41 citations · 92 across the 18 of their papers we have counts for
11 papers · 1 filter
Skorohod and rough integration with respect to the non-commutative fractional Brownian motion
Aurélien Deya, René Schott
We pursue our investigations, initiated in [8], about stochastic integration with respect to the non-commutative fractional Brownian motion (NC-fBm). Our main objective in this pap…
Integration with respect to the non-commutative fractional Brownian motion
Aurélien Deya, René Schott
We study the issue of integration with respect to the non-commutative fractional Brownian motion, that is the analog of the standard fractional Brownian in a non-commutative probab…
Probabilistic Non-asymptotic Analysis of Distributed Algorithms
Nicolas Champagnat, René Schott, Denis Villemonais
We present a new probabilistic analysis of distributed algorithms. Our approach relies on the theory of quasi-stationary distributions (QSD) recently developped by Champagnat and V…
On stochastic calculus with respect to q-Brownian motion
Aurélien Deya, René Schott
Following the approach and the terminology introduced in [A. Deya and R. Schott, On the rough paths approach to non-commutative stochastic calculus, J. Funct. Anal., 2013], we cons…
Information Transmission under Random Emission Constraints
Francis Comets, François Delarue, René Schott
We model the transmission of a message on the complete graph with n vertices and limited resources. The vertices of the graph represent servers that may broadcast the message at ra…
Dynamic Random Walks on Motion Groups
C. R. E. Raja, R. Schott
In this note, we give an original convergence result for products of independent random elements of motion group. Then we consider dynamic random walks which are inhomogeneous Mark…