Lefebvre, M. (2024). Exact solution to a first-passage problem for an Ornstein-Uhlenbeck process with jumps and its integral. Statistics & Probability Letters, 205, 109956 (5 pages).
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Mario Lefebvre (280)
- Articles de revue (177)
- 2024
Article de revue Article de revue Lefebvre, M. (2024). On the ability of engineering students to get correct answers in mathematics examinations. Acta et Commentationes Sciences of Education, 34(4), 6 pages.
- 2023
Article de revue Lefebvre, M. (2023). A boundary value problem for a non-linear diffrence equation. Archives of Control Sciences, 33(4), 829-837.Article de revue Lefebvre, M. (2023). A discrete-time homing problem with two optimizers. Games, 14(6), 68 (10 pages).Article de revue Lefebvre, M. (2023). A first-passage-place problem for integrated diffusion processes. Journal of Applied Probability, 13 pages.Article de revue Lefebvre, M. (2023). An Explicit Solution to a Discrete-time Stochastic Optimal Control Problem. WSEAS Transactions on Systems, 368-371.Article de revue Lefebvre, M. (2023). An optimal control problem without control costs. Mathematical Biosciences and Engineering, 20(3), 5159-5168.Article de revue Lefebvre, M. (2023). First-Passage Times and Optimal Control of Integrated Jump-Diffusion Processes. Fractal and Fractional, 7(2), 152 (14 pages).
- 2022
Article de revue Lefebvre, M. (2022). A first-passage problem for exponential integrated diffusion processes. Journal of Stochastic Analysis, 3(3), 12 pages.Article de revue Lefebvre, M. (2022). An exact formula for the value of a portfolio at a random final time. Revue Roumaine de Mathématiques Pures et Appliquées, 67(3-4), 67-75.Article de revue Lefebvre, M., & Pazhoheshfar, P. (2022). An optimal control problem for the maintenance of a machine. International Journal of Systems Science, 53(15), 3364-3373.Article de revue Lefebvre, M. (2022). A Wiener process with jumps to model the logarithm of new epidemic cases. AIMS Biophysics, 9(3), 271-281.Article de revue Lefebvre, M. (2022). Estimation of the return periods in hydrology. Advances in Environmental and Engineering Research, 3(4), 49 (9 pages).Article de revue Lefebvre, M. (2022). First-exit problems for integrated diffusion processes with state-dependent jumps. Wseas Transactions on Mathematics, 21, 864-868.Article de revue Lefebvre, M. (2022). First-passage problems for diffusion processes with state-dependent jumps. Communications in Statistics - Theory and Methods, 51(9), 2908-2918.Article de revue Lefebvre, M. (2022). Forecasting the Long-term Monthly Variations of Major Floods. WSEAS Transactions on Environment and Development, 18(46), 481-485.Article de revue Lefebvre, M. (2022). Minimizing or maximizing the first-passage time to a time-dependent boundary. Optimization, 71(2), 387-401.Article de revue Lefebvre, M. (2022). On a Non-Linear Differential-Integral Equation. Lobachevskii Journal of Mathematics, 43(11), 3216-3221.Article de revue Lefebvre, M. (2022). On the Duration of an Epidemic. Differential Equations and Dynamical Systems, 11 pages.Article de revue Lefebvre, M. (2022). On the Inverse LQG Homing Problem. Journal of Contemporary Mathematical Analysis-Armenian Academy of Sciences, 57(2), 122-130.Article de revue Lefebvre, M. (2022). On the inverse LQG homing problem. Proceedings of the NAS Armenia: Mathematics, 57(2), 44-55.Article de revue Lefebvre, M. (2022). Probabilistic solutions of integral equations from optimal control. Journal of Integral Equations and Applications, 34(2), 215-227.Article de revue Lefebvre, M. (2022). The homing problem for autoregressive processes. IMA Journal of Mathematical Control and Information, 39(1), 322-344.Article de revue Lefebvre, M. (2022). The inverse first-passage-place problem for Wiener processes. Stochastic Analysis and Applications, 40(1), 96-102.
- 2021
Article de revue Lefebvre, M. (2021). Exact solutions to optimal control problems for wiener processes with exponential jumps. Journal of Stochastic Analysis, 2(2), 10 pages.Article de revue Lefebvre, M., & Moutassim, A. (2021). Exact solutions to the homing problem for a Wiener process with jumps. Optimization, 70(2), 307-319.Article de revue Lefebvre, M. (2021). Moments of First-Passage Places for Jump-Diffusion Processes. Sankhya A, 83(1), 245-253.Article de revue Lefebvre, M. (2021). On a modified M/M/m/n queueing model. Computer Science Journal of Moldova, 29(1), 29-40.
- 2020
Article de revue Lefebvre, M. (2020). A stochastic model for computer virus propagation. Journal of Dynamics & Games, 7(2), 163-174.Article de revue Lefebvre, M. (2020). Computer virus propagation modelled as a stochastic differential game. Atti della Accademia Peloritana dei Pericolanti - Classe di Scienze Fisiche, Matematiche e Naturali, 98(1).Article de revue Lefebvre, M. (2020). Exit problems for jump-diffusion processes with uniform jumps. Journal of Stochastic Analysis, 1(1).Article de revue Lefebvre, M. (2020). Maximizing the expected remaining useful lifetime of a weakly controlled device. Engineering Optimization, 52(9), 1588-1597.Article de revue Lefebvre, M. (2020). Mean of a first-passage time for a two-dimensional diffusion process. Romanian Journal of Pure and Applied Mathematics, 65(1), 37-44.Article de revue Lefebvre, M. (2020). Stochastic optimal control of a two-dimensional dynamical system. Journal of Engineering Science, 27(2), 377-343.Article de revue Lefebvre, M. (2020). The ruin problem for a Wiener process with state-dependent jumps. Journal of Applied Mathematics Statistics and Informatics, 16(1), 13-23.
