25 citations · 114 across the 27 of their papers we have counts for
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math.PR2013★ 1 cited
A stochastic model for speculative bubbles
Sébastien Gadat, Laurent Miclo, Fabien Panloup
This paper aims to provide a simple modelling of speculative bubbles and derive some quantitative properties of its dynamical evolution. Starting from a description of individual s…
math.PR2013★ 12 cited
Invariant distribution of duplicated diffusions and application to Richardson-Romberg extrapolation
Vincent Lemaire, Gilles Pagès, Fabien Panloup
With a view to numerical applications we address the following question: given an ergodic Brownian diffusion with a unique invariant distribution, what are the invariant distributi…