output
20022011
most citedCentral limit theorems for eigenvalues in a spiked population model

127 citations

researchers with a paper here
collaborating institutions
Showing 2005 · math.PRShow all

3 papers · 2 filters

math.PR2005

Convergence of values in optimal stopping and convergence of optimal stopping times

François Coquet, Sandrine Toldo

Under the hypothesis of convergence in probability of a sequence of càdlàg processes to a càdlàg process , we are interested in the convergence of corresponding value…

math.PR2005

Stability of solutions of BSDEs with random terminal time

Sandrine Toldo

In this paper, we study the stability of the solutions of Backward Stochastic Differential Equations (BSDE for short) with an almost surely finite random terminal time. More precis…

math.PR2005★ 62 cited

Tail of a linear diffusion with Markov switching

Benoite de Saporta, Jian-Feng Yao

Let Y be an Ornstein-Uhlenbeck diffusion governed by a stationary and ergodic Markov jump process X: dY_t=a(X_t)Y_t dt+σ(X_t) dW_t, Y_0=y_0. Ergodicity conditions for Y have been o…