Université de Lorraine

output

19932026

most citedAdvanced capabilities for materials modelling with Quantum ESPRESSO

7.7k citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

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Showing 2021 · math.PRShow all

10 papers · 2 filters

math.PR2021

Transcritical bifurcation for the conditional distribution of a diffusion process

Michel Benaïm, Nicolas Champagnat, William Oçafrain +1

In this article, we describe a simple class of models of absorbed diffusion processes with parameter, whose conditional law exhibits a transcritical bifurcation. Our proofs are bas…

math.PR2021★ 1 cited

Solving the hyperbolic Anderson model 1: Skorohod setting

Xia Chen, Aurélien Deya, Jian Song +1

This paper is concerned with a wave equation in dimension $d \in {1, 2, 3}$ , with a multiplicative space-time Gaussian noise which is fractional in time and homogeneous in space. W…

math.PR2021

Stability regions of systems with compatibilities, and ubiquitous measures on graphs

Jocelyn Begeot, Irène Marcovici, Pascal Moyal

This paper addresses the ubiquity of remarkable measures on graphs, and their applications. In many queueing systems, it is necessary to take into account the compatibility constra…

math.PR2021★ 4 cited

Diffusive limits of Lipschitz functionals of Poisson measures

Eustache Besançon, Laure Coutin, Laurent Decreusefond +1

Continuous Time Markov Chains, Hawkes processes and many other interesting processes can be described as solution of stochastic differential equations driven by Poisson measures. P…

math.PR2021★ 1 cited

Large population asymptotics for a multitype stochastic SIS epidemic model in randomly switched environment

Adrien Prodhomme, Édouard Strickler

We consider an epidemic SIS model described by a multitype birth-and-death process in a randomly switched environment. That is, the infection and cure rates of the process depend o…

math.PR2021★ 2 cited

Parametrization of renormalized models for singular stochastic PDEs

I. Bailleul, Y. Bruned

Let $T$ be the regularity structure associated with a given system of singular stochastic PDEs. The paracontrolled representation of the $Π$ map provides a linear par…

math.PR2021

A full discretization of the rough fractional linear heat equation

Aurélien Deya, Renaud Marty

We study a full discretization scheme for the stochastic linear heat equation \begin{equation*}\begin{cases}\partial_t \langleΨ\rangle = Δ\langleΨ\rangle +\dot{B}\, , \quad t\in [0…

math.PR2021

Random generation and scaling limits of fixed genus factorizations into transpositions

Valentin Féray, Baptiste Louf, Paul Thévenin

We study the asymptotic behaviour of random factorizations of the $n$ -cycle into transpositions of fixed genus $g > 0$ . They have a geometric interpretation as branched covers of the…

math.PR2021

On a first hit distribution of the running maximum of Brownian motion

Julien Randon-Furling, Paavo Salminen, Pierre Vallois

Let $(S_{t})_{t \geq 0}$ be the running maximum of a standard Brownian motion $(B_{t})_{t \geq 0}$ and $T_{m} := in f {t; m S_{t} < t}, m > 0$ . In this note we calculate the joint distributio…

math.PR2021★ 8 cited

Degenerate processes killed at the boundary of a domain

Michel Benaïm, Nicolas Champagnat, William Oçafrain +1

We investigate certain properties of degenerate Feller processes that are killed when exiting a relatively compact set. Our main result provides general conditions ensuring that su…