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
3 papers · 1 filter
Convergence and regularity of probability laws by using an interpolation method
V. Bally, L. Caramellino
In [18] Fournier and Printems establish a methodology which allows to prove the absolute continuity of the law of the solution of some stochastic equations with Hölder continuous c…
Stein estimation of the intensity of a spatial homogeneous Poisson point process
Marianne Clausel, Jean-François Coeurjolly, Jérôme Lelong
In this paper, we revisit the original ideas of Stein and propose an estimator of the intensity parameter of a homogeneous Poisson point process defined in and observed in a…
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…