241 citations
- Université de RennesFR519 papers
- Centre National de la Recherche ScientifiqueFR335 papers
- Université Rennes 1FR189 papers
- Institut national de recherche en sciences et technologies du numériqueFR81 papers
- École Normale Supérieure de RennesFR38 papers
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- Laboratoire de Mathématiques Jean LerayFR25 papers
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11 papers · 2 filters
Smoluchowski-Kramers diffusion approximation for systems of stochastic damped wave equations with non-constant friction
Sandra Cerrai, Arnaud Debussche
We consider systems of damped wave equations with a state-dependent damping coefficient and perturbed by a Gaussian multiplicative noise. Initially, we investigate their well-posed…
Comparison theorems for multi-dimensional BSDEs with jumps and applications to constrained stochastic linear-quadratic control
Ying Hu, Xiaomin Shi, Zuo Quan Xu
In this paper, we, for the first time, establish two comparison theorems for multi-dimensional backward stochastic differential equations with jumps. Our approach is novel and comp…
A total variation version of Breuer--Major Central Limit Theorem under assumption
Jürgen Angst, Federico Dalmao, Guillaume Poly
In this note, we establish a qualitative total variation version of Breuer--Major Central Limit Theorem for a sequence of the type …
Scalar BSDEs of iterated-logarithmically sublinear generators with integrable terminal values
Shengjun Fan, Ying Hu, Shanjian Tang
We establish a general existence and uniqueness of integrable adapted solutions to scalar backward stochastic differential equations with integrable parameters, where the generator…
Regularity of laws via Dirichlet forms -- Application to quadratic forms in independent and identically distributed random variables
Ronan Herry, Dominique Malicet, Guillaume Poly
We study the regularity of the law of a quadratic form , evaluated in a sequence of independent and identically distributed random variables, when can…
Superconvergence phenomenon in Wiener chaoses
Ronan Herry, Dominique Malicet, Guillaume Poly
We establish an unexpected phenomenon of strong regularization along normal convergence on Wiener chaoses. For every sequence of chaotic random variables, convergence in law to the…