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20022013
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332 citations

Showing 2012 · math.PRShow all

18 papers · 2 filters

math.PR2012

Reflected BSDEs and robust optimal stopping for dynamic risk measures with jumps

Marie-Claire Quenez, AgnÈs Sulem

We study the optimal stopping problem for dynamic risk measures represented by Backward Stochastic Differential Equations (BSDEs) with jumps and its relation with reflected BSDEs (…

math.PR2012

Estimation of volatility functionals: the case of a square root n window

Jean Jacod, Mathieu Rosenbaum

We consider a multidimensional Ito semimartingale regularly sampled on [0,t] at high frequency 1/Δ_n, with Δ_n going to zero. The goal of this paper is to provide an estimator for…

math.PR20121 cited

Mixing time of a kinetically constrained spin model on trees: power law scaling at criticality

Nicoletta Cancrini, Fabio Martinelli, Cyril Roberto +1

On the rooted -ary tree we consider a 0-1 kinetically constrained spin model in which the occupancy variable at each node is re-sampled with rate one from the Bernoulli(p) measu…

math.PR20122 cited

New approaches of source-sink metapopulations decoupling the roles of demography and dispersal

Vincent Bansaye, Amaury Lambert

Source-sink systems are metapopulations of habitat patches with different, and possibly temporally varying, habitat qualities, which are commonly used in ecology to study the fate…

math.PR201222 cited

Discrete-time approximation of multidimensional BSDEs with oblique reflections

Jean-Francois Chassagneux, Romuald Elie, Idris Kharroubi

In this paper, we study the discrete-time approximation of multidimensional reflected BSDEs of the type of those presented by Hu and Tang [Probab. Theory Related Fields 147 (2010)…

math.PR201211 cited

Branching Brownian motion with selection

Pascal Maillard

In this thesis, branching Brownian motion (BBM) is a random particle system where the particles diffuse on the real line according to Brownian motions and branch at constant rate i…