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Long time behaviour and stationary regime of memory gradient diffusions
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Second order discretization schemes of stochastic differential systems for th...
We Discretize in Time With Step-Size h a Stochastic Differential Equation Whose Solution has a Unique Invariant Probability Measure is the Solution of the Discretized... -
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... -
Approximation of stationary solutions to SDEs driven by multiplicative fracti...
International audience -
On the extinction of Continuous State Branching Processes with catastrophes
International audience
