The following pages link to Fabien Panloup (Q388969):
Displaying 28 items.
- Large deviation principle for invariant distributions of memory gradient diffusions (Q388971) (← links)
- Estimation of the instantaneous volatility (Q411549) (← links)
- Ergodic approximation of the distribution of a stationary diffusion: rate of convergence (Q433906) (← links)
- Approximation of the distribution of a stationary Markov process with application to option pricing (Q605850) (← links)
- Approximation of stationary solutions of Gaussian driven stochastic differential equations (Q645594) (← links)
- A connection between extreme value theory and long time approximation of SDEs (Q734653) (← links)
- Sub-exponential convergence to equilibrium for Gaussian driven stochastic differential equations with semi-contractive drift (Q782802) (← links)
- Invariant measure of duplicated diffusions and application to Richardson-Romberg extrapolation (Q902882) (← links)
- Computation of the invariant measure for a Lévy driven SDE: Rate of convergence (Q936396) (← links)
- Stochastic approximation of quasi-stationary distributions on compact spaces and applications (Q1617129) (← links)
- Weighted multilevel Langevin simulation of invariant measures (Q1634175) (← links)
- Stochastic heavy ball (Q1697485) (← links)
- Probabilistic reconstruction of genealogies for polyploid plant species (Q1717369) (← links)
- Rate of convergence to equilibrium of fractional driven stochastic differential equations with rough multiplicative noise (Q1731893) (← links)
- Total variation distance between two diffusions in small time with unbounded drift: application to the Euler-Maruyama scheme (Q2105171) (← links)
- A general drift estimation procedure for stochastic differential equations with additive fractional noise (Q2180056) (← links)
- Adaptive estimation of the stationary density of a stochastic differential equation driven by a fractional Brownian motion (Q2194048) (← links)
- Rate of convergence to equilibrium of fractional driven stochastic differential equations with some multiplicative noise (Q2357259) (← links)
- Recursive computation of the invariant measure of a stochastic differential equation driven by a Lévy process (Q2426600) (← links)
- A mixed-step algorithm for the approximation of the stationary regime of a diffusion (Q2434491) (← links)
- Long time behaviour and stationary regime of memory gradient diffusions (Q2451112) (← links)
- Approximation of stationary solutions to SDEs driven by multiplicative fractional noise (Q2637204) (← links)
- Optimal non-asymptotic analysis of the Ruppert-Polyak averaging stochastic algorithm (Q2680399) (← links)
- Long time behavior of Markov processes and beyond (Q2786534) (← links)
- (Q2941804) (← links)
- Regret bounds for Narendra-Shapiro bandit algorithms (Q5086451) (← links)
- Unadjusted Langevin algorithm with multiplicative noise: total variation and Wasserstein bounds (Q6103981) (← links)
- Multilevel-Langevin pathwise average for Gibbs approximation (Q6504674) (← links)
