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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" -
Location strategies and spatial expansions: the case of French hard discount ...
Conference organized by the European Institute of Retailing and Services Studies (EIRASS) -
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... -
Truncated dynamics and estimation of diffusion equations
International audience -
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... -
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... -
Retail network spatial expansion: An application of the percolation theory to...
International audience -
On Nummelin splitting for continuous time Harris recurrent Markov processes a...
International audience -
Influence of the spatial structure on the effective nutrient diffusion in bac...
[Departement_IRSTEA]Ecotechnologies [TR1_IRSTEA]MOTIVE -
Intertwining relations for one-dimensional diffusions and application to func...
International audience -
Spatially-Variant Anisotropic Morphological Filters Driven By Gradient Fields
ISBN : 978-3-642-03612-5 -
Comparison of orientated and spatially variant morphological filters vs mean/...
Presentation available at http://www.tic.upct.es/rafael.verdu/slides/slides2010icip.pdfISBN: 978-142447994-8 -
Local time of a diffusion in a stable Lévy environment
International audience -
Stochastic expansion for the diffusion processes and applications to option p...
This thesis deals with the approximation of the expectation of a functional (possibly depending on the whole path) applied to a diffusion process (possibly... -
Mathematical Aspects of Financial Market Models with Transaction Costs
Financial markets play a prevailing role in the economy. The future legislation development in the field of globalfinance will unavoidably lead to friction to prevent...
