421 citations
- Université Paris CitéFR90 papers
- Centre National de la Recherche ScientifiqueFR73 papers
- Sorbonne UniversitéFR67 papers
- Centre de Mathématiques Laurent SchwartzFR11 papers
- École PolytechniqueFR11 papers
- Université Paris-SudFR10 papers
- Délégation Paris 7FR8 papers
- Laboratoire de Mathématiques Blaise PascalFR8 papers
- Institut Camille JordanFR7 papers
- Laboratoire de Probabilités et Modèles AléatoiresFR7 papers
- Institut FourierFR6 papers
- Laboratoire Kastler BrosselFR6 papers
Showing 2006 · math.PRShow all
3 papers · 2 filters
math.PR2006★ 3 cited
Asymptotic properties of realized power variations and related functionals of semimartingales
Jean Jacod
This paper is concerned with the asymptotic behavior of sums of terms which are a test function f evaluated at successive increments of a discretely sampled semimartingale. Typical…
math.PR2006★ 59 cited
On the overlap in the multiple spherical SK models
Dmitry Panchenko, Michel Talagrand
In order to study certain questions concerning the distribution of the overlap in Sherrington--Kirkpatrick type models, such as the chaos and ultrametricity problems, it seems natu…
math.PR2006★ 16 cited
Gaussian estimates for spatially inhomogeneous random walks on
Sami Mustapha
It is shown in this paper that the transition kernel corresponding to a spatially inhomogeneous random walk on admits upper and lower Gaussian estimates.