Papers

- S. Zein, A. Lejay and M. Deaconu,  An efficient algorithm to simulate a Brownian motion over an irregular domain, to appear in Communications in Computational Physics, 2010.
- M. Deaconu and A. Lejay, Simulation of diffusions by means of importance sampling paradgim, to appear in Annals of Applied Probability.
- M. Deaconu and A. Lejay, A Random Walk on Rectangles Algorithm, Methodology and Computing in Applied Probability, 8, 135--151, 2006.
- M. Deaconu, N. Fournier and E. Tanré, Rate of Convergence of a Stochastic Particle System for the Smoluchowski coagulation equation, Methodology in Computing and Applied Probability, 5, 131--158, 2003.
- M. Deaconu and N. Fournier, Probabilistic approach of some discrete and continuous coagulation equations with diffusion, Stochastic Processes and their Applications,  101, 83--111, 2002.
- M. Deaconu, N. Fournier and E. Tanré, A pure jump Markov process associated with the Smoluchowski's coagulation equation, Annals of Probability, Vol. 30, No. 4, 1763--1796, 2002.
- M. Deaconu and E. Tanré, Smoluchowski's coagulation equation : probabilistic interpretation for solutions for constant, additive and multiplicative kernels, Annali della Scuola Normale Superiore di Pisa, Serie IV, Vol. XXXIX (3), 549--580, 2000.
- M. Deaconu and E. Tanré, A generalization of the connection between the additive and multiplicative solutions for the Smoluchowski's coagulation equation, Monte Carlo Methods and Applications, Vol. 7, No. 1-2, 141--147, 2001 (Special number Monte Carlo 2000).
- M. Deaconu, M. Gradinaru and J.R. Roche, Sojourn time of some reflected Brownian motions in the unit disk, Probability and Mathematical Statistics, Vol. 20, No. 1, 19--38, 2000.
- M. Deaconu and S. Wantz, Processus non linéaire auto-stabilisant réfléchi, Bulletin des Sciences Mathématiques, 122, 521--569, 1998.
- M. Deaconu and S. Wantz, Comportement des temps d'atteinte d'une diffusion fortement rentrante, Séminaires de Probabilités XXXI, Lecture Notes in Mathematics, 1655, 168--175, 1997.
- M. Deaconu, Régularité du mouvement brownien itéré, C.R. Acad. Sci. Paris, t. 323, Série I, 933--938, 1996.
- M. Deaconu and S. Wantz, Comportement des temps d'atteinte d'une diffusion fortement rentrante, C.R. Acad. Sci. Paris, t. 322, Série I, 757--762, 1996.

Conference proceedings

- 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.