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
- Laboratoire de Probabilités, Statistique et ModélisationFR12 papers
- National Research University Higher School of EconomicsRU10 papers
- Université Paris CitéFR8 papers
- Centre de Mathématiques Appliquées de l'École polytechniqueFR6 papers
Showing 2020 · math.PRShow all
3 papers · 2 filters
math.PR2020★ 2 cited
The area under a spectrally positive stable excursion and other related processes
Christophe Profeta
We study the distribution of the area under the normalized excursion of a spectrally positive stable L{é}vy process L, as well as the area under its meander, and under L conditione…
math.PR2020★ 1 cited
A convergence criterion for systems of point processes from the convergence of their stochastic intensities
Xavier Erny
We study systems of simple point processes that admit stochastic intensities. We represent these point processes as thinnings of Poisson measures and are interested in a convergenc…
math.PR2020★ 2 cited
Central Limit Theorem for the -antithetic multilevel Monte Carlo method
Mohamed Ben Alaya, Ahmed Kebaier, Thi Bao Tram Ngo
In this paper, we introduce the -antithetic multilevel Monte Carlo (MLMC) estimator for a multi-dimensional diffusion which is an extended version of the original antithetic MLM…