2 citations · 2 across the 4 of their papers we have counts for
5 papers
A probabilistic representation of the solution to a 1D evolution equation in a medium with negative index
Éric Bonnetier, Pierre Etoré, Miguel Martinez
In this work we investigate a 1D evolution equation involving a divergence form operator where the diffusion coefficient inside the divergence is changing sign, as in models for me…
Global sensitivity analysis for models described by stochastic differential equations
Pierre Etoré, Clémentine Prieur, Dang Khoi Pham +1
Many mathematical models involve input parameters, which are not precisely known. Global sensitivity analysis aims to identify the parameters whose uncertainty has the largest impa…
Time inhomogeneous Stochastic Differential Equations involving the local time of the unknown process, and associated parabolic operators
Pierre Etoré, Miguel Martinez
In this paper we study time-inhomogeneous versions of one-dimensional Stochastic Differential Equations (SDE) involving the Local Time of the unknown process on curves. After provi…
Asymptotic equivalence of jumps Lévy processes and their discrete counterpart
Pierre Étoré, Sana Louhichi, Ester Mariucci
We establish the global asymptotic equivalence between a pure jumps Lévy process on the time interval with unknown Lévy measure belonging to a non-parametric…
Long time behaviour of a stochastic nano particle
Pierre Etoré, Stéphane Labbé, Jérôme Lelong
In this article, we are interested in the behaviour of a single ferromagnetic mono-domain particle submitted to an external field with a stochastic perturbation. This model is the…