Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- Centre National de la Recherche ScientifiqueFR1.2k papers
- Institut Élie Cartan de LorraineFR874 papers
- Institut Jean LamourFR378 papers
- Laboratoire Lorrain de Recherche en Informatique et ses ApplicationsFR277 papers
- Institut national de recherche en sciences et technologies du numériqueFR174 papers
- Laboratoire de Physique et Chimie ThéoriquesFR148 papers
- Université Paris-SaclayFR115 papers
- CRANFR111 papers
- Sorbonne UniversitéFR85 papers
- Institut Universitaire de FranceFR61 papers
- Université de StrasbourgFR56 papers
- Laboratoire Énergies & Mécanique Théorique et AppliquéeFR54 papers
17 papers · 2 filters
On stochastic calculus with respect to q-Brownian motion
Aurélien Deya, René Schott
Following the approach and the terminology introduced in [A. Deya and R. Schott, On the rough paths approach to non-commutative stochastic calculus, J. Funct. Anal., 2013], we cons…
Population processes with unbounded extinction rate conditioned to non-extinction
Nicolas Champagnat, Denis Villemonais
This article studies the quasi-stationary behaviour of population processes with unbounded absorption rate, including one-dimensional birth and death processes with catastrophes an…
Uniform convergence to the Q-process
Nicolas Champagnat, Denis Villemonais
The first aim of the present note is to quantify the speed of convergence of a conditioned process toward its Q-process under suitable assumptions on the quasi-stationary distribut…
One-dimensional reflected rough differential equations
Aurelien Deya, Massimiliano Gubinelli, Martina Hofmanova +1
We prove existence and uniqueness of the solution of a one-dimensional rough differential equation driven by a step-2 rough path and reflected at zero. In order to deal with the la…
Initial-Boundary Value Problem for the heat equation - A stochastic algorithm
Madalina Deaconu, Samuel Herrmann
The Initial-Boundary Value Problem for the heat equation is solved by using a new algorithm based on a random walk on heat balls. Even if it represents a sophisticated generalizati…
The critical Galton-Watson process vanishes
Olivier Garet
The Galton-Watson process belongs to standard teaching in probability. The basic theorem says that survival is only possible when the fecondity exceeds 1. The classical proof is es…
Gaussian approximations for chemostat models in finite and infinite dimensions
Bertrand Cloez, Coralie Fritsch
In a chemostat, bacteria live in a growth container of constant volume in which liquid is injected continuously. Recently, Campillo and Fritsch introduced a mass-structured individ…
Stretch Factor of Long Paths in a planar Poisson-Delaunay Triangulation
Nicolas Chenavier, Olivier Devillers
Let , where is a planar Poisson point process of intensity . We provide a first non-trivial lower bound for the distance between the expected le…
Construction and Skorohod representation of a fractional K-rough path
Aurélien Deya
We go ahead with the study initiated in [3] about a heat-equation model with non-linear perturbation driven by a space-time fractional noise. Using general results from Hairer's th…
Diffusions under a local strong Hörmander condition. Part II: tube estimates
Vlad Bally, Lucia Caramellino, Paolo Pigato
We study lower and upper bounds for the probability that a diffusion process in remains in a tube around a skeleton path up to a fixed time. We assume that the diffu…
Diffusions under a local strong Hörmander condition. Part I: density estimates
Vlad Bally, Lucia Caramellino, Paolo Pigato
We study lower and upper bounds for the density of a diffusion process in in a small (but not asymptotic) time, say . We assume that the diffusion coefficients…
Global fluctuations for 1D log-gas dynamics
J. Unterberger
We study in this article the hydrodynamic limit in the macroscopic regime of the coupled system of stochastic differential equations, \begin{equation} dλ_t^i=\frac{1}{\sqrt{N}} dW_…
The snapping out Brownian motion
Antoine Lejay
We give a probabilistic representation of a one-dimensional diffusion equation where the solution is discontinuous at with a jump proportional to its flux. This kind of interfa…
On the Stability and the Exponential Concentration of Extended Kalman-Bucy filters
Pierre Del Moral, Aline Kurtzmann, Julian Tugaut
The exponential stability and the concentration properties of a class of extended Kalman-Bucy filters are analyzed. New estimation concentration inequalities around partially obser…
Dynamic Erdös- Rényi random graph with forbidden degree
Lucas Mercier
As suggested by Itai Benjamini, we introduced a variant of the Erdös- Rényi random graph process with a forbidden degree , in which every edge adjacent to a vertex is remove…
Invariant Gaussian fields on homogeneous spaces: explicit constructions and mean nodal volume
Alexandre Afgoustidis
We review and study some of the properties of smooth Gaussian random fields defined on a homogeneous space, under the assumption that the probability distribution is invariant unde…
Ergodicity of inhomogeneous Markov chains through asymptotic pseudotrajectories
Michel Benaïm, Florian Bouguet, Bertrand Cloez
In this work, we consider an inhomogeneous (discrete time) Markov chain and are interested in its long time behavior. We provide sufficient conditions to ensure that some of its as…