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
6 papers · 2 filters
The almost sure invariance principle for unbounded functions of expanding maps
Jerome Dedecker, Sébastien Gouëzel, Florence Merlevede
We consider two classes of piecewise expanding maps of : a class of uniformly expanding maps for which the Perron-Frobenius operator has a spectral gap in the space of b…
On the existence of a time inhomogeneous skew Brownian motion and some related laws
Pierre Etore, M. Martinez
This article is devoted to the construction of a solution for the "skew inhomogeneous Brownian motion" equation, which first appear in a seminal paper by Sophie Weinryb (1983). We…
Limit theorems for some branching measure-valued processes
Bertrand Cloez
We consider a particle system in continuous time, discrete population, with spatial motion and nonlocal branching. The offspring's weights and their number may depend on the mother…
Central limit theorems for additive functionals of ergodic Markov diffusions processes
Patrick Cattiaux, Djalil Chafai, Arnaud Guillin
We revisit functional central limit theorems for additive functionals of ergodic Markov diffusion processes. Translated in the language of partial differential equations of evoluti…
Exact Simulation of One-dimensional Stochastic Differential Equations involving the local time at zero of the unknown process
Pierre Etore, Miguel Martinez
In this article we extend the exact simulation methods of Beskos et al. to the solutions of one-dimensional stochastic differential equations involving the local time of the unknow…
Randomized Urn Models revisited using Stochastic Approximation
Sophie Laruelle, Gilles Pagès
This paper presents the link between stochastic approximation and clinical trials based on randomized urn models investigated in Bai and Hu (1999,2005) and Bai, Hu and Shen (2002).…