- 2019
Article de revue Lefebvre, M. (2019). An application of queueing theory in hydrology. Atti Accademia Peloritana Dei Pericolanti-Classe Di Scienze Fisiche Matematiche E Naturali, 97(S2 - A18), 6 pages.Article de revue Lefebvre, M. (2019). Modelling and forecasting temperature and precipitation in Italy. Atti della Academia Peloritana dei Pericolanti, 97(2), 9 pages.Article de revue Lefebvre, M., & Moutassim, A. (2019). The LQG homing problem for a Wiener process with random infinitesimal parameters. Archives of Control Sciences, 29(3), 413-422.
- 2018
Article de revue Lefebvre, M., & Moutassim, A. (2018). Exact solutions to an optimal control problem for an Ornstein-Uhlenbeck process with random parameters. Palestine Technical University Research Journal, 6(2), 33-33.Article de revue Lefebvre, M. (2018). LGQ homing problems for processes used in financial mathematics. Romanian Journal of Pure and Applied Mathematics, 63(1), 27-37.Article de revue Lefebvre, M. (2018). Optimally ending an epidemic. Optimization, 67(3), 399-407.
- 2017
Article de revue Lefebvre, M. (2017). Estimating the probability of exceeding a given river flow threshold. Applied Sciences, 19, 76-83.Article de revue Ionescu, A., Lefebvre, M., & Munteanu, F. (2017). Feedback Linearization and Optimal Control of the Kermack-McKendrick Model for the Spread of Epidemics. Advances in Analysis, 2(3), 157-166.
- 2016
Article de revue 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.Article de revue Lefebvre, M. (2016). Improving the accuracy of river flow forecasts. International Journal of Civil Engineering and Applications, 6(1), 6 pages.Article de revue Lefebvre, M., & Bensalma, F. (2016). On the probability of exceeding a given river flow threshold. Hydrological Sciences Journal, 61(12), 2205-2212.Article de revue Lefebvre, M. (2016). Optimal and Suboptimal Control of a Standard Brownian Motion. Archives of Control Sciences, 26(3), 383-394.Article de revue Ionescu, A., Lefebvre, M., & Munteanu, F. (2016). Optimal control of a stochastic version of the Lotka-Volterra model. General mathematics, 24(1-2), 3-10.Article de revue Lefebvre, M., & Ionescu, A. (2016). Stochastic optimal control of a mixing flow model. ROMAI Journal, 12(2), 77-83.
- 2015
Article de revue Lefebvre, M., & Bensalma, F. (2015). Modeling and forecasting river flows by means of filtered Poisson processes. Applied Mathematical Modelling, 39(1), 230-243.Article de revue 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.
- 2014
Article de revue Lefebvre, M., & Zitouni, F. (2014). Analytical solutions to LQG homing problems in one dimension. Systems Science & Control Engineering, 2(1), 41-47.Article de revue Lefebvre, M., & Bensalma, F. (2014). An application of filtered renewal processes in hydrology. International Journal of Engineering Mathematics, 2014, 9 pages.Article de revue 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.Article de revue Lefebvre, M. (2014). LQG homing for jump-diffusion processes. ROMAI Journal, 10(2), 1-6.
- 2013
Article de revue Lefebvre, M. (2013). Controlling a Two-Dimensional Diffusion Process at Most Until a Fixed Time. Optimization, 62(12), 1651-1659.Article de revue Lefebvre, M., & Kounta, M. (2013). Discrete homing problems. Archives of Control Sciences, 23(1), 5-18.Article de revue Lefebvre, M. (2013). First passage to a semi-infinite line for a two-dimensional Wiener process. ROMAI Journal, 9(1), 61-68.Article de revue Kounta, M., & Lefebvre, M. (2013). On discrete version of the CIR process. Journal of Difference Equations and Applications, 19(8), 1276-1291.
- 2012
Article de revue Lefebvre, M. (2012). Diffusion processes with generalized beta density functions. International Journal of Open Problems in Computer Science and Mathematics, 5(3), 8-8.Article de revue Lefebvre, M., & Zitouni, F. (2012). General LQG homing problems in one dimension. International Journal of Stochastic Analysis, 2012, 803724 (15 pages).Article de revue Makasu, C., & Lefebvre, M. (2012). LQG Homing Problem With a Maximin Cost. Journal of the Franklin Institute, 349(5), 1944-1950.Article de revue Lefebvre, M., & Makasu, C. (2012). Probabilistic solution to a two-dimensional LQG homing problem. Control and Cybernetics, 41(1), 5-12.Article de revue Lefebvre, M., & Aoudia, D. A. (2012). Two-Dimensional Diffusion Processes as Models in Lifetime Studies. International Journal of Systems Science, 43(10), 1943-1949.
- 2011
Article de revue Lefebvre, M., & Perotto, S. (2011). A semi-Markov process with an inverse Gaussian distribution as sojourn time. Applied Mathematical Modelling, 35(9), 4603-4610.Article de revue Lefebvre, M., & Kounta, M. (2011). First hitting problems for Markov chains that converge to a geometric Brownian motion. ISRN Discrete Mathematics, 2011, 346503.Article de revue Lefebvre, M. (2011). LQG homing in a finite time interval. Journal of Control Science and Engineering, 2011, 1-3.Article de revue Lefebvre, M. (2011). Maximizing the mean exit time of a brownian motion from an interval. International Journal of Stochastic Analysis, 2011, 1-5.Article de revue Bo, L., & Lefebvre, M. (2011). Mean first passage times of two-dimensional processes with jumps. Statistics and probability letters, 81(8), 1183-1189.Article de revue Lefebvre, M. (2011). Similarity solutions of partial differential equations in probability. Journal of Probability and Statistics, 2011, 1-13.Article de revue Lefebvre, M. (2011). Stochastic optimal control in a danger zone. International Journal of Systems Science, 42(4), 653-659.
- 2010
Article de revue Lefebvre, M. (2010). Explicit solutions to the Kolmogorov backward equation. Advances and applications in statistical sciences, 2(1), 51-57.Article de revue Lefebvre, M. (2010). Forcing a controlled diffusion process to leave through the right end of an interval. ROMAI Journal, 6(2), 181-184.Article de revue Lefebvre, M. (2010). Is the internet slowing down? Advances and applications in statistical sciences, 1(2), 481-486.Article de revue Lefebvre, M. (2010). Maximizing or minimizing survival time in the case of random parameters. Asian Journal of Control, 12(2), 231-236.Article de revue Lefebvre, M. (2010). Mean first-passage time to zero for wear processes. Stochastic Models, 26(1), 46-53.Article de revue Lefebvre, M. (2010). Nearly Gaussian distributions and application. Communications in Statistics - Theory and Methods, 39(5), 823-836.Article de revue Lefebvre, M. (2010). Strictly increasing Markov chains as wear processes. ROMAI Journal, 6(1), 119-124.
