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2010
Afef Sellami, and Gilles Pagès, Convergence of multi-dimensional quantized SDE's, , 2010. Abstract  Download: Pages_Sellami_Quantized_SDE.pdf (356.05 KB)
Afef Sellami, "Quantization based filtering method using first order approximation", SIAM journal on numerical analysis, vol. 47, issue 6, pp. 4711-4734 , 2010. Abstract
2008
Afef Sellami, "Comparative survey on nonlinear filtering methods: the quantization and the particle filtering approaches", Journal of Statistical Computation and Simulation, vol. 78, issue 2, pp. 93-113, 2008. Abstract
2005
Huyên Pham, Wolfgang Runggaldier, and Afef Sellami, "Approximation by quantization of the filter process and applications to optimal stopping problems under partial observation", Monte Carlo methods and Applications, vol. 11(1), pp. 57-81, 2005. Abstract  Download: Quantization filter process optimal stopping.pdf (345.93 KB)
Afef Sellami, "Méthodes de quantification optimale pour le filtrage et applications à la finance", Applied mathematics: Université Paris Dauphine, 2005. Abstract  Download: PhD_AfefSELLAMI.pdf (1.35 MB)Introduction_Sellami.pdf (248.72 KB)