Laboratoire de Mathématiques Blaise Pascal

output

19932026

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

688 citations

researchers with a paper here

collaborating institutions

Showing 2020 · math.PRShow all

8 papers · 2 filters

math.PR2020

Quasilinear Stochastic PDEs with two obstacles: Probabilistic approach

Laurent Denis, Anis Matoussi, Jing Zhang

We prove an existence and uniqueness result for two-obstacle problem for quasilinear Stochastic PDEs (DOSPDEs for short). The method is based on the probabilistic interpretation of…

math.PR2020★ 2 cited

The area under a spectrally positive stable excursion and other related processes

Christophe Profeta

We study the distribution of the area under the normalized excursion of a spectrally positive stable L{é}vy process L, as well as the area under its meander, and under L conditione…

math.PR2020

The bi-dimensional Directed IDLA forest

Nicolas Chenavier, David Coupier, Arnaud Rousselle

We investigate three types of Internal Diffusion Limited Aggregation (IDLA) models. These models are based on simple random walks on $Z^{2}$ with infinitely many sources tha…

math.PR2020★ 35 cited

Long-time behaviors of mean-field interacting particle systems related to McKean-Vlasov equations

Wei Liu, Liming Wu, Chaoen Zhang

In this paper, we investigate gradient estimate of the Poisson equation and the exponential convergence in the Wasserstein metric $W_{1, d_{l^{1}}}$ , uniform in the number of particle…

math.PR2020

On asymptotic properties of high moments of compound Poisson distribution

O. Khorunzhiy

We study asymptotic behavior of the moments $M_{k} (λ)$ of the sum $X_{1} + \dots + X_{N_{λ}}$ , where $N_{λ}$ follows the Poisson probability distribution with mean value $λ$ and ${X_{j}}$ is a…

math.PR2020

Zero-sum Switching Game, Systems of Reflected Backward SDEs and Parabolic PDEs with bilateral interconnected obstacles

Said Hamadène, Tingshu Mu

In this paper we study a zero-sum switching game and its verification theorems expressed in terms of either a system of Reflected Backward Stochastic Differential Equations (RBSDEs…