14.2k citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- Université de RennesFR408 papers
- Centre National de la Recherche ScientifiqueFR296 papers
- Institut de recherche mathématique de RennesFR189 papers
- Institut de Physique de RennesFR150 papers
- Université Paris DiderotFR79 papers
- Observatoire de ParisFR77 papers
- Université Paris-SudFR73 papers
- Commissariat à l'Énergie Atomique et aux Énergies AlternativesFR70 papers
- Observatoire de la Côte d’AzurFR70 papers
- University of WarsawPL69 papers
- Australian National UniversityAU67 papers
- University of Rome Tor VergataIT66 papers
26 papers · 1 filter
Propagation of chaos for mean field rough differential equations
I. Bailleul, R. Catellier, F. Delarue
We address propagation of chaos for large systems of rough differential equations associated with random rough differential equations of mean field type $$ dX_t = V(X_t,\mathcal{L}…
Almost sure convergence on chaoses
Guillaume Poly, Guangqu Zheng
We present several new phenomena about almost sure convergence on homogeneous chaoses that include Gaussian Wiener chaos and homogeneous sums in independent random variables. Concr…
Solving mean field rough differential equations
I. Bailleul, R. Catellier, F. Delarue
We provide in this work a robust solution theory for random rough differential equations of mean field type wh…
Quadratic backward stochastic differential equations driven by -Brownian motion: discrete solutions and approximation
Ying Hu, Yiqing Lin, Abdoulaye Soumana Hima
In this paper, we consider backward stochastic differential equations driven by -Brownian motion (GBSDEs) under quadratic assumptions on coefficients. We prove the existence and…
Analysis of generalized negative binomial distributions attached to hyperbolic Landau levels
Hassan Chhaiba, Nizar Demni, Zouhair Mouayn
To each hyperbolic Landau level of the Poincaré disc is attached a generalized negative binomial distribution. In this paper, we compute the moment generating function of this dist…
On the limiting law of the length of the longest common and increasing subsequences in random words
Jean-Christophe Breton, Christian Houdré
Let and be two sequences of independent and identically distributed (iid) random variables taking their values, uniformly, in a common totally…
An invariance principle under the total variation distance
Ivan Nourdin, Guillaume Poly
Let be a sequence of i.i.d. random variables, with mean zero and variance one. Let . An old and celebrated result of Prohorov assert…
Factorial moments of point processes
Jean-Christophe Breton, Nicolas Privault
We derive joint factorial moment identities for point processes with Papangelou intensities. Our proof simplifies previous approaches to related moment identities and includes the…
Quantitative speeds of convergence for exposure to food contaminants
Florian Bouguet
In this paper we consider a class of piecewise-deterministic Markov processes (PDMPs) modeling the quantity of a given food contaminant in the body. On the one hand, the amount of…
A New Result for Second Order BSDEs with Quadratic Growth and its Applications
Yiqing Lin
In this paper, we study a class of second order backward stochastic differential equations (2BSDEs) with quadratic growth in coefficients. We first establish solvability for such 2…
Type transition of simple random walks on randomly directed regular lattices
Massimo Campanino, Dimitri Petritis
Simple random walks on a partially directed version of are considered. More precisely, vertical edges between neighbouring vertices of can be traverse…
Explosion, implosion, and moments of passage times for continuous-time Markov chains: a semimartingale approach
Mikhail Menshikov, Dimitri Petritis
We establish general theorems quantifying the notion of recurrence --- through an estimation of the moments of passage times --- for irreducible continuous-time Markov chains on co…
On multidimensional Mandelbrot's cascades
Dariusz Buraczewski, Ewa Damek, Yves Guivarc'h +1
Let be a random variable with values in a proper closed convex cone , a random endomorphism of and a random integer. We assume that , ,…
The almost sure invariance principle for unbounded functions of expanding maps
Jerome Dedecker, Sébastien Gouëzel, Florence Merlevede
We consider two classes of piecewise expanding maps of : a class of uniformly expanding maps for which the Perron-Frobenius operator has a spectral gap in the space of b…
Trends to equilibrium for a class of relativistic diffusions
Jürgen Angst
We address the question of the trends to equilibrium for a large class C of relativistic diffusions. We show the existence of a spectral gap using the Lyapounov method and deduce t…
On the embeddability of certain infinitely divisible probability measures on Lie groups
S. G. Dani, Yves Guivarc'h, Riddhi Shah
We describe certain sufficient conditions for an infinitely divisible probability measure on a class of connected Lie groups to be embeddable in a continuous one-parameter convolut…
On the existence and uniqueness of solutions to stochastic differential equations driven by G-Brownian motion with integral-Lipschitz coefficients
Yiqing Lin, Xuepeng Bai
In this paper, we study the existence and uniqueness of solutions to stochastic differential equations driven by G-Brownian motion (GSDEs) with integral-Lipschitz conditions on the…
Trend to equilibrium and particle approximation for a weakly selfconsistent Vlasov-Fokker-Planck equation
Francois Bolley, Arnaud Guillin, Florent Malrieu
We consider a Vlasov-Fokker-Planck equation governing the evolution of the density of interacting and diffusive matter in the space of positions and velocities. We use a probabilis…
Martingales and Rates of Presence in Homogeneous Fragmentations
Nathalie Krell, Alain Rouault
The main focus of this work is the asymptotic behavior of mass-conservative homogeneous fragmentations. Considering the logarithm of masses makes the situation reminiscent of branc…
On the long time behavior of the TCP window size process
Djalil Chafai, Florent Malrieu, Katy Paroux
The TCP window size process appears in the modeling of the famous Transmission Control Protocol used for data transmission over the Internet. This continuous time Markov process ta…
Ergodic BSDEs and related PDEs with Neumann boundary conditions
Adrien Richou
We study a new class of ergodic backward stochastic differential equations (EBSDEs for short) which is linked with semi-linear Neumann type boundary value problems related to ergod…
Random environment on coloured trees
Mikhail Menshikov, Dimitri Petritis, Stanislav Volkov
In this paper, we study a regular rooted coloured tree with random labels assigned to its edges, where the distribution of the label assigned to an edge depends on the colours of i…
Quadratic BSDEs with convex generators and unbounded terminal conditions
Philippe Briand, Ying Hu
In a previous work, we proved an existence result for BSDEs with quadratic generators with respect to the variable z and with unbounded terminal conditions. However, no uniqueness…
Estimates for the density of a nonlinear Landau process
Hélène Guérin, Sylvie Méléard, Eulalia Nualart
The aim of this paper is to obtain estimates for the density of the law of a specific nonlinear diffusion process at any positive bounded time. This process is issued from kinetic…