8 citations · 14 across the 4 of their papers we have counts for
4 papers
Analytic and Monte Carlo Approximations to the Distribution of the First Passage Time of the Drifted Diffusion with Stochastic Resetting and Mixed Boundary Conditions
Juan Magalang, Riccardo Turin, Javier Aguilar +3
This article introduces two techniques for computing the distribution of the absorption or first passage time of the drifted Wiener diffusion subject to Poisson resetting times, to…
Propagation of chaos in mean field networks of FitzHugh-Nagumo neurons
Laetitia Colombani, Pierre Le Bris
In this article, we are interested in the behavior of a fully connected network of neurons, where tends to infinity. We assume that the neurons follow the stochastic FitzHu…
Limit theorems for Hawkes processes including inhibition
Patrick Cattiaux, Laetitia Colombani, Manon Costa
In this paper we consider some non linear Hawkes processes with signed reproduction function (or memory kernel) thus exhibiting both self-excitation and inhibition. We provide a La…
Asymptotic deviation bounds for cumulative processes
Patrick Cattiaux, Laetitia Colombani, Manon Costa
The aim of this paper is to get asymptotic deviation bounds via a Large Deviation Principle (LDP) for cumulative processes also known as compound renewal processes or renewal-rewar…