- 2009
Article de revue Lefebvre, M. (2009). Analysis of temperature and precipitation forecasts. Advances and applications in mathematical sciences, 1(1), 81-90.Article de revue 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, 1-12.Article de revue Lefebvre, M., & Guilbault, J.-L. (2009). On a non-homogeneous difference equation from probability theory. Tatra Mountains mathematical publications, 43(1), 81-90.Article de revue Lefebvre, M., & Guilbault, J.-L. (2009). On a process derived from a filtered Poisson process. Revue Roumaine de Mathématiques Pures et Appliquées, 54(2), 147-159.Article de revue Lefebvre, M. (2009). On the influence of the type of exams on the performance of students. ROMAI Educational Journal, 4, 22-28.Article de revue Lefebvre, M. (2009). Optimal control problems with random final time. International Journal of Pure and Applied Mathematics, 55(2), 153-165.
- 2008
Article de revue Lefebvre, M. (2008). Avoiding bankruptcy at all costs. ROMAI Journal, 4(2), 127-134.Article de revue Lefebvre, M. (2008). Generalized Filtered Poisson Processes and Application in Hydrology. Statistics & Probability Letters, 78(18), 3274-3276.Article de revue Lefebvre, M. (2008). On a diffusion process intermediate between standard Brownian motion and the Ornstein-Uhlenbeck process. ROMAI Journal, 4(1), 131-137.Article de revue Lefebvre, M. (2008). The Gambler's Ruin Problem for a Markov Chain Related to the Bessel Process. Statistics & Probability Letters, 78(15), 2314-2320.Article de revue Lefebvre, M., & Guilbault, J. L. (2008). Using Filtered Poisson Processes to Model a River Flow. Applied Mathematical Modelling, 32(12), 2792-2805.
- 2007
Article de revue Lefebvre, M. (2007). Diffusion processes with reflecting boundaries and random initial states. Journal of Engineering and Applied Sciences, 2(1), 241-243.Article de revue Lefebvre, M. (2007). Exact and approximate probability densities for Wiener processes with random initial states. International Journal of Pure and Applied Mathematics, 36(1), 1-11.Article de revue Lefebvre, M., & Guilbault, L. (2007). Statistical models for the errors in precipitation forecasts. Journal of Engineering and Applied Sciences, 2(6), 27-28.Article de revue Lefebvre, M. (2007). Survival optimization for a diffusion process. ROMAI Journal, 3(1), 141-150.
- 2006
Article de revue Lefebvre, M. (2006). A One- and Two-Dimensional Generalized Pareto Model for a River Flow. Applied Mathematical Modelling, 30(2), 155-163.Article de revue Lefebvre, M. (2006). Diffusion processes having generalized Pareto probability density functions. International Journal of Pure and Applied Mathematics, 32(4), 517-524.Article de revue Lefebvre, M. (2006). First passage problems for asymmetric Wiener processes. Journal of Applied Probability, 43(1), 175-184.Article de revue Lefebvre, M. (2006). Moments of first-passage places and related results for the integrated Brownian motion. ROMAI Journal, 2(2), 101-108.Article de revue 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.Article de revue 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.
- 2005
Article de revue Lefebvre, M. (2005). A filtered renewal process as a model for a river flow. Mathematical Problems in Engineering, 2005(1), 49-59.
- 2004
Article de revue Lefebvre, M. (2004). A Bimodal Model for the High Values of a River Flow. Canadian Journal of Civil Engineering, 31(3), 473-477.Article de revue Lefebvre, M. (2004). A Homing Problem for Diffusion Processes With Control-Dependent Variance. Annals of Applied Probability, 14(2), 786-795.Article de revue 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.Article de revue Lefebvre, M. (2004). First hitting time and place for the integrated geometric Brownian motion. International Journal of differential Equations and Applications, 9(4), 365-374.Article de revue 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.Article de revue Lefebvre, M. (2004). Modélisation des erreurs pour le système de prévision PREVIS. Canadian Journal of Civil Engineering, 31(5), 892-897.
- 2003
Article de revue Lefebvre, M. (2003). First-Passage Problems for Degenerate Two-Dimensional Diffusion Processes. Test, 12(1), 125-139.Article de revue 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.Article de revue 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.
- 2002
Article de revue Lefebvre, M. (2002). Exact solutions to two-dimensional homing problems. International Journal of Systems Science, 33(11), 879-884.Article de revue Lefebvre, M. (2002). Geometric Brownian Motion as a Model for River Flows. Hydrological Processes, 16(7), 1373-1381.Article de revue Lefebvre, M. (2002). Integrated diffusion processes inside rectangles. Boletin de la sociedad matematica mexicana, 8(3), 171-183.Article de revue Lefebvre, M. (2002). Modeling and forecasting the peak flows of a river. Mathematical Problems in Engineering, 8(6), 553-562.Article de revue 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, 47(3), 367-385.Article de revue Lefebvre, M., & Akhbi, M. (2002). On the mean of first hitting places. Revue Roumaine de Mathématiques Pures et Appliquées, 47(2), 191-204.Article de revue Lefebvre, M. (2002). Probabilistic Solutions to Optimal Control Problems. Optimization, 51(1), 145-160.Article de revue Lefebvre, M. (2002). Survival maximization for a Laguerre population. Mathematical Problems in Engineering, 8(6), 563-574.Article de revue Lefebvre, M. (2002). Using a lognormal diffusion process to forecast river flows. Water Resources Research, 38(6), 12.1-12.8.
