377 citations
- Institut Élie Cartan de LorraineFR57 papers
- Centre National de la Recherche ScientifiqueFR40 papers
- Institut national de recherche en sciences et technologies du numériqueFR8 papers
- Laboratoire de Chimie Physique et Microbiologie pour les Matériaux et l'EnvironnementFR6 papers
- Friedrich-Alexander-Universität Erlangen-NürnbergDE5 papers
- Institut Jean LamourFR5 papers
- Institut Universitaire de FranceFR5 papers
- Laboratoire Réactions et Génie des ProcédésFR5 papers
- Laboratoire Lorrain de Recherche en Informatique et ses ApplicationsFR3 papers
- University of LuxembourgLU3 papers
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4 papers · 2 filters
From persistent random walks to the telegraph noise
Samuel Herrmann, Pierre Vallois
We study a family of memory-based persistent random walks and we prove weak convergences after space-time rescaling. The limit processes are not only Brownian motions with drift. W…
Rough Volterra equations 1: the algebraic integration setting
Aurélien Deya, Samy Tindel
We define and solve Volterra equations driven by an irregular signal, by means of a variant of the rough path theory called algebraic integration. In the Young case, that is for a…
A central limit theorem for the rescaled Lévy area of two-dimensional fractional Brownian motion with Hurst index
Jeremie Unterberger
Let be a two-dimensional fractional Brownian motion with Hurst index . Using an analytic approximation of introduced in \cite{Unt08},…
On subexponentiality of the Lévy measure of the diffusion inverse local time; with applications to penalizations
Paavo Salminen, Pierre Vallois
For a recurrent linear diffusion on we study the asymptotics of the distribution of its local time at 0 as the time parameter tends to infinity. Under the assumption that th…