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10 papers · 1 filter
KPZ formula for log-infinitely divisible multifractal random measures
Rémi Rhodes, Vincent Vargas
We consider the continuous model of log-infinitely divisible multifractal random measures (MRM) introduced in \cite{bacry} . If M is a non degenerate multifractal measure with asso…
Gaussian Multiplicative Chaos revisited
Raoul Robert, Vincent Vargas
In this article, we extend the theory of multiplicative chaos for positive definite functions in Rd of the form f(x) = 2 ln+ T|x|+ g(x) where g is a continuous and bounded function…
Density fluctuations for a zero-range process on the percolation cluster
Patricia Goncalves, Milton Jara
We prove that the density fluctuations for a zero-range process evolving on the supercritical percolation cluster are given by a generalized Ornstein-Uhlenbeck process in the space…
From the Prékopa-Leindler inequality to modified logarithmic Sobolev inequality
Ivan Gentil
We develop in this paper an improvement of the method given by S. Bobkov and M. Ledoux. Using the Prékopa-Leindler inequality, we prove a modified logarithmic Sobolev inequality ad…
Strong Approximations of BSDEs in a domain
Bruno Bouchard, Stephane Menozzi
We study the strong approximation of a Backward SDE with finite stopping time horizon, namely the first exit time of a forward SDE from a cylindrical domain. We use the Euler schem…
Large deviations for symmetrised empirical measures
José Trashorras
In this paper we prove a Large Deviation Principle for the sequence of symmetrised empirical measures where is a random…