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| hal-00645074v1
Journal articles
Sharp large deviations for the non-stationary Ornstein-Uhlenbeck process Stochastic Processes and their Applications, Elsevier, 2012, 122, pp.3393-3424. ⟨10.1016/j.spa.2012.06.006⟩ |
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| hal-00265469v1
Journal articles
Volterra differential equations with singular kernels Proceeding of the Workshop on Mathematical Physic and Stochastic Analisys, 2000, pp.1 |
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| hal-00320363v3
Journal articles
A Markov model for the spread of viruses in an open population Journal of Applied Probability, Cambridge University press, 2010, 47 (4), pp.976--996. ⟨10.1239/jap/1294170513⟩ |
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| hal-03252856v2
Journal articles
On a Set-Valued Young Integral with Applications to Differential Inclusions Journal of Mathematical Analysis and Applications, Elsevier, 2022, 512 (1), 22 p. ⟨10.1016/j.jmaa.2022.126104⟩ |
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| hal-00386239v1
Journal articles
Sharp large deviations for the fractional Ornstein-Uhlenbeck process SIAM Theory of Probability and its Applications, Society for Industrial and Applied Mathematics, 2011, 55 (4), pp.575-610  |
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| hal-02176741v2
Preprints, Working Papers, ...
The Itô-Tanaka Trick: a non-semimartingale approach 2019 |
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| hal-01519399v1
Journal articles
Invariance for Rough Differential Equations Stochastic Processes and their Applications, Elsevier, 2016, 127 (7), pp.2373-2395. ⟨10.1016/j.spa.2016.11.002⟩ |
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| hal-03283778v1
Preprints, Working Papers, ...
Diffusive limits of Lipschitz functionals of Poisson measures 2021 |
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| inria-00000411v1
Journal articles
Semi-martingales and rough paths theory Electronic Journal of Probability, Institute of Mathematical Statistics (IMS), 2005, 10 (23), pp.761-785 |
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Journal articles
Donsker's theorem in {Wasserstein}-1 distance Electronic Communications in Probability, Institute of Mathematical Statistics (IMS), 2020, 25, pp.1--13 |
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| hal-00986189v1
Journal articles
Higher order approximations via Stein's method Communications on Stochastic Analysis, 2014, pp.~ |
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| hal-02148440v2
Journal articles
Young and rough differential inclusions Revista Matemática Iberoamericana, European Mathematical Society, 2021, 37 (4), pp.1489 - 1512. ⟨10.4171/rmi/1236⟩ |
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| hal-01551694v3
Journal articles
Stein's method for rough paths Potential Analysis, Springer Verlag, 2020, 53, pp.387--406. ⟨10.1007/s11118-019-09773-z⟩ |
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| hal-01976746v1
Journal articles
Sharp large deviations for the fractional Ornstein - Uhlenbeck process Teoriya Veroyatnostei i ee Primeneniya, Steklov Mathematical Institute of Russian Academy of Sciences, 2010, 55 (4), pp.732-771 |
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| hal-00875670v6
Journal articles
Sensitivity of rough differential equations: an approach through the Omega lemma Journal of Differential Equations, Elsevier, 2018, 264 (6), pp.3899-3917. ⟨10.1016/j.jde.2017.11.031⟩ |
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| hal-01591946v2
Preprints, Working Papers, ...
PDE for joint law of the pair of a continuous diffusion and its running maximum 2017 |
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| hal-03659933v1
Journal articles
Estimation Des Coefficients d’un processus CADLAG Observéà Des temps Discrets Annales de l'ISUP, Publications de l’Institut de Statistique de l’Université de Paris, 1994, XXXVIII (3), pp.87-109 |
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| hal-00808604v1
Journal articles
Multifractal Random Walks as Fractional Wiener Integrals IEEE Transactions on Information Theory, Institute of Electrical and Electronics Engineers, 2009, 55 (8), pp.3825-3846. ⟨10.1109/TIT.2009.2023708⟩ |
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| inria-00509875v1
Documents associated with scientific events
Grandes déviations précises pour un Ornstein Uhlenbeck Fractionnaire. Journées MAS et Journée en l'honneur de Jacques Neveu, Aug 2010, Talence, France |
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| hal-00374879v3
Journal articles
First passage time law for some jump-diffusion processes : existence of a density Bernoulli, Bernoulli Society for Mathematical Statistics and Probability, 2011, 17 (4), pp.1127-1135. ⟨10.3150/10-BEJ323⟩ |
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Journal articles
Affine fractional stochastic volatility models Annals of Finance, Springer Verlag, 2012, 8 (2-3), pp.337-378 |
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| hal-01738230v2
Journal articles
On a Fractional Stochastic Hodgkin-Huxley Model International Journal of Biomathematics, World Scientific, 2018, 11 (5), pp.1850061. ⟨10.1142/S1793524518500614⟩ |
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| hal-02286879v1
Journal articles
Higher order expansions via Stein's method Communications on Stochastic Analysis, 2014, 8 (2), pp.155-168 |
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| hal-02010344v1
Preprints, Working Papers, ...
Existence and regularity of law density of a pair (diffusion, first component running maximum) 2019 |
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| hal-00717812v2
Journal articles
Stein's method for Brownian approximations Communications on Stochastic Analysis, 2013, 7 (3), pp.349-372 |
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| hal-00722900v3
Journal articles
Perturbed linear rough differential equations Annales Mathématiques Blaise Pascal, Université Blaise-Pascal - Clermont-Ferrand, 2014, 21 (1), pp.103-150. ⟨10.5802/ambp.338⟩ |
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| hal-01527939v1
Journal articles
Joint distribution of a Lévy process and its running supremum Journal of Applied Probability, Cambridge University press, 2018, 55 (2), pp.488-512. ⟨10.1017/jpr.2018.32⟩ |
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