396 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 ScientifiqueFR154 papers
- Paris-Est SupFR126 papers
- École nationale des ponts et chausséesFR92 papers
- CERMICSFR71 papers
- Institut national de recherche en sciences et technologies du numériqueFR64 papers
- Laboratoire d'Informatique Gaspard-MongeFR46 papers
- Laboratoire d’Analyse et de Mathématiques AppliquéesFR44 papers
- Université Paris-Est CréteilFR40 papers
- Université Paris-Est Marne-la-ValléeFR39 papers
- Laboratoire NavierFR33 papers
- Laboratoire Modélisation et Simulation Multi-EchelleFR29 papers
- Université Paris DiderotFR15 papers
5 papers · 2 filters
Diffusions under a local strong Hörmander condition. Part I: density estimates
Vlad Bally, Lucia Caramellino, Paolo Pigato
We study lower and upper bounds for the density of a diffusion process in in a small (but not asymptotic) time, say . We assume that the diffusion coefficients…
Jump Markov models and transition state theory: the Quasi-Stationary Distribution approach
Giacomo Di Gesù, Tony Lelièvre, Dorian Le Peutrec +1
We are interested in the connection between a metastable continuous state space Markov process (satisfying e.g. the Langevin or overdamped Langevin equation) and a jump Markov proc…
Data-driven probability concentration and sampling on manifold
Christian Soize, Roger Ghanem
A new methodology is proposed for generating realizations of a random vector with values in a finite-dimensional Euclidean space that are statistically consistent with a data set o…
On the expectation of operator norms of random matrices
Olivier Guédon, Aicke Hinrichs, Alexander E. Litvak +1
We prove estimates for the expected value of operator norms of Gaussian random matrices with independent and mean-zero entries, acting as operators from to $\ell_q^n…
Asymptotics for the normalized error of the Ninomiya-Victoir scheme
Anis Al Gerbi, Benjamin Jourdain, Emmanuelle Clément
In a previous work, we proved strong convergence with order of the Ninomiya-Victoir scheme with time step to the solution of the limiting SDE. In this pa…