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- Laboratoire de Mathématiques Nicolas OresmeFR23 papers
- Centre National de la Recherche ScientifiqueFR8 papers
- Institut de Mathématiques de Jussieu-Paris Rive GaucheFR5 papers
- Institut de recherche mathématique de RennesFR4 papers
- Laboratoire de Probabilités et Modèles AléatoiresFR4 papers
- Czech Academy of Sciences, Institute of MathematicsCZ3 papers
- Université du littoral côte d'opaleFR3 papers
- Institute of Mathematics and InformaticsBG2 papers
- Institut National des Sciences Appliquées Rouen NormandieFR2 papers
- Laboratoire de Mathématiques de ReimsFR2 papers
- Laboratoire de Mathématiques de VersaillesFR2 papers
- Laboratoire de Mathématiques et Physique ThéoriqueFR2 papers
4 papers · 2 filters
Large deviations for rough paths of the fractional Brownian motion
Annie Millet, Marta Sanz-Solé
Starting from the construction of a geometric rough path associated with a fractional Brownian motion with Hurst parameter given by Coutin and Qian (2002), we…
Transportation cost-information inequalities and applications to random dynamical systems and diffusions
H. Djellout, A. Guillin, L. Wu
We first give a characterization of the L^1-transportation cost-information inequality on a metric space and next find some appropriate sufficient condition to transportation cost-…
Asymptotical behaviour of the presence probability in branching random walks and fragmentations
Jean Bertoin, Alain Rouault
For a subcritical Galton-Watson process , it is well known that under an condition, the quotient has a finite positive limit. There is an analo…
Natural decomposition of processes and weak Dirichlet processes
Francois Coquet, Adam Jakubowski, Jean Memin +1
A class of stochastic processes, called "weak Dirichlet processes", is introduced and its properties are investigated in detail. This class is much larger than the class of Dirichl…