107 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- Centre National de la Recherche ScientifiqueFR169 papers
- Université Savoie Mont BlancFR162 papers
- Laboratoire d’Analyse et de Mathématiques AppliquéesFR85 papers
- Institut National des Sciences Mathématiques et de leurs InteractionsFR69 papers
- Laboratoire de Mathématiques Blaise PascalFR33 papers
- Laboratoire Jean-Alexandre DieudonnéFR21 papers
- Laboratoire Optimisation de la Conception et Ingénierie de l'EnvironnementFR21 papers
- Université Grenoble AlpesFR19 papers
- Université Paris-Est CréteilFR19 papers
- University College DublinIE17 papers
- Université Nice Sophia AntipolisFR16 papers
- Pontifícia Universidade Católica do ParanáBR15 papers
40 papers · 1 filter
Extracting subsets maximizing capacity and Folding of Random Walks
Amine Asselah, Bruno Schapira
We prove that in any finite set of with , there is a subset whose capacity and volume are both of the same order as the capacity of the initial set. As an app…
Rates of convergence in invariance principles for random walks on linear groups via martingale methods
Christophe Cuny, Jérôme Dedecker, Florence Merlevède
In this paper, we give explicit rates in the central limit theorem and in the almost sure invariance principle for general R d-valued cocycles that appear in the study of the left…
Strong regularization by Brownian noise propagating through a weak H{ö}rmander structure
Paul-Eric Chaudru de Raynal, Igor Honoré, Stephane Menozzi
We establish strong uniqueness for a class of degenerate SDEs of weak H{ö}rmander type under suitable H{ö}lder regularity conditions for the associated drift term. Our approach rel…
Mean square rate of convergence for random walk approximation of forward-backward SDEs
Christel Geiss, Céline Labart, Antti Luoto
Let (Y, Z) denote the solution to a forward-backward SDE. If one constructs a random walk B n from the underlying Brownian motion B by Skorohod embedding, one can show L 2 converge…
Empirical measures: regularity is a counter-curse to dimensionality
Benoît Kloeckner
We propose a "decomposition method" to prove non-asymptotic bound for the convergence of empirical measures in various dual norms. The main point is to show that if one measures co…
On the uniqueness of solutions to quadratic BSDEs with non-convex generators
Philippe Briand, Adrien Richou
In this paper we prove some uniqueness results for quadratic backward stochastic differential equations without any convexity assumptions on the generator. The bounded case is revi…
Particles Systems for Mean Reflected BSDEs
Philippe Briand, Hélène Hibon
In this paper, we deal with Reflected Backward Stochastic Differential Equations for which the constraint is not on the paths of the solution but on its law as introduced by Briand…
Regularization effects of a noise propagating through a chain of differential equations: an almost sharp result
Paul-Eric Chaudru de Raynal, Stephane Menozzi
We investigate the effects of the propagation of a non-degenerate Brownian noise through a chain of deterministic differential equations whose coefficients are rough and satisfy a…
Effective limit theorems for Markov chains with a spectral gap
Benoît Kloeckner
Applying quantitative perturbation theory for linear operators, we prove non-asymptotic limit theorems for Markov chains whose transition kernel has a spectral gap in an arbitrary…
Weak Well Posedness for Hypoelliptic Stochastic Differential Equation with Singular Drift: A Sharp Result
Paul-Eric Chaudru de Raynal
In this paper, we prove weak uniqueness of hypoelliptic stochastic differential equation with H{ö}lder drift, with H{ö}lder exponent strictly greater than 1/3. We then extend to a…
BSDEs with mean reflection
Philippe Briand, Romuald Elie, Ying Hu
In this paper, we study a new type of BSDE, where the distribution of the Y-component of the solution is required to satisfy an additional constraint, written in terms of the expec…
A deviation bound for -dependent sequences with applications to intermittent maps
J Dedecker, Florence Merlevède
We prove a deviation bound for the maximum of partial sums of functions of -dependent sequences as defined in Dedecker, Gou{ë}zel and Merlev{è}de (2010). As a consequence, we ex…
On the persistence regime for Lotka-Volterra in randomly fluctuating environments
Florent Malrieu, Pierre-André Zitt
In this note, we study the long time behavior of Lotka-Volterra systems whose coefficients vary randomly. Bena{ï}m and Lobry (2015) recently established that randomly switching bet…
Strong well-posedness of McKean-Vlasov stochastic differential equation with H{ö}lder drift
Paul-Eric Chaudru de Raynal
In this paper, we prove pathwise uniqueness for stochastic systems of McKean-Vlasov type with singular drift, even in the measure argument, and uniformly non-degenerate Lipschitz d…
Persistent random walks
Peggy Cénac, Basile De Loynes, Arnaud Le Ny +1
We consider a walker that at each step keeps the same direction with a probabilitythat depends on the time already spent in the direction the walker is currently moving. In this pa…
Characterization of a class of weak transport-entropy inequalities on the line
Nathael Gozlan, Cyril Roberto, Paul-Marie Samson +2
We study an optimal weak transport cost related to the notion of convex order between probability measures. On the real line, we show that this weak transport cost is reached for a…
Stochastic Coalescence Multi-Fragmentation Processes
Eduardo Cepeda
We study infinite systems of particles which undergo coalescence and fragmentation, in a manner determined solely by their masses. A pair of particles having masses and coa…
An asymptotic shape theorem for additive random linear growth models
Aurelia Deshayes, Pierrick Siest
In this paper, we define a class of additive random growth models whose growth is at least and at most linear and prove an asymptotic shape theorem for these models. This proof gen…
Simulation of BSDEs with jumps by Wiener Chaos Expansion
Christel Geiss, Céline Labart
We present an algorithm to solve BSDEs with jumps based on Wiener Chaos Expansion and Picard's iterations. This paper extends the results given in Briand-Labart (2014) to the case…
Reflected scheme for doubly reflected BSDEs with jumps and RCLL obstacles
Roxana Dumitrescu, Céline Labart
We introduce a discrete time reflected scheme to solve doubly reflected Backward Stochastic Differential Equations with jumps (in short DRBSDEs), driven by a Brownian motion and an…
Kantorovich duality for general transport costs and applications
Nathael Gozlan, Cyril Roberto, Paul-Marie Samson +1
We introduce a general notion of transport cost that encompasses many costs used in the literature (including the classical one and weak transport costs introduced by Talagrand and…
Numerical approximation of doubly reflected BSDEs with jumps and RCLL obstacles
Roxana Dumitrescu, Céline Labart
We study a discrete time approximation scheme for the solution of a doubly reflected Backward Stochastic Differential Equation (DBBSDE in short) with jumps, driven by a Brownian mo…
Random symmetric matrices on Clifford algebras
Dominique Bakry, Marguerite Zani
We consider Brownian motions and other processes (Ornstein-Uhlenbeck processes, spherical Brownian motions) on various sets of symmetric matrices constructed from algebra structure…
Nonlinear Randomized Urn Models: a Stochastic Approximation Viewpoint
Sophie Laruelle, Gilles Pagès
This paper extends the link between stochastic approximation (SA) theory and randomized urn models developed in Laruelle, Pag{è}s (2013), and their applications to clinical trials…