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researcher

Maylis Varvenne

4 papers hereh-index 438 citations6 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author2
  • last author2

Across the 4 of 4 papers where every author was matched, so the position is known.

fields
  • math.PR3
  • math.ST1

identity via Semantic Scholar / OpenAlex

activity
20172020
most citedA general drift estimation procedure for stochastic differential equations with additive fractional noise

16 citations · 16 across the 3 of their papers we have counts for

collaborators
Showing math.STShow all

1 paper · 1 filter

math.ST2019★ 16 cited

A general drift estimation procedure for stochastic differential equations with additive fractional noise

Fabien Panloup, Samy Tindel, Maylis Varvenne

In this paper we consider the drift estimation problem for a general differential equation driven by an additive multidimensional fractional Brownian motion, under ergodic assumpti…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.