Laboratoire de Sciences Actuarielle et Financière

Showing math.PRShow all

3 papers · 1 filter

math.PR2026

Limit theorems for squared increment sums of the maximum of two isotropic fractional Brownian fields under fixed-domain asymptotics

Nicolas Chenavier, Christian Y. Robert

We study squared increment sums of the pointwise maximum of two independent and identically distributed isotropic fractional Brownian fields over a fixed two-dimensional domain. Th…

math.PR2026

Central limit theorems for squared increment sums of fractional Brownian fields based on a Delaunay triangulation in $2 D$

Nicolas Chenavier, Christian Y. Robert

An isotropic fractional Brownian field (with Hurst parameter $H < 1/2$ ) is observed in a family of points in the unit square $C = (- 1/2, 1/2]^{2}$ % . These points are assumed t…

math.PR2025

Convex order and increasing convex order for McKean-Vlasov processes with common noise

We establish results on the conditional and standard convex order, as well as the increasing convex order, for two processes $X = (X_{t})_{t \in [0, T]}$ and $ Y = (Y_t)_{t \in [0,…

Limit theorems for squared increment sums of the maximum of two isotropic fractional Brownian fields under fixed-domain asymptotics

Central limit theorems for squared increment sums of fractional Brownian fields based on a Delaunay triangulation in 2D

Convex order and increasing convex order for McKean-Vlasov processes with common noise

Central limit theorems for squared increment sums of fractional Brownian fields based on a Delaunay triangulation in $2 D$