-
Insuring against loss of evidence in game-theoretic probability
International audience -
Robust No Arbitrage Condition for Continuous-Time Models with Transaction Costs
International audience -
Fractional multiplicative processes
International audience -
Recursive estimation for some deformation models
This thesis is devoted to the study of some semi-parametric deformation models.Our aim is to provide recursive methods, related to stochastic algorithms, in order to... -
Hoeffding's inequality for supermartingales
International audience -
Large deviation exponential inequalities for supermartingales
International audience -
Hoeffding's inequality for supermartingales
International audience -
Asymptotic normality of recursive algorithms via martingale difference arrays
International audience
