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Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
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11 papers · 2 filters
Drawdowns of diffusions
Paavo Salminen, Pierre Vallois
In this paper we give excursion theoretical proofs of Lehoczky's formula (in an extended form allowing a lower bound for the underlying diffusion) for the joint distribution of the…
On the number of crossings and bouncings of a diffusion at a sticky threshold
Alexis Anagnostakis, Sara Mazzonetto
In this paper, we study the asymptotic behavior of the number of crossings by a one-dimensional diffusion of a threshold where the process exhibits stickiness. We distinguish three…
Large graph limits of local matching algorithms on Configuration model graphs
Mohamed Habib Aliou Diallo Aoudi, Pascal Moyal, Vincent Robin
In this work, we propose a large-graph limit estimate of the matching coverage for several matching algorithms, on general graphs generated by the configuration model. For a wide c…
Quasi-stationary distribution for kinetic SDEs with low regularity coefficients
Nicolas Champagnat, Tony Lelièvre, Mouad Ramil +2
We consider kinetic SDEs with low regularity coefficients in the setting recently introduced in [6]. For the solutions to such equations, we first prove a Harnack inequality. Using…
Symmetries for the gKPZ equation via multi-indices
Carlo Bellingeri, Yvain Bruned
In this work, we study the two main symmetries for the one-dimensional generalised KPZ equation (gKPZ): the chain rule and the Itô Isometry. We consider the equation in the full-su…
On the separation cut-off phenomenon for Brownian motions on high dimensional rotationally symmetric compact manifolds
Koléhè Coulibaly-Pasquier, Marc Arnaudon, Laurent Miclo
Given a family of rotationally symmetric compact manifolds indexed by the dimension and a weight function, the goal of this paper is to investigate the cut-off phenomenon for the B…
Record-biased permutations and their permuton limit
Mathilde Bouvel, Cyril Nicaud, Carine Pivoteau
In this article, we study a non-uniform distribution on permutations biased by their number of records that we call \emph{record-biased permutations}. We give several generative pr…
A Stochastic Reconstruction Theorem on Rectangular Increments with an Application to a Mixed Hyperbolic SPDE
Carlo Bellingeri, Hannes Kern
We extend the stochastic reconstruction theorem to a setting where the underlying family of distributions satisfies some natural conditions involving rectangular increments. This a…
Chain rule symmetry for singular SPDEs
Yvain Bruned, Vladimir Dotsenko
We characterise the chain rule symmetry for the geometric stochastic heat equations in the full subcritical regime for Gaussian and non-Gaussian noises. We show that the renormalis…
Sticky-threshold diffusions, local time approximation and parameter estimation
Alexis Anagnostakis, Sara Mazzonetto
We study a class of high-frequency path functionals for one-dimensional diffusions with singular thresholds or boundaries, allowing for skewness, discontinuities in the diffusion c…
Binary search trees of permuton samples
Benoît Corsini, Victor Dubach, Valentin Féray
Binary search trees (BST) are a popular type of data structure when dealing with ordered data. Indeed, they enable one to access and modify data efficiently, with their height corr…