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Séminaire de Probabilités XLV
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Stein's method for Brownian approximations
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Skorohod and Stratonovich integration in the plane
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Malliavin calculus for fractional heat equation
Dedicated to David Nualart on occasion of his 60th birthday -
Convex comparison inequalities for non-Markovian stochastic integrals
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Some applications of BSDE theory: fractional BDSDEs and regularity properties...
In the first part of my thesis, by adapting the idea of Jien and Ma (2010), the main objective is to study the (semilinear or linear) doubly stochastic differential... -
Ito's- and Tanaka's-type formulae for the stochastic heat equation: The linea...
In this paper, we consider the linear stochastic heat equation with additive noise in dimension one. Then, using the representation of its solution X as a stochastic... -
Smoothness of the law of manifold-valued Markov processes with jumps
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Sure shrinkage of Gaussian paths and signal identification
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Stein estimation of Poisson process intensities
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Stein estimation for the drift of Gaussian processes using the Malliavin calc...
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Estimation of quadratic variation for two-parameter diffusions
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Convergence of finite-dimensional laws of the weighted quadratic variations p...
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Likelihood Ratios and Inference for Poisson Channels
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On probability laws of solutions to differential systems driven by a fraction...
This article investigates several properties related to densities of solutions X to differential equations driven by a fractional Brownian motion with Hurst parameter... -
Positivity and lower bounds for the density of Wiener functionals
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Stochastic heat equations with general multiplicative Gaussian noises: Hölder...
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