- 2001
Article de revue Lefebvre, M. (2001). A Different Class of Homing Problems. Systems & Control Letters, 42(5), 347-352.Article de revue Lefebvre, M. (2001). A Three-Dimensional Landing Model. Mathematical and Computer Modelling of Dynamical Systems, 7(4), 455-464.Article de revue Guilbault, J. L., & Lefebvre, M. (2001). Au sujet de l'endroit de premier passage pour des processus de diffusion bidimensionnels. Annales des sciences mathématiques du Québec, 25(1), 23-37.Article de revue Lefebvre, M. (2001). Au sujet du débit maximal de la rivière Mistassibi durant la période printanière. Canadian Journal of Civil Engineering, 28(6), 1041-1045.Article de revue Lefebvre, M. (2001). Hitting parabolas and exponential curves with diffusion processes. Brazilian Journal of Probability and Statistics, 15, 69-84.Article de revue Lefebvre, M. (2001). Maximizing the Time Spent by a Diffusion Process in an Interval. Probability in the Engineering and Informational Sciences, 15(1), 69-82.Article de revue Guilbault, J.-L., & Lefebvre, M. (2001). On a first hitting place problem for the two-dimensional Cox-Ingersoll-Ross process. Actuarial Research Clearing House, 2001.2.Article de revue Lefebvre, M. (2001). Using a Kolmogorov backward equation to solve a differential game problem. Revue Roumaine de Mathématiques Pures et Appliquées, XLVI(5), 673-685.
- 2000
Article de revue 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.Article de revue Lefebvre, M. (2000). Linearization of a Dynamic Programming Equation. International Journal of Systems Science, 31(10), 1317-1322.Article de revue 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.Article de revue Lefebvre, M. (2000). Risk-Averse Control of a Three-Dimensional Wear Process. International Journal of Control, 73(14), 1307-1311.
- 1999
Article de revue Lefebvre, M. (1999). First hitting place distributions for two-dimensional Wiener processes. Brazilian Journal of Probability and Statistics, 13, 1-11.Article de revue Lefebvre, M. (1999). First passage problem for three-dimensional diffusion processes. Revista colombiana de matematicas, 33, 105-116.
- 1998
Article de revue Lefebvre, M. (1998). Bidimensional Optimal Landing Problem. Automatica, 34(5), 655-657.Article de revue Lefebvre, M., & Adjengue, L. (1998). From Inciting to Forcing an Integrated Bessel Process to Remain as Small as Possible. Engineering Optimization, 30(1), 75-89.Article de revue Lefebvre, M. (1998). On a diffusion process used in genetics. Revue Roumaine de Mathématiques Pures et Appliquées, XLIII(7-8), 751-760.Article de revue Lefebvre, M. (1998). On the inverse of the LQG homing problem. Annales de l'ISUP, 42(1), 39-49.Article de revue Lefebvre, M. (1998). Solving an LQG Homing Problem Via a Different Uncontrolled Process. International Journal of Control, 71(6), 1021-1026.
- 1997
Article de revue Lefebvre, M. (1997). First hitting place distributions for the Ornstein-Uhlenbeck process. Statistics & Probability Letters, 34(3), 309-312.Article de revue Lefebvre, M. (1997). On the inverse of the first hitting time problem for bidimensional processes. Journal of Applied Probability, 34(3), 610-622.Article de revue Lefebvre, M. (1997). Reducing a nonlinear dynamic programming equation to a Kolmogorov equation. Optimization, 42(2), 125-137.Article de revue 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.Article de revue 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.
- 1996
Article de revue Lefebvre, M., & Gaspo, J. (1996). Controlled wear processes: a risk-sensitive formulation. Engineering Optimization, 26(3), 187-194.Article de revue Lefebvre, M. (1996). First-passage distributions of bidimensional processes. Probability in the Engineering and Informational Sciences, 10(3), 325-339.Article de revue Lefebvre, M. (1996). First-passage problems involving with lognormal density functions. Rendiconti dell'instituto Lombardo (Scienze-SerieA), 130(fascicule), 63-78.Article de revue Lefebvre, M., & Labib, R. (1996). Hitting lines and circles with diffusion processes. Australian Journal of Statistics, 38(2), 213-222.Article de revue 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.Article de revue 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.Article de revue Lefebvre, M., & Gaspo, J. (1996). Optimal control of wear processes. IEEE Transactions on Automatic Control, 41(1), 112-115.Article de revue Lefebvre, M. (1996). Similarity solutions of first-passage problems for two-dimensional Wiener processes. Statistics & Probability Letters, 29(2), 185-189.
- 1995
Article de revue 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.Article de revue Lefebvre, M., & Mazigh, M. (1995). On a pursuit problem. Optimization, 33(1), 81-89.Article de revue Lefebvre, M. (1995). Optimal stochastic control of a reservoir. Control and computers, 23(2), 44-47.Article de revue Lefebvre, M. (1995). Problèmes de premier passage résolubles par la méthode de séparation des variables. Journal of Applied Probability, 32(2), 337-348.Article de revue Lefebvre, M., & Mazigh, M. (1995). Stochastic bargaining models. Journal of Optimization Theory and Applications, 84(2), 377-391.Article de revue Lefebvre, M., & Mazigh, M. (1995). Stochastic hunting model involving two countries. International Journal of Systems Science, 26(12), 2355-2368.Article de revue 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), 57-69.
- 1994
Article de revue Lefebvre, M. (1994). LQG problems with a possibly infinite final cost. Optimization, 29(1), 73-79.Article de revue Lefebvre, M., & Montulet, P. (1994). Risk-sensitive optimal investment policy. International Journal of Systems Science, 25(1), 183-192.
- 1992
Article de revue Lefebvre, M. (1992). A note on the survival time of a dynamic system in an interval. IEEE Transactions on Automatic Control, 37(5), 618-620.
- 1991
Article de revue Lefebvre, M. (1991). Forcing a Stochastic Process to Stay in or to Leave a Given Region. Annals of Applied Probability, 1(1), 167-172.Article de revue Lefebvre, M. (1991). Quelques résultats au sujet des densités de premier passage pour des processus de diffusion. Annales des sciences mathématiques du Québec, 15(2), 165-175.
- 1990
Article de revue Lefebvre, M. (1990). Hitting lines at minimal cost with a gaussian process. Automatica, 26(2), 435-436.Article de revue Lefebvre, M. (1990). Minimisation d'une fonction de coût quadratique pour des intégrales gaussiennes. Annales des sciences mathématiques du Québec, 14(2), 175-181.
