688 citations
- Centre National de la Recherche ScientifiqueFR398 papers
- Laboratoire de Mathématiques Nicolas OresmeFR124 papers
- Laboratoire d’Analyse et de Mathématiques AppliquéesFR122 papers
- Université Savoie Mont BlancFR113 papers
- Laboratoire de Mathématiques et Modélisation d'ÉvryFR98 papers
- Université Blaise PascalFR96 papers
- Université Clermont AuvergneFR96 papers
- Laboratoire de Mathématiques de VersaillesFR76 papers
- Laboratoire de Mathématiques de ReimsFR58 papers
- Université Paris CitéFR53 papers
- Université Paris-SaclayFR52 papers
- Laboratoire de Mathématiques d'OrsayFR51 papers
7 papers · 2 filters
Counterexamples to mean square almost periodicity of the solutions of some SDEs with almost periodic coefficients
Omar Mellah, Paul Raynaud De Fitte
We show that, contrarily to what is claimed in some papers, the nontrivial solutions of some stochastic differential equations with almost periodic coefficients are never mean squa…
Persistent random walks, variable length Markov chains and piecewise deterministic Markov processes
Peggy Cénac, Brigitte Chauvin, Samuel Herrmann +1
A classical random walk is defined by , where are i.i.d. When the increments are a one-…
Multifractal spectra of typical and prevalent measures
Frédéric Bayart
We prove that, in the Baire category sense, a typical measure supported by a compact set admits a linear lower singularity spectrum. We investigate the same question for the upper…
Simulation of BSDEs by Wiener chaos expansion
Philippe Briand, Céline Labart
We present an algorithm to solve BSDEs based on Wiener chaos expansion and Picard's iterations. We get a forward scheme where the conditional expectations are easily computed thank…
Measure concentration through non-Lipschitz observables and functional inequalities
Arnaud Guillin, Aldéric Joulin
Non-Gaussian concentration estimates are obtained for invariant probability measures of reversible Markov processes. We show that the functional inequalities approach combined with…
Moderate deviations for the Durbin-Watson statistic related to the first-order autoregressive process
S. Valère Bitseki Penda, Hacène Djellout, Frédéric Proïa
The purpose of this paper is to investigate moderate deviations for the Durbin-Watson statistic associated with the stable first-order autoregressive process where the driven noise…