The following pages link to Dominique Lépingle (Q442625):
Displaying 50 items.
- Intermittence and space-time fractional stochastic partial differential equations (Q259212) (← links)
- Spatial asymptotics for the parabolic Anderson models with generalized time-space Gaussian noise (Q282522) (← links)
- Estimates of the solution set for a class of elliptic problems with incompletely known data (Q285278) (← links)
- Abrupt convergence for stochastic small perturbations of one dimensional dynamical systems (Q288202) (← links)
- A mean-field spin glass model based on diluted \(V\)-statistics (Q292130) (← links)
- Crossover to the stochastic Burgers equation for the WASEP with a slow bond (Q328478) (← links)
- On divergence of expectations of the Feynman-Kac type with singular potentials (Q329675) (← links)
- The lower tail of random quadratic forms with applications to ordinary least squares (Q343803) (← links)
- Existence-uniqueness of the solution for neutral stochastic functional differential equations (Q350791) (← links)
- Analysis of an interacting particle method for rare event estimation (Q351492) (← links)
- Functional limit theorem for solutions to Burgers equation with random initial data (Q355318) (← links)
- The Burgers equation with Poisson random forcing (Q359695) (← links)
- Strong and weak approximation of semilinear stochastic evolution equations (Q371442) (← links)
- Large deviations for the current and tagged particle in 1D nearest-neighbor symmetric simple exclusion (Q373581) (← links)
- Probability approximation by Clark-Ocone covariance representation (Q388986) (← links)
- Perturbed linear rough differential equations (Q397791) (← links)
- Derandomization of the Euler scheme for scalar stochastic differential equations (Q413464) (← links)
- Convergence analysis of trigonometric methods for stiff second-order stochastic differential equations (Q415509) (← links)
- Representing filtration consistent nonlinear expectations as \(g\)-expectations in general probability spaces (Q424490) (← links)
- A Milstein-type scheme without Lévy area terms for SDEs driven by fractional Brownian motion (Q424708) (← links)
- Numerical schemes for rough parabolic equations (Q434372) (← links)
- Brownian motion, reflection groups and Tanaka formula (Q442626) (← links)
- High order recombination and an application to cubature on Wiener space (Q453236) (← links)
- Consistency and stability of a Milstein-Galerkin finite element scheme for semilinear SPDE (Q487684) (← links)
- Transience and recurrence of a Brownian path with limited local time (Q504259) (← links)
- Large deviations of a velocity jump process with a Hamilton-Jacobi approach (Q514387) (← links)
- Universality in several-matrix models via approximate transport maps (Q518167) (← links)
- Compact Brownian surfaces. I: Brownian disks (Q525093) (← links)
- Comparison theorem for Brownian multidimensional BSDEs via jump processes (Q533992) (← links)
- Bounds on the speed and on regeneration times for certain processes on regular trees (Q549869) (← links)
- (Q588874) (redirect page) (← links)
- (Q590052) (redirect page) (← links)
- Numerical solutions of stochastic differential delay equations under the generalized Khasminskii-type conditions (Q628907) (← links)
- A phase diagram for a stochastic reaction diffusion system (Q639877) (← links)
- Contact and voter processes on the infinite percolation cluster as models of host-symbiont interactions (Q640054) (← links)
- Stability analysis of stochastic differential equations with the use of Lyapunov functions of constant sign (Q656489) (← links)
- A Milstein-based free knot spline approximation for stochastic differential equations (Q657649) (← links)
- Infinite rate mutually catalytic branching in infinitely many colonies: the longtime behavior (Q662425) (← links)
- On Azéma-Yor processes, their optimal properties and the Bachelier-drawdown equation (Q662437) (← links)
- Some independence results related to the arc-sine law (Q678088) (← links)
- OPTCON: An algorithm for the optimal control of nonlinear stochastic models (Q684787) (← links)
- A necessary and sufficient condition for the Markov property of the local time process (Q688065) (← links)
- Sample function properties of two-parameter Markov processes (Q689163) (← links)
- Self-intersection local time of additive Lévy process (Q698910) (← links)
- Stochastic method for the solution of unconstrained vector optimization problems (Q700771) (← links)
- A weak criterion of absolute continuity for jump processes: Application to the Boltzmann equation (Q701682) (← links)
- Stochastic Loewner evolution in multiply connected domains (Q704246) (← links)
- Sharp Gaussian regularity on the circle, and applications to the fractional stochastic heat equation (Q705317) (← links)
- