132 citations
- Laboratoire de Statistique Théorique et AppliquéeFR10 papers
- Université Paris 1 Panthéon-SorbonneFR6 papers
- Laboratoire de Probabilités et Modèles AléatoiresFR3 papers
- Sorbonne UniversitéFR3 papers
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- Université Paris CitéFR2 papers
- Center for Responsible TravelUS1 paper
- Centre de Recherche en Mathématiques de la DécisionFR1 paper
- Centre National de la Recherche ScientifiqueFR1 paper
- CERMICSFR1 paper
- Friedrich Schiller University JenaDE1 paper
- Illinois Institute of TechnologyUS1 paper
11 papers · 1 filter
On the structure of Gaussian random variables
Ciprian Tudor
We study when a given Gaussian random variable on a given probability space is equal almost surely to where is a Brownian motion defined on the sam…
On the discretization of backward doubly stochastic differential equations
Omar Aboura
In this paper, we are dealing with the approximation of the process (Y,Z) solution to the backward doubly stochastic differential equation with the forward process X . After provin…
Hsu-Robbins and Spitzer's theorems for the variations of fractional Brownian motion
Ciprian Tudor
Using recent results on the behavior of multiple Wiener-Itô integrals based on Stein's method, we prove Hsu-Robbins and Spitzer's theorems for sequences of correlated random variab…
The notion of -weak dependence and its applications to bootstrapping time series
Paul Doukhan, Michael H. Neumann
We give an introduction to a notion of weak dependence which is more general than mixing and allows to treat for example processes driven by discrete innovations as they appear wit…
Large deviations for the Boussinesq Equations under Random Influences
Jinqiao Duan, Annie Millet
A Boussinesq model for the Benard convection under random influences is considered as a system of stochastic partial differential equations. This is a coupled system of stochastic…
Weakly dependent chains with infinite memory
Paul Doukhan, Olivier Wintenberger
We prove the existence of a weakly dependent strictly stationary solution of the equation called {\em chain with infinite memory}. Here th…