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math.PR2022
Moderate deviation principle for multiscale systems driven by fractional Brownian motion
Solesne Bourguin, Thanh Dang, Konstantinos Spiliopoulos
In this paper we study the moderate deviations principle (MDP) for slow-fast stochastic dynamical systems where the slow motion is governed by small fractional Brownian motion (fBm…
math.PR2022
Spherical Poisson Waves
Solesne Bourguin, Claudio Durastanti, Domenico Marinucci +1
We introduce a model of Poisson random waves in and we study Quantitative Central Limit Theorems when both the rate of the Poisson process and the energy (i.e., fr…