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
12 papers · 1 filter
Integral representations of martingales for progressive enlargements of filtrations
Anna Aksamit, Monique Jeanblanc, Marek Rutkowski
We work in the setting of the progressive enlargement of a reference filtration through the observation of a random time . We study an integral represent…
Product Markovian quantization of an R^d -valued Euler scheme of a diffusion process with applications to finance
Fiorin Lucio, Gilles Pagès, Abass Sagna
We introduce a new approach to quantize the Euler scheme of an -valued diffusion process. This method is based on a Markovian and componentwise product quantization a…
A theoretical study of the role of astrocyte activity in neuronal hyperexcitability using a new neuro-glial mass model
Aurélie Garnier, Alexandre Vidal, Habib Benali
The investigation of the neuronal environment allows us to better understand the activity of a cerebral region as a whole. The recent experimental evidences of the presence of tran…
Dynamics of multivariate default system in random environment
Nicole El Karoui, Monique Jeanblanc, Ying Jiao
We consider a multivariate default system where random environmental information is available. We study the dynamics of the system in a general setting and adopt the point of view…
Model selection in logistic regression
Marius Kwemou, Marie-Luce Taupin, Anne-Sophie Tocquet
This paper is devoted to model selection in logistic regression. We extend the model selection principle introduced by Birgé and Massart (2001) to logistic regression model. This s…
Collision of almost parallel vortex filaments
Valeria Banica, Erwan Faou, Evelyne Miot
We investigate the occurrence of collisions in the evolution of vortex filaments through a system introduced by Klein, Majda and Damodaran [KMD95] and Zakharov [Z88,Z99]. We first…