14 citations · 65 across the 24 of their papers we have counts for
4 papers · 1 filter
An explicit representation of the transition densities of the skew Brownian motion with drift and two semipermeable barriers
David Dereudre, Sara Mazzonetto, Sylvie Roelly
In this paper, we obtain an explicit representation of the transition density of the one-dimensional skew Brownian motion with (a constant drift and) two semipermeable barriers. Mo…
Infinite Volume Continuum Random Cluster Model
David Dereudre, Pierre Houdebert
The continuum random cluster model is defined as a Gibbs modification of the stationary Boolean model in with intensity and the law of radii . The formal un…
Variational principle for Gibbs point processes with finite range interaction
David Dereudre
The variational principle for Gibbs point processes with general finite range interaction is proved. Namely, the Gibbs point processes are identified as the minimizers of the free…
Consistency of likelihood estimation for Gibbs point processes
David Dereudre, Frédéric Lavancier
Strong consistency of the maximum likelihood estimator (MLE) for parametric Gibbs point process models is established. The setting is very general. It includes pairwise pair potent…