398 citations
- Université de LorraineFR874 papers
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- Université Henri PoincaréFR49 papers
- Institut Universitaire de FranceFR45 papers
- Centre Inria de l'Université de LorraineFR35 papers
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- Laboratoire Lorrain de Recherche en Informatique et ses ApplicationsFR19 papers
- Laboratoire de Mathématiques d'OrsayFR18 papers
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11 papers · 2 filters
Drawdowns of diffusions
Paavo Salminen, Pierre Vallois
In this paper we give excursion theoretical proofs of Lehoczky's formula (in an extended form allowing a lower bound for the underlying diffusion) for the joint distribution of the…
On the number of crossings and bouncings of a diffusion at a sticky threshold
Alexis Anagnostakis, Sara Mazzonetto
In this paper, we study the asymptotic behavior of the number of crossings by a one-dimensional diffusion of a threshold where the process exhibits stickiness. We distinguish three…
Large graph limits of local matching algorithms on Configuration model graphs
Mohamed Habib Aliou Diallo Aoudi, Pascal Moyal, Vincent Robin
In this work, we propose a large-graph limit estimate of the matching coverage for several matching algorithms, on general graphs generated by the configuration model. For a wide c…
Quasi-stationary distribution for kinetic SDEs with low regularity coefficients
Nicolas Champagnat, Tony Lelièvre, Mouad Ramil +2
We consider kinetic SDEs with low regularity coefficients in the setting recently introduced in [6]. For the solutions to such equations, we first prove a Harnack inequality. Using…
Symmetries for the gKPZ equation via multi-indices
Carlo Bellingeri, Yvain Bruned
In this work, we study the two main symmetries for the one-dimensional generalised KPZ equation (gKPZ): the chain rule and the Itô Isometry. We consider the equation in the full-su…
On the separation cut-off phenomenon for Brownian motions on high dimensional rotationally symmetric compact manifolds
Koléhè Coulibaly-Pasquier, Marc Arnaudon, Laurent Miclo
Given a family of rotationally symmetric compact manifolds indexed by the dimension and a weight function, the goal of this paper is to investigate the cut-off phenomenon for the B…