Nicolas Marie

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20112023

most citedNadaraya-Watson Estimator for I.I.D. Paths of Diffusion Processes

23 citations · 172 across the 27 of their papers we have counts for

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Showing 2013Show all

2 papers · 1 filter

math.PR2013★ 5 cited

A Pathwise Fractional one Compartment Intra-Veinous Bolus Model

Nicolas Marie

Extending deterministic compartments pharmacokinetic models as diffusions seems not realistic on biological side because paths of these stochastic processes are not smooth enough.…

math.PR2013★ 1 cited

Ergodicity of a Generalized Jacobi's Equation and Applications

Nicolas Marie

Consider a $1$ -dimensional centered Gaussian process $W$ with $α$ -Hölder continuous paths on the compact intervals of $R_{+}$ ( $α \in] 0, 1 [$ ) and $W_{0} = 0$ , and $X$ the local…