377 citations
- Institut Élie Cartan de LorraineFR117 papers
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17 papers · 1 filter
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…
On Krawtchouk Transforms
Philip Feinsilver, René Schott
Krawtchouk polynomials appear in a variety of contexts, most notably as orthogonal polynomials and in coding theory via the Krawtchouk transform. We present an operator calculus fo…
An application of Grossone to the study of a family of tilings of the hyperbolic plane
Maurice Margenstern
In this paper, we look at the improvement of our knowledge on a family of tilings of the hyperbolic plane which is brought in by the use of Sergeyev's numeral system based on gross…
Is a probabilistic modeling really useful in financial engineering? - A-t-on vraiment besoin d'un modèle probabiliste en ingénierie financière ?
Michel Fliess, Cédric Join, Frédéric Hatt
A new standpoint on financial time series, without the use of any mathematical model and of probabilistic tools, yields not only a rigorous approach of trends and volatility, but a…
Global and local regularity of Fourier integral operators on weighted and unweighted spaces
David Dos Santos Ferreira, Wolfgang Staubach
We investigate the global continuity on spaces with of Fourier integral operators with smooth and rough amplitudes and/or phase functions subject to certain…
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…