13 citations · 21 across the 9 of their papers we have counts for
10 papers
Exit-problem for a class of non-Markov processes with path dependency
Ashot Aleksian, Aline Kurtzmann, Julian Tugaut
We study the exit-time of a self-interacting diffusion from an open domain . In particular, we consider the equation $d{X_t} = - \left( \nabla V(X_t) + \fra…
Self-interacting diffusions: long-time behaviour and exit-problem in the convex case
Ashot Aleksian, Pierre del Moral, Aline Kurtzmann +1
We study a class of time-inhomogeneous diffusion: the self-interacting one. We show a convergence result with a rate of convergence that does not depend on the diffusion coefficien…
On the exit-problem for self-interacting diffusions
Ashot Aleksian, Pierre Del Moral, Aline Kurtzmann +1
We study the exit-time from a domain of a self-interacting diffusion, where the Brownian motion is replaced by for a constant . The first part of this work consists in sh…
On the stability and the uniform propagation of chaos of a class of Extended Ensemble Kalman-Bucy filters
Pierre Del Moral, Aline Kurtzmann, Julian Tugaut
This article is concerned with the exponential stability and the uniform propagation of chaos properties of a class of Extended Ensemble Kalman-Bucy filters with respect to the tim…
On the Stability and the Exponential Concentration of Extended Kalman-Bucy filters
Pierre Del Moral, Aline Kurtzmann, Julian Tugaut
The exponential stability and the concentration properties of a class of extended Kalman-Bucy filters are analyzed. New estimation concentration inequalities around partially obser…
A counterexample to the Cantelli conjecture through the Skorokhod embedding problem
Victor Kleptsyn, Aline Kurtzmann
In this paper, we construct a counterexample to a question by Cantelli, asking whether there exists a nonconstant positive measurable function such that for i.i.d. r.v. o…