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A probabilistic representation of the solution of some quasi-linear PDE with ...
We extend some results on time-homogeneous processes generated by divergence form operators to time-inhomogeneous ones. These results concern the decomposition of such... -
Change of variable formulas for non-anticipative functional on path space
International audience -
Modèles hiérarchiques et processus ponctuels spatio-temporels - Applications ...
Point processes are often used as spatial or spatio-temporal distribution models of occurrences. In this PhD dissertation, we focus first on Cox processes driven by a... -
Bayesian nonparametric Plackett-Luce models for the analysis of preferences f...
International audience
