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19932026
most citedInferring population history with DIYABC: a user-friendly approach to Approximate Bayesian Computation

688 citations

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math.PR2025

Ratio limit theorem for renewal processes

Mikael Escobar-Bach, Alexandre Popier, Malo Sahin

We consider a renewal process which models a cumulative shock model that fails when the accumulation of shocks up-crosses a certain threshold. The ratio limit properties of the pro…

math.PR2025

Stochastic PDEs driven by G-Brownian motion and the associated Backward Doubly Stochastic Differential Equations

Laurent Denis, Jing Zhang

Our aim is to study the well-posedness of quasilinear stochastic partial differential equations driven by G-Brownian motion (GSPDEs for short) and the associated backward doubly st…

math.PR2025

Diffusion annealed Langevin dynamics: a theoretical study

Patrick Cattiaux, Paula Cordero-Encinar, Arnaud Guillin

In this work we study the diffusion annealed Langevin dynamics, a score-based diffusion process recently introduced in the theory of generative models and which is an alternative t…

math.PR2025

Propagation of chaos in Fisher information

Jules Grass, Arnaud Guillin, Christophe Poquet

We present a new method for proving sharp local propagation of chaos in Fisher Information for particles with smooth interaction and drift. We rely on a new Lemma computing the Fis…

math.PR2025

Weak conditional propagation of chaos for systems of interacting particles with nearly stable jumps

Eva Löcherbach, Dasha Loukianova, Elisa Marini

We consider a system of interacting particles, described by SDEs driven by Poisson random measures, where the coefficients depend on the empirical measure of the system. Every…

math.PR2025

Malliavin calculcus for a Hawkes process

Alexandre Popier, Laurent Denis, Dorian Cacitti-Holland

We develop a Malliavin calculus for nonlinear Hawkes processes in the sense of Carlen and Pardoux. This approach, based on perturbations of the jump times of the process, enables t…