvre, M. (2006). Solutions de similitude d'un jeu différentiel stochastique. ARIMA (Revue africaine de la recherche en informatique et mathématiques appliquées), 5, 203-212. Retrieved from http://arima.inria.fr/005/pdf/arima00515.pdf
    • 2005
      • Journal article
        Lefebvre, M. (2005). A Filtered Renewal Process as a Model for a River Flow. Mathematical Problems in Engineering(1), 49-59. Retrieved from https://doi.org/10.1155/MPE.2005.49
      • Journal article
        Lefebvre, M. (2005). First hitting time and place for the integrated geometric Brownian motion. International Journal of differential Equations and Applications, 9(4), 365-374.
    • 2004
      • Journal article
        Lefebvre, M. (2004). A Bimodal Model for the High Values of a River Flow. Canadian Journal of Civil Engineering, 31(3), 473-477. Retrieved from https://doi.org/10.1139/l04-007
      • Journal article
        Lefebvre, M. (2004). A Homing Problem for Diffusion Processes With Control-Dependent Variance. Annals of Applied Probability, 14(2), 786-795. Retrieved from http://www.jstor.org/stable/4140428
      • Journal article
        Seidou, O., Robert, B., Marche, C., Rousselle, J. & Lefebvre, M. (2004). Construction probabiliste de scénarios d'apports à un réservoir. Canadian Journal of Civil Engineering, 31(1), 146-154. Retrieved from https://doi.org/10.1139/l03-108
      • Journal article
        Lefebvre, M. & Guilbault, J.L. (2004). Hitting place probabilities for two-dimensional diffusion processes. Revue roumaine de mathématiques pures et appliquées, 49(1), 11-25.
      • Journal article
        Lefebvre, M. (2004). Modélisation des erreurs pour le système de prévision PREVIS. Canadian Journal of Civil Engineering, 31(5), 892-897. Retrieved from https://doi.org/10.1139/l04-070
    • 2003
      • Journal article
        Lefebvre, M. (2003). First-Passage Problems for Degenerate Two-Dimensional Diffusion Processes. Test, 12(1), 125-139. Retrieved from https://doi.org/10.1007/BF02595815
      • Journal article
        Lefebvre, M. (2003). Prévisions hydrologiques à court terme obtenues en utilisant la regression linéaire. [Short-term hydrological forecasts using linear regression]. Revue des sciences de l'eau, 16(2), 267-277. Retrieved from https://doi.org/10.7202/705507ar
      • Journal article
        Lefebvre, M. (2003). Short-term hydrological forecasts using linear regression. [Prévisions hydrologiques à court terme obtenues en utilisant la régression linéaire]. Revue des sciences de l'eau, 16(2), 255-265. Retrieved from https://doi.org/10.7202/705507ar
    • 2002
      • Journal article
        Lefebvre, M. (2002). Exact solutions to two-dimensional homing problems. International Journal of Systems Science, 33(11), 879-884. Retrieved from https://doi.org/10.1080/00207720210167122
      • Journal article
        Lefebvre, M. (2002). Geometric Brownian Motion as a Model for River Flows. Hydrological Processes, 16(7), 1373-1381. Retrieved from https://doi.org/10.1002/hyp.1083
      • Journal article
        Lefevbre, M. (2002). Integrated diffusion processes inside rectangles. Boletin de la sociedad matematica mexicana, 8(3), 171-183.
      • Journal article
        Seidou, O., Rousselle, J., Lefebvre, M., Lauzon, N. & Ribeiro, J. (2002). Modélisation de l'incertitude sur les séquences futures de débits en rivière. [Modelling uncertainty on future river flow sequences]. Hydrological Sciences Journal Journal des sciences hydrologiques, 47(3), 367-385. Retrieved from https://doi.org/10.1080/02626660209492941
      • Journal article
        Lefevbre, M. & Akhbi, M. (2002). On the mean of first hitting places. Revue roumaine de mathématiques pures et appliquées, 47(2), 191-204.
      • Journal article
        Lefebvre, M. (2002). Using a lognormal diffusion process to forecast river flows. Water Resources Research, 38(6), 12.1-12.8. Retrieved from https://doi.org/10.1029/2000WR000026
    • 2001
    • 2000
      • Journal article
        Labib, R., Lefebvre, M., Ribeiro, J., Rousselle, J. & Trung, H.T. (2000). Application of diffusion processes to runoff estimation. Journal of Hydrologic Engineering, 5(1), 1-7. Retrieved from https://doi.org/10.1061/(ASCE)1084-0699(2000)5:1(1)
      • Journal article
        Lefebvre, M. (2000). Linearization of a Dynamic Programming Equation. International journal of systems science, 31(10), 1317-1322. Retrieved from https://doi.org/10.1080/00207720050165816
      • Journal article
        Lefebvre, M. (2000). On the integral of the sum of squared Ornstein-Uhlenbeck processes. Sankhya: The indian journal of statistics, Série A, 62(1), 11-22. Retrieved from http://www.jstor.org/stable/25051285
      • Journal article
        Lefebvre, M. (2000). Risk-Averse Control of a Three-Dimensional Wear Process. International Journal of Control, 73(14), 1307-1311. Retrieved from https://doi.org/10.1080/002071700421691
    • 1999
      • Journal article
        Lefebvre, M. (1999). First hitting place distributions for two-dimensional Wiener processes. Brazilian journal of probability and statistics, 13, 1-11. Retrieved from http://www.jstor.org/stable/43601399
      • Journal article
        Lefebvre, M. (1999). First passage problem for three-dimensional diffusion processes. Revista colombiana de matematicas, 33, 105-116. Retrieved from https://doi.org/10.15446/recolma
    • 1998
      • Journal article
        Lefebvre, M. & Adjengue, L.D. (1998). From Inciting to Forcing an Integrated Bessel Process to Remain as Small as Possible. Engineering Optimization, 30(1), 75-89. Retrieved from https://doi.org/10.1080/03052159808941239
      • Journal article
        Lefebvre, M. (1998). On a diffusion process used in genetics. Revue roumaine de mathématiques pures et appliquées, XLIII(7-8), 751-760.
