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

688 citations

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Showing 2007 · math.PRShow all

6 papers · 2 filters

math.PR2007

Homogenization of reflected semilinear PDE with nonlinear Neumann boundary condition

Auguste Aman, Modeste N'Zi

We study the homogenization problem of semi linear reflected partial differential equations (reflected PDEs for short) with nonlinear Neumann conditions. The non-linear term is a f…

math.PR2007

Representation theorems for backward doubly stochastic differential equations

Auguste Aman

In this paper we study the class of backward doubly stochastic differential equations (BDSDEs, for short) whose terminal value depends on the history of forward diffusion. We first…

math.PR2007★ 15 cited

LAMN property for hidden processes: the case of integrated diffusions

Arnaud Gloter, Emmanuel Gobet

In this paper we prove the Local Asymptotic Mixed Normality (LAMN) property for the statistical model given by the observation of local means of a diffusion process . Our data a…

math.PR2007★ 17 cited

A tree approach to -variation and to integration

Jean Picard

We consider a real-valued path; it is possible to associate a tree to this path, and we explore the relations between the tree, the properties of -variation of the path, and int…

math.PR2007

Convex comparison of service disciplines in real time queues

Pascal Moyal

We present a comparison of the service disciplines in real-time queueing systems (the customers have a deadline before which they should enter the service booth). We state that giv…

math.PR2007★ 100 cited

BSDEs with stochastic Lipschitz condition and quadratic PDEs in Hilbert spaces

Philippe Briand, Fulvia Confortola

This paper is devoted to the study of the differentiability of solutions to real-valued backward stochastic differential equations (BSDEs for short) with quadratic generators drive…