7.7k citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
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13 papers · 2 filters
The scaling limit of uniform random plane maps, via the Ambjørn-Budd bijection
Jérémie Bettinelli, Emmanuel Jacob, Grégory Miermont
We prove that a uniform rooted plane map with n edges converges in distribution after a suitable normalization to the Brownian map for the Gromov-Hausdorff topology. A recent bijec…
An Itô's type formula for the fractional Brownian motion in Brownian time
Ivan Nourdin, Raghid Zeineddine
Let be a (two-sided) fractional Brownian motion of Hurst parameter and let be a standard Brownian motion independent of . Fractional Brownian motion in Brow…
Cross-variation of Young integral with respect to long-memory fractional Brownian motions
Ivan Nourdin, Rola Zintout
We study the asymptotic behaviour of the cross-variation of two-dimensional processes having the form of a Young integral with respect to a fractional Brownian motion of index $H \…
Information Transmission under Random Emission Constraints
Francis Comets, François Delarue, René Schott
We model the transmission of a message on the complete graph with n vertices and limited resources. The vertices of the graph represent servers that may broadcast the message at ra…
Comparison inequalities on Wiener space
Ivan Nourdin, Giovanni Peccati, Frederi Viens
We define a covariance-type operator on Wiener space: for F and G two random variables in the Gross-Sobolev space of random variables with a square-integrable Malliavin d…
Convergence in law implies convergence in total variation for polynomials in independent Gaussian, Gamma or Beta random variables
Ivan Nourdin, Guillaume Poly
Consider a sequence of polynomials of bounded degree evaluated in independent Gaussian, Gamma or Beta random variables. We show that, if this sequence converges in law to a noncons…
The optimal fourth moment theorem
Ivan Nourdin, Giovanni Peccati
We compute the exact rates of convergence in total variation associated with the 'fourth moment theorem' by Nualart and Peccati (2005), stating that a sequence of random variables…
Quantitative stable limit theorems on the Wiener space
Ivan Nourdin, David Nualart, Giovanni Peccati
We use Malliavin operators in order to prove quantitative stable limit theorems on the Wiener space, where the target distribution is given by a possibly multidimensional mixture o…
On L2 modulus of continuity of Brownian local times and Riesz potentials
Aurélien Deya, David Nualart, Samy Tindel
This article is concerned with modulus of continuity of Brownian local times. Specifically, we focus on 3 closely related problems: (a) Limit theorem for a Brownian modulus of cont…
Strong solutions to stochastic differential equations with rough coefficients
Nicolas Champagnat, Pierre-Emmanuel Jabin
We study strong existence and pathwise uniqueness for stochastic differential equations in $\RR^d$ with rough coefficients, and without assuming uniform ellipticity for the diffusi…
Adaptation in a stochastic multi-resources chemostat model
Nicolas Champagnat, Pierre-Emmanuel Jabin, Sylvie Méléard
We are interested in modeling the Darwinian evolution resulting from the interplay of phenotypic variation and natural selection through ecological interactions, in the specific sc…
On the rough-paths approach to non-commutative stochastic calculus
Aurélien Deya, René Schott
We study different possibilities to apply the principles of rough paths theory in a non-commutative probability setting. First, we extend previous results obtained by Capitaine, Do…
Asymptotic behavior of mixed power variations and statistical estimation in mixed models
Marco Dozzi, Yuliya Mishura, Georgiy Shevchenko
We obtain results on both weak and almost sure asymptotic behaviour of power variations of a linear combination of independent Wiener process and fractional Brownian motion. These…