Geodesic

Sommaire du Fascicule no. 1

General inference in semiparametric models through divergences and the duality technique with applications
p. 1-24
Representations of the finite-dimensional point densities in Arratia flows with drift
p. 25-36
Progressive projection and log-optimal investment in the frictionless market
p. 37-77
Weak uniqueness of martingale solutions to stochastic partial differential equations in Hilbert spaces
p. 78-89

Sommaire du Fascicule no. 2

Asymptotic behavior of solutions to stochastic differential equations with interaction
p. 1-8
Clark representation formula for the solution to equation with interaction
p. 9-14
Loop-erased random walks associated with Markov processes
p. 15-24
Asymptotics of error probabilities of optimal tests
p. 25-36
Exit problems for Kou's process in a Markovian environment
p. 37-60
Strong consistency of the mode of multivariate recursive kernel density estimator under strong mixing hypothesis
p. 61-73
On number of particles in coalescing-fragmentating Wasserstein dynamics
p. 74-80
On a limit behaviour of a random walk penalised in the lower half-plane
p. 81-88
On a discrete extremal problem with constraints
p. 89-92
Uniform Limit Theorems under length-biased sampling and type I censoring
p. 93-106