Dataset - CKAN

Anisotropic morphological filters with spatially-variant structuring elements...

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Measure concentration through non-Lipschitz observables and functional inequa...

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Fault Tolerance Analysis for Stochastic Systems Using Switching Diffusion Pro...

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Diffusion Tensor Magnetic Resonance Imaging : Brain Connectivity Mapping

Diffusion tensor MRI probes and quantifies the anisotropic diffusion of water molecules in biological tissues, making it possible to non-invasively infer the...

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An infinite dimensional convolution theorem with applications to the efficien...

26 pages

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Asymptotic equivalence for nonparametric diffusion and Euler scheme experiments

Prépublication MAP5

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Estimation of the Stochastic Volatility of a Diffusion Process I. Comparison ...

Let ($X_t$) be a stochastic process satisfying $dX_t= b(t, X_t) ¸dt + \theta (t) ¸dW_t$, with a stochastic volatility $\theta (t)$ (thus few regular). We have a...

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On inversions and Doob $h$-transforms of linear diffusions

Let $X$ be a regular linear diffusion whose state space is an open interval $E\subseteq\mathbb{R}$. We consider a diffusion $X^*$ which probability law is obtained as...

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General approximation method for the distribution of Markov processes conditi...

33 pages, revision of the paper formerly entitled "Interacting particle processes and approximation of Markov processes conditioned to not be killed"

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Location strategies and spatial expansions: the case of French hard discount ...

Conference organized by the European Institute of Retailing and Services Studies (EIRASS)

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Parameter estimation by contrast minimization for noisy observations of a dif...

We consider the estimation of unknown parameters in the drift and diffusion coefficients of a one-dimensional ergodic diffusion X when the observation Y is a discrete...

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Truncated dynamics and estimation of diffusion equations

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Mathematical models for the study of synchronization phenomena in neuronal ne...

The spike train, i.e. the sequence of the action potential timings of a single unit, is the usual data that is analyzed in electrophysiological recordings for the...

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Parametric Estimation for Diffusion Processes from Discrete-time and Noisy Ob...

Noisy discretely observed diffusion processes with random drift function parameters are considered. Maximum likelihood and Bayesian estimation methods are extended to...