103 citations
- Laboratoire de Mathématiques Blaise PascalFR98 papers
- LAM FoundationUS41 papers
- Université d'Évry Val-d'EssonneFR36 papers
- Laboratoire Analyse et Modélisation pour la Biologie et l'EnvironnementFR35 papers
- Centre National de la Recherche ScientifiqueFR33 papers
- École Nationale Supérieure d’Informatique pour l’Industrie et l’EntrepriseFR24 papers
- Université Paris-SaclayFR20 papers
- Laboratoire de Probabilités et Modèles AléatoiresFR15 papers
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- Université Paris CitéFR8 papers
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Showing 2019 · math.PRShow all
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math.PR2019★ 1 cited
Conditional propagation of chaos for mean field systems of interacting neurons
Xavier Erny, Eva Löcherbach, Dasha Loukianova
We study the stochastic system of interacting neurons introduced in De Masi et al. (2015) and in Fournier and Löcherbach (2016) in a diffusive scaling. The system consists of n…
math.PR2019
A weak solution theory for stochastic Volterra equations of convolution type
Eduardo Abi Jaber, Christa Cuchiero, Martin Larsson +1
We obtain general weak existence and stability results for stochastic convolution equations with jumps under mild regularity assumptions, allowing for non-Lipschitz coefficients an…
math.PR2019★ 1 cited
Persistence and exit times for some additive functionals of skew Bessel processes
Christophe Profeta
Let X be some homogeneous additive functional of a skew Bessel process Y. In this note, we compute the asymptotics of the first passage time of X to some fixed level b, and study t…