28 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- Laboratoire de Mathématiques Blaise PascalFR35 papers
- Laboratoire de Mathématiques et Modélisation d'ÉvryFR35 papers
- LAM FoundationUS14 papers
- Centre de Mathématiques Appliquées de l'École polytechniqueFR11 papers
- Centre National de la Recherche ScientifiqueFR11 papers
- École PolytechniqueFR10 papers
- Université d'Évry Val-d'EssonneFR9 papers
- National Research University Higher School of EconomicsRU6 papers
- Université Paris-SaclayFR6 papers
- École Nationale Supérieure d’Informatique pour l’Industrie et l’EntrepriseFR5 papers
- Laboratoire de Probabilités, Statistique et ModélisationFR5 papers
- Chimie de la Matière Condensée de ParisFR4 papers
6 papers · 1 filter
Parisian times for linear diffusions
Christophe Profeta
We compute the joint distribution of the first times a linear diffusion makes an excursion longer than some given duration above (resp. below) some fixed level. In the literature,…
Convergence Rate of the Euler-Maruyama Scheme Applied to Diffusion Processes with L Q -- L Drift Coefficient and Additive Noise
Benjamin Jourdain, Stéphane Menozzi
We are interested in the time discretization of stochastic differential equations with additive d-dimensional Brownian noise and L q -- L drift coefficient when the condition d…
On the harmonic measure of stable processes
Christophe Profeta, Thomas Simon
Using three hypergeometric identities, we evaluate the harmonic measure of a finite interval and of its complementary for a strictly stable real L{é}vy process. This gives a simple…
Windings of the stable Kolmogorov process
Christophe Profeta, Thomas Simon
We investigate the windings around the origin of the two-dimensional Markov process (X,L) having the stable Lévy process L and its primitive X as coordinates, in the non-trivial ca…
The Landau Equation for Maxwellian molecules and the Brownian Motion on SO_R(N)
François Delarue, Stephane Menozzi, Eulalia Nualart
In this paper we prove that the spatially homogeneous Landau equation for Maxwellian molecules can be represented through the product of two elementary processes. The first one is…
Identification d'un processus autorégressif gaussien stable par la méthode de moyennisation logarithmique
Faouzi Chaabane, Hamdi Fathallah
In the present work, we consider a stable one-dimensional gaussian autoregressive model in continous time. Using the limit theorems with logarithmic averaging obtained for continou…