A decentralized algorithm for a mean field control problem of piecewise deterministic Markov processes

JOURNAL ARTICLE published 2024 in ESAIM: Probability and Statistics

Authors: Adrien Séguret | Thomas Le Corre | Nadia Oudjane

Filtering the Wright-Fisher diffusion

JOURNAL ARTICLE published June 2009 in ESAIM: Probability and Statistics

Authors: Mireille Chaleyat-Maurel | Valentine Genon-Catalot

A fully data-driven method for estimating the shape of a point cloud

JOURNAL ARTICLE published 2016 in ESAIM: Probability and Statistics

Authors: A. Rodríguez-Casal | P. Saavedra-Nieves

Linear diffusion with stationary switching regime

JOURNAL ARTICLE published January 2004 in ESAIM: Probability and Statistics

Authors: Xavier Guyon | Serge Iovleff | Jian-Feng Yao

Unit boundary length quantum disk: a study of two different perspectives and their equivalence

JOURNAL ARTICLE published 2021 in ESAIM: Probability and Statistics

Authors: Baptiste Cerclé

L^p-Solutions of backward doubly stochastic differential equations with stochastic Lipschitz condition and p ∈ (1,2)

JOURNAL ARTICLE published 2017 in ESAIM: Probability and Statistics

Authors: Jean-Marc Owo

Martingale Solutions of the Stochastic 2D Primitive Equations with Anisotropic Viscosity

JOURNAL ARTICLE published 2022 in ESAIM: Probability and Statistics

Research funded by national natural science foundation of china (12171084) | national natural science foundation of china (11701269) | national natural science foundation of china (11901342)

Authors: Chengfeng Sun | Hongjun Gao | Hui Liu | Jie Zhang

On the Construction of Conditional Probability Densities in the Brownian and Compound Poisson Filtrations

JOURNAL ARTICLE published 2024 in ESAIM: Probability and Statistics

Authors: Pavel V. Gapeev | Monique Jeanblanc

Local martingales and filtration shrinkage

JOURNAL ARTICLE published 2011 in ESAIM: Probability and Statistics

Authors: Hans Föllmer | Philip Protter

Regularity of the time constant for a supercritical Bernoulli percolation

JOURNAL ARTICLE published 2021 in ESAIM: Probability and Statistics

Authors: Barbara Dembin

Goodness-of-fit tests in long-range dependent processes under fixed alternatives

JOURNAL ARTICLE published 2013 in ESAIM: Probability and Statistics

Authors: Holger Dette | Kemal Sen

A framework of BSDEs with stochastic Lipschitz coefficients

JOURNAL ARTICLE published 2020 in ESAIM: Probability and Statistics

Authors: Hun O | Mun-Chol Kim | Chol-Kyu Pak

Logarithmic Sobolev inequalities for inhomogeneous Markov Semigroups

JOURNAL ARTICLE published October 2008 in ESAIM: Probability and Statistics

Authors: Jean-François Collet | Florent Malrieu

Asymptotic properties of power variations of Lévy processes

JOURNAL ARTICLE published June 2007 in ESAIM: Probability and Statistics

Authors: Jean Jacod

Sur quelques algorithmes récursifs pour les probabilités numériques

JOURNAL ARTICLE published 2001 in ESAIM: Probability and Statistics

Authors: Gilles Pagès

Cutoff for samples of Markov chains

JOURNAL ARTICLE published 1999 in ESAIM: Probability and Statistics

Authors: Bernard Ycart

A non asymptotic penalized criterion for Gaussian mixture model selection

JOURNAL ARTICLE published 2011 in ESAIM: Probability and Statistics

Authors: Cathy Maugis | Bertrand Michel

Intermediate efficiency in nonparametric testing problems with an application to some weighted statistics

JOURNAL ARTICLE published 2019 in ESAIM: Probability and Statistics

Authors: Tadeusz Inglot | Teresa Ledwina | Bogdan Ćmiel

On dependence structure of copula-based Markov chains

JOURNAL ARTICLE published 2014 in ESAIM: Probability and Statistics

Authors: Martial Longla

Ergodicity and limit theorems for degenerate diffusions with time periodic drift. Application to a stochastic Hodgkin−Huxley model

JOURNAL ARTICLE published 2016 in ESAIM: Probability and Statistics

Authors: Reinhard Höpfner | Eva Löcherbach | Michèle Thieullen