Approximation of the invariant distribution for a class of ergodic SDEs with one-sided Lipschitz continuous drift coefficient using an explicit tamed Euler scheme

JOURNAL ARTICLE published 2023 in ESAIM: Probability and Statistics

Authors: Charles-Edouard Brehier

Approximation of the Snell Envelope and American Options Prices in dimension one

JOURNAL ARTICLE published 2002 in ESAIM: Probability and Statistics

Authors: Vlad Bally | Bruno Saussereau

Large deviations for Brownian motion in a random potential

JOURNAL ARTICLE published 2020 in ESAIM: Probability and Statistics

Authors: Daniel Boivin | Thi Thu Hien Lê

Nonparametric estimation of the derivatives of the stationary density for stationary processes

JOURNAL ARTICLE published 2013 in ESAIM: Probability and Statistics

Authors: Emeline Schmisser

Optimisation in space of measures and optimal design

JOURNAL ARTICLE published January 2004 in ESAIM: Probability and Statistics

Authors: Ilya Molchanov | Sergei Zuyev

Why minimax is not that pessimistic

JOURNAL ARTICLE published 2013 in ESAIM: Probability and Statistics

Authors: Aurelia Fraysse

On the asymptotic variance in the central limit theorem for particle filters

JOURNAL ARTICLE published 2012 in ESAIM: Probability and Statistics

Authors: Benjamin Favetto

A martingale control variate method for option pricing with stochastic volatility

JOURNAL ARTICLE published February 2007 in ESAIM: Probability and Statistics

Authors: Jean-Pierre Fouque | Chuan-Hsiang Han

A Lemma on Proximity of Variances and Expectations

JOURNAL ARTICLE published 2000 in ESAIM: Probability and Statistics

Authors: Doron Sonsino

On the rate of convergence in the central limit theorem for hierarchical Laplacians

JOURNAL ARTICLE published 2019 in ESAIM: Probability and Statistics

Research funded by National Science Centre (2015/17/B/ST1/00062) | Austrian Science Fund (FWF P24028)

Authors: Alexander Bendikov | Wojciech Cygan

Nonparametric regression estimation onto a Poisson point process covariate

JOURNAL ARTICLE published 2015 in ESAIM: Probability and Statistics

Authors: Benoît Cadre | Lionel Truquet

Asymptotics for theL^p-deviation of the variance estimator under diffusion

JOURNAL ARTICLE published August 2004 in ESAIM: Probability and Statistics

Authors: Paul Doukhan | José R. León

Stochastic differential equations driven by processes generated by divergence form operators I: a Wong-Zakai theorem

JOURNAL ARTICLE published September 2006 in ESAIM: Probability and Statistics

Authors: Antoine Lejay

Strong stationary times for finite Heisenberg walks

JOURNAL ARTICLE published 2023 in ESAIM: Probability and Statistics

Research funded by anr (ANR-17-EURE-0010)

Authors: Laurent Miclo

Adaptive tests of qualitative hypotheses

JOURNAL ARTICLE published March 2003 in ESAIM: Probability and Statistics

Authors: Yannick Baraud | Sylvie Huet | Béatrice Laurent

Asymptotic behavior of the Empirical Process for Gaussian data presenting seasonal long-memory

JOURNAL ARTICLE published 2002 in ESAIM: Probability and Statistics

Authors: Mohamedou Ould Haye

Quasi-stationarity for one-dimensional renormalized Brownian motion

JOURNAL ARTICLE published 2020 in ESAIM: Probability and Statistics

Authors: William Ocafrain

Sparse recovery from extreme eigenvalues deviation inequalities

JOURNAL ARTICLE published 2019 in ESAIM: Probability and Statistics

Authors: Sandrine Dallaporta | Yohann De Castro

Multidimensional limit theorems for homogeneous sums: A survey and a general transfer principle

JOURNAL ARTICLE published 2016 in ESAIM: Probability and Statistics

Authors: Ivan Nourdin | Giovanni Peccati | Guillaume Poly | Rosaria Simone

On optimal uniform approximation of Lévy processes on Banach spaces with finite variation processes

JOURNAL ARTICLE published 2022 in ESAIM: Probability and Statistics

Research funded by National Science Centre, Poland (2016/21/B/ST1/01489,2019/35/B/ST1/04292,2018/31/N/ST1/03982)

Authors: Witold M. Bednorz | Rafał M. Łochowski | Rafał Martynek