10 citations · 23 across the 14 of their papers we have counts for
6 papers · 1 filter
Invertibility of random submatrices via tail decoupling and a Matrix Chernoff Inequality
Stéphane Chrétien, Sébastien Darses
Let be a matrix with coherence . We present a simplified and improved study of the quasi-isometry property for most submatrices…
Limit theorems for nonlinear functionals of Volterra processes via white noise analysis
Sébastien Darses, Ivan Nourdin, David Nualart
By means of white noise analysis, we prove some limit theorems for nonlinear functionals of a given Volterra process. In particular, our results apply to fractional Brownian motion…
Asymptotic expansions at any time for scalar fractional SDEs with Hurst index
Sébastien Darses, Ivan Nourdin
We study the asymptotic expansions with respect to of \[\mathrm{E}[Δ_hf(X_t)],\qquad \mathrm{E}[Δ_hf(X_t)|\mathscr{F}^X_t]\quadand\quad \mathrm{E}[Δ_hf(X_t)|X_t],\] where $Δ_hf…
Differentiating sigma-fields for Gaussian and shifted Gaussian processes
Sébastien Darses, Ivan Nourdin, Giovanni Peccati
We study the notions of differentiating and non-differentiating sigma-fields in the general framework of (possibly drifted) Gaussian processes, and characterize their invariance pr…
Stochastic derivatives for fractional diffusions
Sébastien Darses, Ivan Nourdin
In this paper, we introduce some fundamental notions related to the so-called stochastic derivatives with respect to a given -field . In our framework, we recall we…
Stochastic embedding of dynamical systems
Jacky Cresson, Sébastien Darses
Most physical systems are modelled by an ordinary or a partial differential equation, like the n-body problem in celestial mechanics. In some cases, for example when studying the l…