- 1989
Article de revue Lefebvre, M. (1989). An extension of a stochastic control theorem due to Whittle. IEEE Transactions on Automatic Control, 34(5), 567-568.Article de revue Lefebvre, M. (1989). Commande optimale du processus de Wiener. Journal of Applied Probability, 26(1), 50-57.Article de revue Lefebvre, M. (1989). First-Passage Densities of a Two-Dimensional Process. SIAM Journal on Applied Mathematics, 49(5), 1514-1523.Article de revue Lefebvre, M. (1989). First-passage densities of controlled Gaussian processes. Canadian Journal of Statistics, 17(3), 319-327.Article de revue Lefebvre, M. (1989). Moment generating function of a first hitting place for the integrated Ornstein-Uhlenbeck process. Stochastic Processes and Their Applications, 32(2), 281-287.Article de revue Lefebvre, M., & Léonard, É. (1989). On the first hitting place of the integrated Wiener process. Advances in Applied Probability, 21(04), 945-948.
- 1988
Article de revue Lefebvre, M., & Whittle, P. (1988). Survival optimization for a dynamic system. Annales des sciences mathématiques du Québec, 12(1), 101-119.Article de revue Lefebvre, M. (1988). Utilisation de densités des premier passage en commande optimale stochastique. Advances in Applied Probability, 20(01), 231-234.
- 1987
Article de revue Lefebvre, M. (1987). LQG homing in two dimensions. IEEE Transactions on Automatic Control, 32(7), 639-641.Article de revue Lefebvre, M. (1987). Optimal control of an Ornstein-Uhlenbeck process. Stochastic Processes and Their Applications, 24(1), 89-97.Article de revue Lefebvre, M. (1987). Optimal investment policy. International Journal of Systems Science, 18(1), 75-81.
- 1986
Article de revue Lefebvre, M. (1986). Optimal stochastic control of a class of processes with an exponential cost function. Annales des sciences mathématiques du Québec, 10(2), 181-187.
- 1982
Article de revue Lefebvre, M. (1982). Une application des méthodes séquentielles aux tests de permutations. Canadian Journal of Statistics, 10(3), 173-180.
- 2024
- Communications de conférence (89)
- 2023
Communication de conférence Lefebvre, M. (octobre 2023). An optimal control problem for a modified M/G/k queueing system [Communication écrite]. Workshop on Intelligent Information Systems (WIIS 2023), Chisinau, Republic of Moldova (8 pages).
- 2022
Communication de conférence Lefebvre, M. (août 2022). An application of Markov chains in meteorology [Présentation]. Dans 29th Conference on Applied and Industrial Mathematics (CAIM 2022), Chisinau, Moldavie.Communication de conférence Lefebvre, M. (octobre 2022). An inverse stochastic optimal control problem [Présentation]. Dans International Conference on Electronics, Communications and Computing (IC ECCO-2022), Chisinau, Moldavie.Communication de conférence Lefebvre, M. (juillet 2022). Forecasting the long-term variations of temperature and precipitation in Jordan [Présentation]. Dans 7th Palestinian Conference on Modern Trends in Mathematics and Physics, Birzeit, Palestine.Communication de conférence Lefebvre, M. (novembre 2022). On the number of states in a modified M/M/2/n queueing model [Présentation]. Dans AUA-UAEU Workshop on Graph Theory, Combinatorics and Applications (GTCA 2022), Al-Ain, United Arab Emirates.Communication de conférence Lefebvre, M. (juin 2022). Optimal control of compound Poisson processes [Communication écrite]. 4th International Conference on Applied Mathematics and Numerical Methods (ICAMNM 2022), Craiova, Romania (5 pages). Publié dans ITM Web of Conferences, 49.
- 2021
Communication de conférence Lefebvre, M. (septembre 2021). Nanoparticles Brownian motion [Présentation]. Dans International Summer School on Nanostructures and Biomaterials: Assembly and Characterization Methods, Lipari, Italie.Communication de conférence Lefebvre, M. (mars 2021). Stochastic modeling in hydrology [Présentation]. Dans International Workshop on New Horizons in Experimental Investigation Techniques for Condensed Matter Systems, Messina, Italie.Communication de conférence Lefebvre, M. (juillet 2021). Survival maximization for time series [Présentation]. Dans Mathematics & IT: Research and Education (MITRE-2021), Chisinau, Moldavie.
- 2020
Communication de conférence Lefebvre, M. (octobre 2020). Analytical solution to an LQG homing problem in two dimensions [Communication écrite]. 3rd International Conference on Applied Mathematics and Numerical Methods (ICAMNM 2020), Craiova, Romania. Publié dans ITM Web of Conferences, 34.
- 2019
Communication de conférence Lefebvre, M. (mai 2019). A Markov chain model for floods and earthquakes [Communication écrite]. 56th ESReDA Seminar, Linz, Austria.Communication de conférence Lefebvre, M., & Moutassim, A. An optimal control problem for a wiener process with random infinitesimal mean [Communication écrite]. Workshop on New Approaches to Study Complex Systems, 2017, Messina, Italie. (9 pages). Publié dans Atti Accademia Peloritana Dei Pericolanti-Classe Di Scienze Fisiche Matematiche E Naturali, 97(S2 - A1).Communication de conférence Lefebvre, M. (juin 2019). Applied stochastic processes [Présentation]. Dans Mathematics & IT: Research and Education (MITRE-2019), Chisinau, Moldavie.Communication de conférence Lefebvre, M. (décembre 2019). Computer virus propagation modelled as a stochastic differential game [Présentation]. Dans Scientific Meeting of the Accademia Peloritana dei Pericolanti, Classe di Scienze Fisiche, Matematiche e Naturali, Messina, Italie.Communication de conférence Lefebvre, M., & Moutassim, A. (octobre 2019). Exact solutions to the homing problem for a Wiener process with jumps [Présentation]. Dans 14th International Seminar on Optimization and Related Areas, Lima, Pérou.Communication de conférence Lefebvre, M. (décembre 2019). Forecasting the long-term variations of meteorological and geological events by using stochastic processes [Présentation]. Dans International Conference on Atmospheric Monitoring, Modeling and Simulation, Messina, Italie.Communication de conférence Lefebvre, M. (juin 2019). On a partial integro-differential equation from financial mathematics [Présentation]. Dans Mathematics & IT: Research and Education (MITRE-2019), Chisinau, Moldavie.Communication de conférence Lefebvre, M. (septembre 2019). Optimal control of a stochastic system related to the Kermack-McKendrick model [Communication écrite]. 5th Conference of Mathematical Society of Moldova (IMCS 55), Chisinau, Republic of Moldova.Communication de conférence Lefebvre, M. (octobre 2019). Stochastic optimal control of a two-dimensional dynamical system [Présentation]. Dans International Conference on Electronics, Communications and Computing (ICECCO-2019), Chisinau, Moldavie.
