38 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- CERMICSFR9 papers
- Laboratoire d’Analyse et de Mathématiques AppliquéesFR9 papers
- Centre National de la Recherche ScientifiqueFR7 papers
- Institut national de recherche en sciences et technologies du numériqueFR6 papers
- Université Paris-Est CréteilFR4 papers
- University of Rome Tor VergataIT4 papers
- University of UdineIT4 papers
- Centre de Recherche en Mathématiques de la DécisionFR3 papers
- Le LAMAFR3 papers
- Université Paris-Est Marne-la-ValléeFR3 papers
- École Centrale ParisFR2 papers
- École nationale des ponts et chausséesFR2 papers
4 papers · 2 filters
On the distance between probability density functions
Vlad Bally, Lucia Caramellino
We give estimates of the distance between the densities of the laws of two functionals and on the Wiener space in terms of the Malliavin-Sobolev norm of We actually…
On the long time behavior of stochastic vortices systems
Joaquin Fontbona, Benjamin Jourdain
In this paper, we are interested in the long-time behaviour of stochastic systems of n interacting vortices: the position in R2 of each vortex evolves according to a Brownian motio…
The small noise limit of order-based diffusion processes
Benjamin Jourdain, Julien Reygner
We introduce order-based diffusion processes as the solutions to multidimensional stochastic differential equations, with drift coefficient depending only on the ordering of the co…
Reducing the debt : is it optimal to outsource an investment?
Gilles Edouard Espinosa, Caroline Hillairet, Benjamin Jourdain +1
We deal with the problem of outsourcing the debt for a big investment, according two situations: either the firm outsources both the investment (and the associated debt) and the ex…