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20062025
most citedIonic transport through a protein nanopore: a Coarse-Grained Molecular Dynamics Study

28 citations

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6 papers · 1 filter

math.PR2021

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,…

math.PR2021

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…

math.PR2015

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…

math.PR2014★ 3 cited

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…

math.PR2014

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…

math.PR2006

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…