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
4 papers · 2 filters
Extreme values of critical and subcritical branching stable processes with positive jumps
Christophe Profeta
We consider a branching stable process with positive jumps, i.e. a continuous-time branching process in which the particles evolve independently as stable L{é}vy processes with pos…
Mean field system of a two-layers neural model in a diffusive regime
Xavier Erny
We study a model of interacting neurons. The structure of this neural system is composed of two layers of neurons such that the neurons of the first layer send their spikes to the…
Parisian times for linear diffusions
Christophe Profeta
We compute the joint distribution of the first times a linear diffusion makes an excursion longer than some given duration above (resp. below) some fixed level. In the literature,…
Convergence Rate of the Euler-Maruyama Scheme Applied to Diffusion Processes with L Q -- L Drift Coefficient and Additive Noise
Benjamin Jourdain, Stéphane Menozzi
We are interested in the time discretization of stochastic differential equations with additive d-dimensional Brownian noise and L q -- L drift coefficient when the condition d…