329 citations
- Télécom SudParisFR48 papers
- Institut Polytechnique de ParisFR37 papers
- Centre National de la Recherche ScientifiqueFR36 papers
- Institut Mines-TélécomFR11 papers
- Laboratoire d'Ingénierie Circulation TransportsFR7 papers
- Laboratoire Traitement et Communication de l’InformationFR6 papers
- Université Paris-SaclayFR6 papers
- Concordia UniversityCA5 papers
- Centre de Mathématiques Appliquées de l'École polytechniqueFR3 papers
- Cisco Systems (United States)US3 papers
- École PolytechniqueFR3 papers
- Laboratoire de Mathématiques d'OrsayFR3 papers
Showing 2024 · math.PRShow all
3 papers · 2 filters
math.PR2024★ 1 cited
Martin boundary of a space-time Brownian motion with drift killed at the boundary of a moving cone
Sandro Franceschi
We study a space-time Brownian motion with drift B(t)=(t_0+t,y_0+W(t)+t) killed at the moving boundary of the cone {(t,x):0<x<t}. This article determines the parabolic Martin bound…
math.PR2024★ 1 cited
Reflected Brownian Motion in a wedge: sum-of-exponential absorption probability at the vertex and differential properties
Jules Flin, Sandro Franceschi
We study a Brownian motion with drift in a wedge of angle which is obliquely reflected on each edge along angles and . We assume that the classical parameter $…
math.PR2024
Generators of measure-valued jump diffusions and convergence rate of diffusive mean-field models
Xavier Erny
The paper has two objectives: proving that the rate of convergence in distribution for mean-field models in CLT regime is , and obtaining explicit expressions for the inf…