1k citations
- Université Toulouse III - Paul SabatierFR936 papers
- Centre National de la Recherche ScientifiqueFR543 papers
- Institut National des Sciences Appliquées de ToulouseFR543 papers
- Université de ToulouseFR306 papers
- Toulouse Mathematics Institute172 papers
- Université Fédérale de Toulouse Midi-PyrénéesFR155 papers
- Institut Universitaire de FranceFR37 papers
- Institut national de recherche en sciences et technologies du numériqueFR35 papers
- Laboratoire de Mathématiques d'OrsayFR34 papers
- Institut de Mathématiques de BordeauxFR31 papers
- Institut de Mathématiques de Jussieu-Paris Rive GaucheFR27 papers
- Laboratoire d'Analyse et d'Architecture des SystèmesFR27 papers
7 papers · 2 filters
A note on spectral gap and weighted Poincaré inequalities for some one-dimensional diffusions
Michel Bonnefont, Aldéric Joulin, Yutao Ma
We present some classical and weighted Poincaré inequalities for some one-dimensional probability measures. This work is the one-dimensional counterpart of a recent study achieved…
Elements related to the largest complete excursion of a reflected BM stopped at a fixed time. Application to local score
Claudie Chabriac, Agnès Lagnoux, Sabine Mercier +1
Elements related to the largest complete excursion of a reflected BM stopped at a fixed time. Application to local score.
Spectral gap for spherically symmetric log-concave probability measures, and beyond
Michel Bonnefont, Aldéric Joulin, Yutao Ma
Let be a probability measure on $\rr^n$ () with Lebesgue density proportional to , where $V : \rr_+ \to \rr$ is a smooth convex potential. We…
A note on a Poissonian functional and a -deformed Dufresne identity
Reda Chhaibi
In this note, we compute the Mellin transform of a Poissonian exponential functional, the underlying process being a simple continuous time random walk. It shows that the Poissonia…
Solution of a class of reaction-diffusion systems via logarithmic Sobolev inequality
Pierre Fougères, Ivan Gentil, Boguslaw Zegarlinski
We study global existence, uniqueness and positivity of weak solutions of a class of reaction-diffusion systems of chemical kinetics type, under the assumptions of logarithmic Sobo…
On the Malliavin differentiability of BSDEs
Thibaut Mastrolia, Dylan Possamaï, Anthony Réveillac
In this paper we provide new conditions for the Malliavin differentiability of solutions of Lipschitz or quadratic BSDEs. Our results rely on the interpretation of the Malliavin de…