      • Journal article
        Lefebvre, M. (1998). On the inverse of the LQG homing problem. Annales de l'ISUP, 42(1), 39-49.
      • Journal article
        Lefebvre, M. (1998). Solving an LQG Homing Problem Via a Different Uncontrolled Process. International Journal of Control, 71(6), 1021-1026. Retrieved from https://doi.org/10.1080/002071798221452
    • 1997
      • Journal article
        Lefebvre, M. (1997). On the inverse of the first hitting time problem for bidimensional processes. Journal of applied probability, 34(3), 610-622. Retrieved from https://doi.org/10.2307/3215088
      • Journal article
        Lefebvre, M. & Labib, R. (1997). Temps d'atteinte de cercles pour des processus de Bessel bidimensionnels. Annales des sciences mathématiques du Québec, 21(2), 123-131.
      • Journal article
        Lefebvre, M. (1997). Using a geometric Brownian motion to control a brownian motion and vice versa. Stochastic Processes and Their Applications, 69(1), 71-82. Retrieved from https://doi.org/10.1016/S0304-4149(97)00040-9
    • 1996
      • Journal article
        Lefebvre, M. & Gaspo, J. (1996). Controlled wear processes: a risk-sensitive formulation. Engineering Optimization, 26(3), 187-194. Retrieved from https://doi.org/10.1080/03052159608941117
      • Journal article
        Lefebvre, M. (1996). First-passage distributions of bidimensional processes. Probability in the Engineering and Informational Sciences, 10(3), 325-339. Retrieved from https://doi.org/10.1017/S0269964800004393
      • Journal article
        Lefebvre, M. (1996). First-passage problems involving with lognormal density functions. Rendiconti dell'instituto Lombardo (Scienze-SerieA), 130(fascicule 1-2), 63-78.
      • Journal article
        Lefebvre, M. (1996). Moment generating functions of first hitting times for the bidimensional geometric Brownian motion. Annales Universitatis Mariae Curie-Sklodowska. Sectio A. Mathematica, 50, 99-113.
      • Journal article
        Lefebvre, M. (1996). On the first passage time probaility problem for bidimensional Ornstein-Uhlenbeck processes. Sankhya: The indian journal of statistics, Série A, 58(part 2), 179-185. Retrieved from http://www.jstor.org/stable/25051098
      • Journal article
        Lefebvre, M. & Gaspo, J. (1996). Optimal control of wear processes. IEEE Transactions on Automatic Control, 41(1), 112-115. Retrieved from https://doi.org/10.1109/9.481612
      • Journal article
        Lefebvre, M. (1996). Similarity solutions of first-passage problems for two-dimensional Wiener processes. Statistics & probability letters, 29(2), 185-189. Retrieved from https://doi.org/10.1016/0167-7152(95)00172-7
    • 1995
      • Journal article
        Lefebvre, M. (1995). Construction de fonctions génératrices des moments d'instants de premier passage en deux dimensions. Revue Roumaine de Mathématiques Pures et Appliquées, XL(9-10), 779-787.
      • Journal article
        Lefebvre, M. (1995). Optimal stochastic control of a reservoir. Control and computers, 23(2), 44-47.
      • Journal article
        Lefebvre, M. (1995). Problèmes de premier passage résolubles par la méthode de séparation des variables. Journal of applied probability, 32(2), 337-348. Retrieved from https://doi.org/10.2307/3215292
      • Journal article
        Lefebvre, M. & Mazigh, M. (1995). Stochastic bargaining models. Journal of optimization theory and applications, 84(2), 377-391. Retrieved from https://doi.org/10.1007/BF02192120
      • Journal article
        Lefebvre, M. & Mazigh, M. (1995). Stochastic hunting model involving two countries. International Journal of Systems Science, 26(12), 2355-2368. Retrieved from https://doi.org/10.1080/00207729508929173
      • Journal article
        Lefebvre, M. (1995). Sur le problème inverse de l'endroit de premier passage pour des processus intégrés. Publications de l'institut de statistique de l'université de Paris, XXXIX(fascicule 2), 57-69.