- 2018
Communication de conférence Lefebvre, M. (mai 2018). An exact formula for the value of a portfolio at a random final time [Présentation]. Dans 61st Meeting of EURO Working Group for Commodities and Financial Modelling, Kaunas, Lithuania.Communication de conférence Lefebvre, M. (avril 2018). A two-dimensional diffusion process as a degradation model [Communication écrite]. 54th ESReDA Seminar, Nantes, France (12 pages).Communication de conférence Lefebvre, M. (août 2018). Exact solutions to an optimal control problem for an Ornstein-Uhlenbeck process with random parameters [Présentation]. Dans 6th Palestinian Conference on Modern Trends in Mathematics and Physics, Tulkarm, Palestine.Communication de conférence Lefebvre, M. (décembre 2018). Modelling and forecasting temperature and precipitation in Italy [Présentation]. Dans Scientific Meeting of the Academia Peloritana dei Pericolanti, Classe di Scienze Fisiche, Matematiche e Naturali, Messina, Italie.Communication de conférence Lefebvre, M., & Moutassim, A. (octobre 2018). Optimal control problems for diffusion processes with random parameters [Présentation]. Dans 2nd International Conference on Applied Mathematics and Numerical Methods (ICAMNM 2018), Craiova, Roumanie.Communication de conférence Lefebvre, M., & Moutassim, A. (août 2018). Optimal control problems for diffusion processes with random parameters [Communication écrite]. International Conference on Differential Geometry - Dynamical Systems (DGDS 2018), Mangalia, Romania. Publié dans BSG Proceedings, 26.Communication de conférence N'Dri, K. D., & Lefebvre, M. (juin 2018). Teaching differential equations online [Communication écrite]. International Workshop on New Horizons in Teaching Science, Messina, Italie (4 pages). Publié dans Atti della Accademia Peloritana dei Pericolanti - Classe di Scienze Fisiche, Matematiche e Naturali, 99(S1).
- 2017
Communication de conférence Lefebvre, M. (novembre 2017). An application of queuing theory in hydrology [Présentation]. Dans Workshop on New Approaches to Study Complex Systems, Messina, Italie.Communication de conférence Lefebvre, M. (octobre 2017). Applications of stochastic processes in reliability theory and in hydrology [Présentation]. Dans 8th International Conference on Mathematical Models for Engineering Science (MMES 2017), London, UK.Communication de conférence Lefebvre, M. (juillet 2017). Mean of a first-passage time for a two-dimensional diffusion process [Communication écrite]. 10th International Conference on Mathematical Methods in Reliability (MMR 2017), Grenoble, France (5 pages).
- 2016
Communication de conférence Lefebvre, M. (avril 2016). Estimating the probability of exceeding a given river flow threshold [Présentation]. Dans International Conference on Applied Mathematics and Numerical Methods (ICAMNM 2016), Craiova, Roumanie.Communication de conférence Lefebvre, M. (juillet 2016). Optimal control of a stochastic version of the Kermack-McKendrick model [Présentation]. Dans 5th Palestinian Conference on Modern Trends in Mathematics and Physics, Jénine, Palestine.Communication de conférence Ionescu, A., & Lefebvre, M. (mai 2016). Optimal control of a stochastic version of the Lotka-Volterra model [Présentation]. Dans International Conference on Approximation Theory and its Applications (ICATA 2016), Sibiu, Roumanie.Communication de conférence Lefebvre, M. (septembre 2016). Stochastic optimal control of a mixing flow model [Présentation]. Dans 24th Conference on Applied and Industrial Mathematics, Craiova, Roumanie.
- 2015
Communication de conférence Lefebvre, M., & Bensalma, F. (avril 2015). Computation of the distribution of stochastic processes after a jump [Présentation]. Dans 2nd International Conference on Mathematics and Statistics, American University of Sharjah, É. A. U..Communication de conférence Lefebvre, M. (décembre 2015). Obtaining more accurate estimates of the probability of exceeding a given river flow threshold [Présentation]. Dans International Conference on Business, Management and Applied Science, New York, N. Y..Communication de conférence Lefebvre, M. (novembre 2015). Suboptimal solutions to LQG homing problems [Communication écrite]. 14th International Conference on Mathematics and its Applications (ICMA 2015), Timi.Communication de conférence Lefebvre, M., & Zitouni, F. (octobre 2015). Using symmetry to solve LQG homing problems in one and two dimensions [Présentation]. Dans 12th International Seminar on Optimization and Related Areas, Lima, Pérou.
- 2014
Communication de conférence Lefebvre, M. (octobre 2014). Improving the accuracy of river flow forecasts [Présentation]. Dans Data Analysis and Modeling in Earth Sciences (DAMES 2014), Milan, Italie.Communication de conférence Lefebvre, M. (septembre 2014). LQG homing for jump-diffusion processes [Présentation]. Dans 22nd Conference on Applied and Industrial Mathematics, Bacau, Roumanie.Communication de conférence Lefebvre, M., & Bensalma, F. (novembre 2014). On the probability of exceeding a given river flow threshold [Présentation]. Dans 5th Statistics in Hydrology International Workshop (STAHY 2014), Abou Dhabi, É. A. U..
- 2013
Communication de conférence Lefebvre, M., & Zitouni, F. (octobre 2013). Analytical solutions to LQG homing problems in one dimension [Présentation]. Dans 11th International Seminar on Optimization and Related Areas, Lima, Pérou.
