2 citations · 2 across the 3 of their papers we have counts for
3 papers
math.PR2015
Local Central Limit Theorem for diffusions in a degenerate and unbounded Random Medium
Alberto Chiarini, Jean-Dominique Deuschel
We study a symmetric diffusion on in divergence form in a stationary and ergodic environment, with measurable unbounded and degenerate coefficients. We prove a q…
math.PR2014
On small-noise equations with degenerate limiting system arising from volatility models
Giovanni Conforti, Stefano De Marco, Jean-Dominique Deuschel
The one-dimensional SDE with non Lipschitz diffusion coefficient is widely studied in mathematical finance. Several works…
math.PR2010★ 2 cited
Recursions and tightness for the maximum of the discrete, two dimensional Gaussian Free Field
Erwin Bolthausen, Jean-Dominique Deuschel, Ofer Zeitouni
We consider the maximum of the discrete two dimensional Gaussian free field in a box, and prove the existence of a (dense) deterministic subsequence along which the maximum, center…