779 citations
- École PolytechniqueFR888 papers
- Centre National de la Recherche ScientifiqueFR309 papers
- Institut national de recherche en sciences et technologies du numériqueFR124 papers
- Université Paris-SaclayFR80 papers
- Centre de Recherche en Mathématiques de la DécisionFR50 papers
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- École Normale Supérieure - PSLFR30 papers
15 papers · 2 filters
Random walk with heavy tail and negative drift conditioned by its minimum and final values
Vincent Bansaye, Vladimir Vatutin
We consider random walks with finite second moment which drifts to and have heavy tail. We focus on the events when the minimum and the final value of this walk belong to…
Interface motion in random media
Thierry Bodineau, Augusto Teixeira
We study the pinning phase transition for discrete surface dynamics in random environments. A renormalization procedure is devised to prove that the interface moves with positive v…
Kusuoka-Stroock gradient bounds for the solution of the filtering equation
Dan Crisan, Christian Litterer, Terry Lyons
We obtain sharp gradient bounds for perturbed diffusion semigroups. In contrast with existing results, the perturbation is here random and the bounds obtained are pathwise. Our app…
Optimal transportation under controlled stochastic dynamics
Xiaolu Tan, Nizar Touzi
We consider an extension of the Monge-Kantorovitch optimal transportation problem. The mass is transported along a continuous semimartingale, and the cost of transportation depends…
Stochastic dynamics of adaptive trait and neutral marker driven by eco-evolutionary feedbacks
Sylvain Billiard, Regis Ferriere, Sylvie Méléard +1
How the neutral diversity is affected by selection and adaptation is investigated in an eco-evolutionary framework. In our model, we study a finite population in continuous time, w…
Slow-fast stochastic diffusion dynamics and quasi-stationary distributions for diploid populations
Camille Coron
We are interested in the long-time behavior of a diploid population with sexual reproduction, characterized by its genotype composition at one bi-allelic locus. The population is m…