285 citations · 682 across the 44 of their papers we have counts for
Showing 2016Show all
2 papers · 1 filter
math.PR2016★ 1 cited
On the equivalence between some jumping SDEs with rough coefficients and some non-local PDEs
Nicolas Fournier, Liping Xu
We study some jumping SDE and the corresponding Fokker-Planck (or Kolmogorov forward) equation, which is a non-local PDE. We assume only some measurability and growth conditions on…
math.ST2016★ 3 cited
On the Kozachenko-Leonenko entropy estimator
Nicolas Fournier, Sylvain Delattre
We study in details the bias and variance of the entropy estimator proposed by Kozachenko and Leonenko for a large class of densities on . We then use the work of Bic…