From the 1 of 668 papers with an AI index.
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6 papers · 2 filters
Convex ordering for stochastic Volterra equations and their Euler schemes
Benjamin Jourdain, Gilles Pagès
In this paper, we are interested in comparing solutions to stochastic Volterra equations for the convex order on the space of continuous -valued paths and for the monotonic c…
Conditioning (sub)critical L{é}vy trees by their maximal degree: Decomposition and local limit
Romain Abraham, Jean-François Delmas, Michel Nassif
We study the maximal degree of (sub)critical L{é}vy trees which arise as the scaling limits of Bienaym{é}-Galton-Watson trees. We determine the genealogical structure of large node…
Estimation of statistics of transitions and Hill relation for Langevin dynamics
Tony Lelièvre, Mouad Ramil, Julien Reygner
In molecular dynamics, statistics of transitions, such as the mean transition time, are macroscopic observables which provide important dynamical information on the underlying micr…
CBI-time-changed Lévy processes
Claudio Fontana, Alessandro Gnoatto, Guillaume Szulda
We introduce and study the class of CBI-time-changed Lévy processes (CBITCL), obtained by time-changing a Lévy process with respect to an integrated continuous-state branching proc…
Central limit theorem over non-linear functionals of empirical measures: beyond the iid setting
Roberta Flenghi, Benjamin Jourdain
The central limit theorem is, with the strong law of large numbers, one of the two fundamental limit theorems in probability theory. Benjamin Jourdain and Alvin Tse have extended t…
Brownian continuum random tree conditioned to be large
Romain Abraham, Jean-Franç Ois Delmas, Hui He
We consider a Feller diffusion (Zs, s 0) (with diffusion coefficient $\sqrt$ 2 and drift R) that we condition on {Zt = at}, where at is a deterministic function,…