332 citations
- Psychiatric Medicine AssociatesUS67 papers
- Sorbonne UniversitéFR53 papers
- Université Paris CitéFR36 papers
- Centre National de la Recherche ScientifiqueFR30 papers
- Département de mathématiques et applicationsFR11 papers
- École Normale Supérieure - PSLFR11 papers
- Université Paris NanterreFR11 papers
- Institut de Mathématiques de MarseilleFR10 papers
- Laboratoire de Mathématiques Blaise PascalFR8 papers
- Centre de Recherche en Économie et StatistiqueFR7 papers
- Institut de Mathématiques de Jussieu-Paris Rive GaucheFR7 papers
- Laboratoire de Statistique Théorique et AppliquéeFR7 papers
16 papers · 2 filters
On hitting times of affine boundaries by reflecting Brownian motion and Bessel processes
Paavo Salminen, Marc Yor
Firstly, we compute the distribution function for the hitting time of a linear time-dependent boundary by a reflecting Brownian motion. The mai…
Parametrix techniques and martingale problem for some degenerate Kolmogorov's equations
Stephane Menozzi
We prove the uniqueness of the martingale problem associated to some degenerate operators. The key point is to exploit the strong parallel between the new technique introduced by B…
On the Gaussian approximation of vector-valued multiple integrals
Salim Noreddine, Ivan Nourdin
By combining the findings of two recent, seminal papers by Nualart, Peccati and Tudor, we get that the convergence in law of any sequence of vector-valued multiple integrals …
The Nyström method for functional quantization with an application to the fractional Brownian motion
Sylvain Corlay
In this article, the so-called "Nyström method" is tested to compute optimal quantizers of Gaussian processes. In particular, we derive the optimal quantization of the fractional B…
Quantum random walks and minors of Hermitian Brownian motion
Francois Chapon, Manon Defosseux
Considering quantum random walks, we construct discrete-time approximations of the eigenvalues processes of minors of Hermitian Brownian motion. It has been recently proved by Adle…
Random Young diagrams in a Rectangular Box
Dan Beltoft, Cédric Boutillier, Nathanaël Enriquez
We exhibit the limit shape of random Young diagrams having a distribution proportional to the exponential of their area, and confined in a rectangular box. The Ornstein-Uhlenbeck b…