226 citations · 612 across the 43 of their papers we have counts for
5 papers · 2 filters
Large deviation principle for Poisson driven SDEs in epidemic models
Etienne Pardoux, Brice Samegni-Kepgnou
We consider a general class of epidemic models obtained by applying a random time change to a collection of Poisson processes and we show the large deviation principle for such mod…
Large deviations for infectious diseases models
Peter Kratz, Etienne Pardoux
We establish large deviation estimates for Poisson driven models of infectious disease, and apply those estimates to the time of exit from the basin of attraction of an endemic equ…
Non-binary branching process and Non-Markovian exploration process
Ibrahima Dramé, Etienne Pardoux, Ahmadou Bamba Sow
We study the exploration (or height) process of a continuous time non-binary Galton-Watson random tree, in the subcritical, critical and supercritical cases. Thus we consider the b…
On the large time behaviour of the solution of an SDE driven by a Poisson Point Process
Elma Nassar, Etienne Pardoux
We study a stochastic differential equation driven by a Poisson point process, which models continuous changes in a population's environment, as well as the stochastic fixation of…
Continuity of the Feynman-Kac formula for a generalized parabolic equation
Etienne Pardoux, Aurel Rascanu
It is well-known since the work of Pardoux and Peng [12] that Backward Stochastic Differential Equations provide probabilistic formulae for the solution of (systems of) second orde…