29.3k citations
- F. Rossi2 profiles18 · h 27
- S. Tixeuil2 profiles16 · h 35
- F. Bach14 · h 108
- Laurent Romary3 profiles14 · h 26
- M. Fliess2 profiles10 · h 51
- Fabien Mathieu9 · h 15
- M. Potop-Butucaru2 profiles9 · h 31
- N. Carbonell2 profiles9 · h 14
- P. Robert9 · h 20
- S. Gaubert9 · h 47
- W. Visser9 · h 20
- Yves Bertot3 profiles9 · h 24
- Laboratoire Lorrain de Recherche en Informatique et ses ApplicationsFR96 papers
- Centre National de la Recherche ScientifiqueFR86 papers
- Centre Inria de SaclayFR64 papers
- Institut de Recherche en Informatique et Systèmes AléatoiresFR27 papers
- Sorbonne UniversitéFR26 papers
- Université Grenoble AlpesFR23 papers
- Centre Inria de l'université de BordeauxFR22 papers
- LIP6FR22 papers
- Centre Inria de l'Université de LilleFR21 papers
- Laboratoire de l'Informatique du ParallélismeFR21 papers
- Laboratoire d'Informatique de GrenobleFR20 papers
- Institut Élie Cartan de LorraineFR19 papers
6 papers · 2 filters
Malliavin-Skorohod calculus and Paley-Wiener integral for covariance singular processes
Ida Kruk, Francesco Russo
We develop a stochastic analysis for a Gaussian process with singular covariance by an intrinsic procedure focusing on several examples such as covariance measure structure pro…
Local estimation of the Hurst index of multifractional Brownian motion by Increment Ratio Statistic method
Pierre R. Bertrand, Mehdi Fhima, Arnaud Guillin
We investigate here the Central Limit Theorem of the Increment Ratio Statistic of a multifractional Brownian motion, leading to a CLT for the time varying Hurst index. The proofs a…
On the Stability and the Approximation of Branching Distribution Flows, with Applications to Nonlinear Multiple Target Filtering
Francois Caron, Pierre Del Moral, Michele Pace +1
We analyse the exponential stability properties of a class of measure-valued equations arising in nonlinear multi-target filtering problems. We also prove the uniform convergence p…
Toward the Fourier law for a weakly interacting anharmonic crystal
Carlangelo Liverani, Stefano Olla
For a system of weakly interacting anharmonic oscillators, perturbed by an energy preserving stochastic dynamics, we prove an autonomous (stochastic) evolution for the energies at…
Clark-Ocone type formula for non-semimartingales with finite quadratic variation
Cristina Di Girolami, Francesco Russo
We provide a suitable framework for the concept of finite quadratic variation for processes with values in a separable Banach space using the language of stochastic calculus vi…
On the Holonomy or Algebraicity of Generating Functions Counting Lattice Walks in the Quarter-Plane
Guy Fayolle, Kilian Raschel
In two recent works \cite{BMM,BK}, it has been shown that the counting generating functions (CGF) for the 23 walks with small steps confined in a quadrant and associated with a fin…