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20022011
most citedNon-linear estimation is easy

377 citations

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math.PR2011

Multidimensional semicircular limits on the free Wigner chaos

Ivan Nourdin, Giovanni Peccati, Roland Speicher

We show that, for sequences of vectors of multiple Wigner integrals with respect to a free Brownian motion, componentwise convergence to semicircular is equivalent to joint converg…

math.PR2011★ 1 cited

Upper bounds for the density of solutions of stochastic differential equations driven by fractional Brownian motions

Fabrice Baudoin, Cheng Ouyang, Samy Tindel

In this paper we study upper bounds for the density of solution of stochastic differential equations driven by a fractional Brownian motion with Hurst parameter H > 1/3. We show th…

math.PR2011★ 2 cited

Convergence of stochastic gene networks to hybrid piecewise deterministic processes

Alina Crudu, Arnaud Debussche, Aurélie Muller +1

We study the asymptotic behavior of multiscale stochastic gene networks using weak limits of Markov jump processes. Depending on the time and concentration scales of the system we…