- 2012
Communication de conférence Lefebvre, M. (août 2012). First passage to a semi-infinite line for a two-dimensional Wiener process [Présentation]. Dans 20th Conference on Applied and Industrial Mathematics, Chisinau, Moldavie.Communication de conférence Lefebvre, M. (août 2012). Using new technologies in the classroom [Communication écrite]. 20th Conference on Applied and Industrial Mathematics - Communications in Education, Chisinau, Moldavie.
- 2010
Communication de conférence Lefebvre, M. (août 2010). Controlling a two-dimensional diffusion process at most until a fixed time [Présentation]. Dans 28th European Meeting of Statisticians, Le Pirée, Grèce.Communication de conférence Lefebvre, M. (juin 2010). LQG homing in a finite time interval [Communication écrite]. 2e congrès International de la Société Marocaine de Mathématiques Appliquées, Rabat, Maroc.Communication de conférence Lefebvre, M. (octobre 2010). Maximizing a function of the survival time of a Wiener process in an interval [Communication écrite]. International Conference on Stochastic Analysis and Applied Probability (SAAP 2010), Yasmine Hammamet, Tunisia.
- 2009
Communication de conférence Lefebvre, M., & Perotto, S. (juin 2009). A semi-Markov process with an inverse Gaussian distribution as sojourn time [Présentation]. Dans 3rd International Symposium on Semi-Markov Models, Cagliari, Italie.Communication de conférence Lefebvre, M., & Ait Aoudia, D. (décembre 2009). Explicit solutions to the Kolmogorov backward equation [Présentation]. Dans SIAM Conference on Analysis of Partial Differential Equations, Miami, Florida.Communication de conférence Lefebvre, M. (novembre 2009). Optimizing the time spent by diffusion processes in intervals [Communication écrite]. 2nd International Meeting on Optimization Modelization and Approximation (MOMA 2009), Casablanca, Maroc. Publié dans International journal of open problems in computer science and mathematics, 3(4).Communication de conférence Lefebvre, M. (septembre 2009). Strictly increasing Markov chains as wear processes [Présentation]. Dans 17th Conference on Applied and Industrial Mathematics, Constanta, Roumanie.Communication de conférence Lefebvre, M. (mars 2009). Two-dimensional diffusion processes as models in lifetime studies [Communication écrite]. 9th Workshop on Stochastic Models and Their Applications, Aachen, Allemagne.
- 2008
Communication de conférence Lefebvre, M. (octobre 2008). Avoiding bankruptcy at all costs [Présentation]. Dans 16th Conference on Applied and Industrial Mathematics, Oradea, Roumanie.Communication de conférence Lefebvre, M. (décembre 2008). Forcing a controlled diffusion process to leave through the right end of an interval [Communication écrite]. 9th International Conference on Numerical Analysis and Optimization, Mohammedia, Maroc.Communication de conférence Guilbault, J.-L., & Lefebvre, M. (juin 2008). On a non-homogeneous difference equation from probability theory [Présentation]. Dans Conference on Differential and Difference Equations and Applications, Stre.Communication de conférence Lefebvre, M. (octobre 2008). On the influence of the type of exams on the performance of students [Présentation]. Dans 16th Conference on Applied and Industrial Mathematics, Oradea, Roumanie.
- 2007
Communication de conférence Lefebvre, M. (août 2007). Analysis of weather forecasts [Présentation]. Dans International Symposium on Business and Industrial Statistics, Ponta Delgada, Açores, Portugal.Communication de conférence Lefebvre, M. (juillet 2007). Avoiding a random barrier as long as possible [Présentation]. Dans 6th International Congress on Industrial and Applied Mathematics (ICIAM 2007), Zurich, Suisse.Communication de conférence Lefebvre, M. (octobre 2007). Survival optimization for a diffusion process [Présentation]. Dans 15th Conference on Applied and Industrial Mathematics, Mioveni, Roumanie.Communication de conférence Lefebvre, M. (juillet 2007). The gambler's ruin problem for a Markov chain related to the Bessel process [Le problème de la ruine du joueur pour une chaîne de Markov reliée au processus de Bessel]. [Présentation]. Dans 1er Congrès Franco-Espagnol de Mathématiques (ICFEM 2007), Zaragoza, Espagne.
- 2006
Communication de conférence Lefebvre, M. (septembre 2006). Diffusion processes with reflecting boundaries and random initial states [Présentation]. Dans 13th International Conference of the Forum for Interdisciplinary Mathematics on Interdisciplinary Mathematical and Statistical Techniques (SCRA-FIM 2006), Tomar, Portugal.Communication de conférence Lefebvre, M., & Guilbault, J. L. (juillet 2006). Modeling and forecasting a river flow [Présentation]. Dans 14th European Conference on Mathematics for Industry, Madrid, Espagne.Communication de conférence Lefebvre, M., & Guilbault, L. (juin 2006). Statistical models for the errors in precipitation forecasts [Présentation]. Dans Annual meeting of the International Environmetrics Society (TIES 2006), Kalmar, Suède.
- 2005
Communication de conférence Lefebvre, M. (juillet 2005). Diffusion processes having generalized Pareto probability density functions [Présentation]. Dans 13th INFORMS Applied Probability Conference, Ottawa, Ont..Communication de conférence Lefebvre, M. (juillet 2005). First passage problems for asymmetric Wiener processes [Présentation]. Dans 25th European Meeting of Statisticians, Oslo, Norvège.Communication de conférence Lefebvre, M. (octobre 2005). Moments of first-passage places and related results for the integrated Brownian motion [Présentation]. Dans 13th Conference on Applied and Industrial Mathematics, Pitesti, Roumanie.Communication de conférence Lefebvre, M. (juillet 2005). Optimal control problems with random final time [Présentation]. Dans 22nd IFIP TC7 Conference on System Modeling and Optimization, Turin, Italie.Communication de conférence Lefebvre, M. (avril 2005). Solutions de similitude d'un jeu différentiel stochastique [Communication écrite]. 2e colloque sur les tendances dans les applications mathématiques en Tunisie, Tunis.
