127 citations
- Université de RennesFR56 papers
- Centre National de la Recherche ScientifiqueFR17 papers
- Laboratoire de Mathématiques Blaise PascalFR8 papers
- Institut de Mathématiques de Jussieu-Paris Rive GaucheFR5 papers
- Institut national de recherche en sciences et technologies du numériqueFR5 papers
- Laboratoire d’Analyse et de Mathématiques AppliquéesFR5 papers
- Laboratoire de Mathématiques et Physique ThéoriqueFR5 papers
- Friedrich-Alexander-Universität Erlangen-NürnbergDE4 papers
- Toronto Metropolitan UniversityCA4 papers
- Institut FourierFR3 papers
- Institut National des Sciences Appliquées de RennesFR3 papers
- Unité de Mathématiques Pures et AppliquéesFR3 papers
5 papers · 2 filters
A Renewal Theorem for Strongly Ergodic Markov Chains in Dimension and Centered Case
Denis Guibourg, Loïc Hervé
In dimension , we present a general assumption under which the renewal theorem established by Spitzer for i.i.d. sequences of centered nonlattice r.v. holds true. Next we a…
Central limit theorem for products of toral automorphisms
Jean-Pierre Conze, Stéphane Le Borgne, Mikaël Roger
Let be a sequence of toral automorphisms $τ_n : x \rightarrow A_n x \hbox{mod}\ZZ^d$ with , where is a finite set of matrices in $SL(d, \mathbb…
Ergodicity of self-attracting motion
Victor Kleptsyn, Aline Kurtzmann
The aim of this paper is to study the asymptotic behaviour of a class of self- attracting motions on R^d . Using stochastic approximation methods, these processes have already been…
Ergodic BSDEs under weak dissipative assumptions
Arnaud Debussche, Ying Hu, Gianmario Tessitore
In this paper we study ergodic backward stochastic differential equations (EBSDEs) dropping the strong dissipativity assumption needed in the previous work. In other words we do no…
Some Estimates for Martingale Representation under G-Expectation
Ying Hu, Shige Peng
We provides some useful estimates for solving martingale representation problem under G-expectations. We also study the corresponding conditions for the existence and uniqueness.