13 citations · 22 across the 8 of their papers we have counts for
11 papers
Semi-explicit entropic solution to a generalised Riemann problem in some hydrological context
Brice Franke, Majid Lagnaoui, Catherine Rainer
We discuss solutions of the one dimensional scalar conservation law with the flux function $y\longmapsto G_{c,ρ}\left(y\right)=((1-ρ)c-y)\mathbb{1}_{\{y>c\}}-ρy\mathbb{1}_{\{y\leqs…
A generic approach to homogenization of a diffusion driven by growing incompressible drift
Brice Franke, Shuenn-Jyi Sheu
We study how the resolvent-family of a diffusion behaves, as thedrift grows to infinity. The limit turns out to be a selfadjoint pseudo-resolvent.After reduction of the underlying…
The Convergence rate of the Gibbs sampler for the D Ising model via a geometric bound
Brice Franke, Amine Helali
We study the geometric bound introduced by Diaconis and Stroock of the Gibbs sampler for the two-dimensional Ising model with free boundary condition. The obtained result…
Estimating Drift Parameters in a Fractional Ornstein Uhlenbeck Process with Periodic Mean
Herold Dehling, Brice Franke, Jeannette H. C. Woerner
We construct a least squares estimator for the drift parameters of a fractional Ornstein Uhlenbeck process with periodic mean function and long range dependence. For this estimator…
Convergence of U-statistics indexed by a random walk to stochastic integrals of a Levy sheet
Brice Franke, Francoise Pene, Martin Wendler
We establish limit theorems for U-statistics indexed by a random walk on Z^d and we express the limit in terms of some Levy sheet Z(s,t). Under some hypotheses, we prove that the l…
Stable Limit Theorem for U-Statistic Processes Indexed by a Random Walk
Brice Franke, Francoise Pene, Martin Wendler
Let (S_n)_{n\in\N} be a Z-valued random walk with increments from the domain of attraction of some α-stable law and let (ξ(i))_{i\in\Z} be a sequence of iid random variables. We wa…