398 citations
- Université de LorraineFR874 papers
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- Institut national de recherche en sciences et technologies du numériqueFR121 papers
- Université Henri PoincaréFR49 papers
- Institut Universitaire de FranceFR45 papers
- Centre Inria de l'Université de LorraineFR35 papers
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8 papers · 2 filters
Rates of convergence to the local time of Oscillating and Skew Brownian Motions
Sara Mazzonetto
In this paper, a class of statistics based on high frequency observations of oscillating and skew Brownian motion is considered. Their convergence rate towards the local time of th…
Skorohod and rough integration with respect to the non-commutative fractional Brownian motion
Aurélien Deya, René Schott
We pursue our investigations, initiated in [8], about stochastic integration with respect to the non-commutative fractional Brownian motion (NC-fBm). Our main objective in this pap…
BPHZ renormalisation and vanishing subcriticality asymptotics of the fractional model
Nils Berglund, Yvain Bruned
We consider stochastic PDEs on the -dimensional torus with fractional Laplacian of parameter , quadratic nonlinearity and driven by space-time white noise. These equa…
The impatient collector
Anis Amri, Philippe Chassaing
In the coupon collector problem with items, the collector needs a random number of tries to complete the collection. Also, after tries, the collector ha…
A central limit theorem for the number of descents and some urn models
Olivier Garet
The purpose of this work is to establish a central limit theorem that can be applied to a particular form of Markov chains, including the number of descents in a random permutation…
Practical criteria for R-positive recurrence of unbounded semigroups
Nicolas Champagnat, Denis Villemonais
The goal of this note is to show how recent results on the theory of quasi-stationary distributions allow to deduce effortlessly general criteria for the geometric convergence of n…