- 2004
Communication de conférence Lefebvre, M. (juin 2004). A Filtered Renewal Process as a Model for a River Flow [Communication écrite]. 13th European Conference on Mathematics for Industry (ECMI 2004), Eindhoven, Pays-Bas.Communication de conférence Lefebvre, M. (juillet 2004). Generalized Pareto distributions as solutions to the Kolmogorov forward equation [Présentation]. Dans 3rd International Symposium on Extreme Value Analysis: Theory and Practice, Aveiro, Portugal.
- 2003
Communication de conférence Lefebvre, M. (juin 2003). A one- and two-dimensional generalized Pareto model for the flow of a river [Présentation]. Dans 1st Joint Meeting of CAIMS and SIAM, Montréal, Québec.Communication de conférence Lefebvre, M. (juin 2003). Diffusion processes with Pareto densities and applications [Présentation]. Dans 1st Joint Meeting of CAIMS and SIAM, Montréal, Québec.Communication de conférence Lefebvre, M., Ribeiro, J., Rousselle, J., Seidou, O., & Lauzon, N. (juillet 2003). Probabilistic prediction of peak flood discharges [Communication écrite]. 9th International Conference on Applications of Statistics and Probability in Civil Engineering, San Francisco, USA.
- 2002
Communication de conférence Lefebvre, M. (juillet 2002). A pursuit problem for processes with control-dependent variances [Présentation]. Dans SIAM 50th Anniversary and 2002 Annual Meeting, Philadelphia, Penn..Communication de conférence Lefebvre, M. (juin 2002). First hitting time and place for the integrated geometric brownian motion [Présentation]. Dans 19th Nordic Conference on Mathematical Statistics, Stockholm, Suède.
- 2001
Communication de conférence Lefebvre, M. (juillet 2001). A homing problem for diffusion processes with control-dependant variance [Présentation]. Dans 11th INFORMS Applied Probability Conference, New York, N.Y..Communication de conférence Lefebvre, M. (juillet 2001). Exact solutions to two-dimensional homing problems [Présentation]. Dans 5th SIAM Conference on Control and its applications, San Diego, California.Communication de conférence Lefebvre, M. (août 2001). Modeling and forecasting the peak flows of a river [Présentation]. Dans Extremes 2001, Leuven, Belgique.
- 2000
Communication de conférence Lefebvre, M. (juin 2000). First hitting place probabilities in two dimensions [Présentation]. Dans 18th Nordic Conference on Mathematical Statistics, Grimstad, Norvège.Communication de conférence Lefebvre, M. (août 2000). Survival maximization for a Laguerre population [Présentation]. Dans Destobio 2000, West Lafayette, Indiana.
- 1998
Communication de conférence Lefebvre, M. (avril 1998). Using a Kolmogorov backward equation to solve a differential game [Présentation]. Dans 2nd Conference on Stochastic Analysis and Probabilities, Marrakech, Maroc.
- 1997
Communication de conférence Lefebvre, M., & Labib, R. (juillet 1997). Risk sensitive optimal control of wear processes: the vector case [Communication écrite]. 18th IFIP TC7 Conference on Systems Modelling and Optimization, Boca Raton, FL, USA.
- 1996
Communication de conférence Lefebvre, M., & Labib, R. (août 1996). Modelling and controlling the flow of a river [Présentation]. Dans 16th Nordic Conference on Mathematical Statistics, Lahti, Finlande.Communication de conférence Lefebvre, M., & Labib, R. (juin 1996). Risk sensitive optimal control of wear processes [Communication écrite]. AMS/SIAM Seminar on Mathematics of Stochastic Manufacturing Systems, Williamsburg, VA, USA.
- 1995
Communication de conférence Lefebvre, M. (juillet 1995). An optimal landing problem [Présentation]. Dans 14th European Conference on Operation Research, Jérusalem, Israël.
- 1994
Communication de conférence Lefebvre, M. (août 1994). Stochastic modeling and optimal control of wear processes [Présentation]. Dans 15th Nordic Conference in Mathematical Statistics, Lund, Suède.
- 1992
Communication de conférence Lefebvre, M. (juillet 1992). Sur une classe de problèmes en théorie des jeux différentiels [Communication écrite]. 1res Journées de mathématiques appliquées, Rabat, Maroc.
- 1991
Communication de conférence Lefebvre, M. (août 1991). On the relation between LQG problems and first-passage densities [Présentation]. Dans Workshop on Stochastic Estimation and Control, Mexíco, Mexique.
- 1988
Communication de conférence Lefebvre, M. (juin 1988). On the Optimal Control of the Integrated Brownian Motion [Communication écrite]. American Control Conference, Atlanta, Georgia.
- 1987
Communication de conférence Lefebvre, M. (décembre 1987). An extension of a stochastic control theorem due to Whittle [Communication écrite]. 26th IEEE Conference on Decision and Control, Los Angeles, California.
- 2023
- Livres (13)
- 2016
Livre Lefebvre, M. (2016). Équations différentielles. (2e éd.).
- 2015
Livre Lefebvre, M. (2015). Cours et exercices de probabilités appliquées : incluant les notions de base de statistique. (3e éd.).
- 2014
Livre Lefebvre, M. (2014). Processus stochastiques appliqués. (2e éd.).
- 2012
Livre Lefebvre, M. (2012). Exercices corrigés d'équations différentielles.
- 2011
Livre Lefebvre, M. (2011). Probabilités, statistique et applications.
- 2009
Livre Lefebvre, M. (2009). Basic probability theory with applications.
- 2008
Livre Lefebvre, M. (2008). Équations différentielles.
- 2006
Livre Lefebvre, M. (2006). Applied Probability and Statistics.Livre Lefebvre, M. (2006). Applied Stochastic Processes.
- 2005
Livre Lefebvre, M. (2005). Processus stochastiques appliqués.
- 2004
Livre Lefebvre, M. (2004). Cours et exercices de statistique mathématique appliquée.
- 2003
Livre Lefebvre, M. (2003). Cours et exercices de probabilités appliquées. (2e éd.).
- 2002
Livre Lefebvre, M. (2002). Cours et exercices de probabilités appliquées.
- 2016
- Rapports (1)
- 1996
Rapport Labib, R., Lefebvre, M., Ribeiro, J., & Rousselle, J. (1996). Modèles utilisant les processus de diffusion comme outils de prévision. (Rapport technique).
- 1996