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19962026
most citedThe hydrodynamical relevance of the Camassa-Holm and Degasperis-Procesi equations

1k citations

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Showing 2016 · math.PRShow all

6 papers · 2 filters

math.PR2016★ 1 cited

Moderate deviations for parameters estimation in a geometrically ergodic Heston process

Marie du Roy de Chaumaray

We establish a moderate deviation principle for the maximum likelihood estimator of the four parameters of a geometrically ergodic Heston process. We also obtain moderate deviation…

math.PR2016

Averaging for some simple constrained Markov processes

Alexandre Genadot

In this paper, a class of piecewise deterministic Markov processes with underlying fast dynamic is studied. Using a "penalty method" , an averaging result is obtained when the unde…

math.PR2016★ 1 cited

Application of Stochastic Flows to the Sticky Brownian Motion Equation

Hatem Hajri, Caglar Mine, Marc Arnaudon

We show how the theory of stochastic flows allows to recover in an elementary way a well known result of Warren on the sticky Brownian motion equation.

math.PR2016★ 3 cited

The rate of convergence for the renewal theorem in

Jean-Baptiste Boyer

Let be a borelian probability measure on . Consider the random walk on defined by : for any $x\in \mathbb{R}…

math.PR2016

On a coupling of solutions to the interface SDE on a star graph

Hatem Hajri, Marc Arnaudon

Inspired by Tsirelson proof of the non Brownian character of WalshBrownian motion ltration on three or more rays, we prove some results on aparticular coupling of solutions to the…

math.PR2016

Traffic Distributions and Independence II: Universal Constructions for Traffic Spaces

Guillaume Cébron, Antoine Dahlqvist, Camille Male

We investigate questions related to the notion of traffics introduced by the author C. Male as a noncommutative probability space with numerous additional operations and equipped w…