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Geodesic


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ESAIM: Probability and Statistics
Tome 15 (2011)
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Preface
Hoffmann, Marc ;  Lamberton, Damien 
p. S1

Entrelacements de semi-groupes provenant de paires de Gelfand
Biane, Philippe 
p. S2-S10

Time-homogeneous diffusions with a given marginal at a random time
Cox, Alexander M. G. ; Hobson, David ; Obłój, Jan 
p. S11-S24

Local martingales and filtration shrinkage
Föllmer, Hans ; Protter, Philip 
p. S25-S38

A new kind of augmentation of filtrations
Najnudel, Joseph ; Nikeghbali, Ashkan 
p. S39-S57

Hoeffding spaces and Specht modules
Peccati, Giovanni ;  Pycke, Jean-Renaud
p. S58-S68

Wiener integral for the coordinate process under the σ-finite measure unifying brownian penalisations
Yano, Kouji
p. S69-S84

Estimating a discrete distribution via histogram selection
Akakpo, Nathalie 
p. 1-29

A new stochastic restricted biased estimator under heteroscedastic or correlated error
Alheety, Mustafa Ismaeel
p. 30-40

A non asymptotic penalized criterion for gaussian mixture model selection
Maugis, Cathy ; Michel, Bertrand
p. 41-68

Local Asymptotic Normality Property for Lacunar Wavelet Series multifractal model
Loubes, Jean-Michel ;  Paindaveine, Davy 
p. 69-82

On the large deviations of a class of modulated additive processes
Duffy, Ken R. ; Macci, Claudio ; Torrisi, Giovanni Luca
p. 83-109

L p -theory for the stochastic heat equation with infinite-dimensional fractional noise
Balan, Raluca M.
p. 110-138

Expansions for the distribution of M-estimates with applications to the Multi-Tone problem
Withers, Christopher S. ; Nadarajah, Saralees
p. 139-167

Cramér type moderate deviations for Studentized U-statistics
Lai, Tze Leng ;  Shao, Qi-Man ; Wang, Qiying
p. 168-179

SURE shrinkage of gaussian paths and signal identification
Privault, Nicolas ;  Réveillac, Anthony 
p. 180-196

Penalized nonparametric drift estimation for a continuously observed one-dimensional diffusion process
Löcherbach, Eva ;  Loukianova, Dasha ;  Loukianov, Oleg 
p. 197-216

Large deviations for directed percolation on a thin rectangle
Ibrahim, Jean-Paul 
p. 217-232

Simulation and approximation of Lévy-driven stochastic differential equations
Fournier, Nicolas
p. 233-248

Random fractals generated by a local gaussian process indexed by a class of functions
Coiffard, Claire 
p. 249-269

Estimation for misspecified ergodic diffusion processes from discrete observations
Uchida, Masayuki ; Yoshida, Nakahiro
p. 270-290

Limit theorems for measure-valued processes of the level-exceedance type
Yurachkivsky, Andriy
p. 291-319

Data-driven penalty calibration: A case study for gaussian mixture model selection
Maugis, Cathy ; Michel, Bertrand 
p. 320-339

Expansions for Repeated Integrals of Products with Applications to the Multivariate Normal
Withers, Christopher S. ; Nadarajah, Saralees 
p. 340-357

KPZ formula for log-infinitely divisible multifractal random measures
Rhodes, Rémi ;  Vargas, Vincent 
p. 358-371

Dislocation measure of the fragmentation of a general Lévy tree
Voisin, Guillaume 
p. 372-389

A note on spider walks
Gallesco, Christophe ; Müller, Sebastian ; Popov, Serguei 
p. 390-401

Integration in a dynamical stochastic geometric framework
Aletti, Giacomo ;  Bongiorno, Enea G. ; Capasso, Vincenzo
p. 402-416

Continuous-time multitype branching processes conditioned on very late extinction
Pénisson, Sophie 
p. 417-442
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