    • 1994
    • 1987
  • Conference papers (11)
    • 2017
      • Conference paper
        Lefebvre, M. (2017). Mean of a first-passage time for a two-dimensional diffusion process. Paper presented at the 10th International Conference on Mathematical Methods in Reliability (MMR 2017), Grenoble, France (5 pages).
    • 2015
      • Conference paper
        Lefebvre, M. (2015). Suboptimal solutions to LQG homing problems. Paper presented at the 14th International Conference on Mathematics and its Applications (ICMA 2015), Timişoara, Roumanie (pp. 65-72).
    • 2012
      • Conference paper
        Lefebvre, M. (2012). Using new technologies in the classroom. Paper presented at the 20th Conference on Applied and Industrial Mathematics - Communications in Education, Chisinau, Moldavie (pp. 5-12).
    • 2010
      • Conference paper
        Lefebvre, M. (2010). LQG homing in a finite time interval. Paper presented at the 2e congrès International de la Société Marocaine de Mathématiques Appliquées, Rabat, Maroc (pp. 178-179).
    • 2009
      • Conference paper
        Lefebvre, M. (2009). Two-dimensional diffusion processes as models in lifetime studies. Paper presented at the 9th Workshop on Stochastic Models and Their Applications, Aachen, Allemagne (pp. 26-27).
    • 2008
      • Conference paper
        Lefebvre, M. (2008). Forcing a controlled diffusion process to leave through the right end of an interval. Paper presented at the 9th International Conference on Numerical Analysis and Optimization, Mohammedia, Maroc (pp. 237-239).
    • 2006
      • Conference paper
        Lefebvre, M. (2006). A Filtered Renewal Process as a Model for a River Flow. Paper presented at the Progress in Industrial Mathematics at Ecmi 2004 (pp. 499-503).
    • 2005
      • Conference paper
        Lefebvre, M. (2005). Solutions de similitude d'un jeu différentiel stochastique. Paper presented at the 2e colloque sur les tendances dans les applications mathématiques en Tunisie, Tunis (pp. 149-154).
    • 2003
      • Conference paper
        Lefebvre, M., Ribeiro, j., Rousselle, J., Seidou, O. & Lauzon, N. (2003). Probabilistic prediction of peak flood discharges. Paper presented at the ICASP9 conference, San Francisco, USA (pp. 867-871).
    • 1997
      • Conference paper
        Lefebvre, M. & Labib, R. (1997). Risk sensitive optimal control of wear processes. Paper presented at the AMS/SIAM Seminar on Mathematics of Stochastic Manufacturing Systems, Williamsburg, VA, USA (pp. 163-174).
      • Conference paper
        Lefebvre, M. & Labib, R. (1997). Risk sensitive optimal control of wear processes: the vector case. Paper presented at the 18th IFIP TC7 Conference on Systems Modelling and Optimization, Boca Raton, FL, USA (pp. 271-279).
  • Books (13)
    • 2016
      • Book
        Lefebvre, M. (2016). Équations différentielles (2e ed.). Montréal: Presses de l'Université de Montréal.
    • 2015
      • Book
        Lefebvre, M. (2015). Cours et exercices de probabilités appliquées : incluant les notions de base de statistique (3e ed.). Montréal: Presses internationales Polytechnique.
    • 2014
      • Book
        Lefebvre, M. (2014). Processus stochastiques appliqués (2e ed.). Montréal: Presses internationales Polytechnique.
    • 2012
      • Book
        Lefebvre, M. (2012). Exercices corrigés d'équations différentielles. Montréal: Les Presses de L'université de Montréal.
    • 2011
      • Book
        Lefebvre, M. (2011). Probabilités, statistique et applications. Montréal: Presses internationales Polytechnique.
    • 2009
      • Book
        Lefebvre, M. (2009). Basic probability theory with applications. Springer.
    • 2008
      • Book
        Lefebvre, M. (2008). Équations différentielles. Montréal: Les Presses de l'Université de Montréal.
    • 2006
      • Book
        Lefebvre, M. (2006). Applied Probability and Statistics. New York: Springer.
      • Book
        Lefebvre, M. (2006). Applied Stochastic Processes. New York: Springer.
    • 2005
      • Book
        Lefebvre, M. (2005). Processus stochastiques appliqués. Montréal: Presses internationales Polytechniques.
    • 2004
      • Book
        Lefebvre, M. (2004). Cours et exercices de statistique mathématique appliquée. Montréal: Presses Internationales Polytechniques.
    • 2003
      • Book
        Lefebvre, M. (2003). Cours et exercices de probabilités appliquées (2e ed.). Montréal: Presses Internationales Polytechnique.
    • 2002
      • Book
        Lefebvre, M. (2002). Cours et exercices de probabilités appliquées. Ville Mont-Royal, Québec: Presses internationales Polytechnique.
  • Book chapters (1)
    • 2011
      • Book chapter
        Lefebvre, M. (2011). Maximizing a function of the survival time of a Wiener process in an interval. In Stochastic differential equations and processes, SAAP, Tunisia, October 7-9, 2010 (pp. 255-262).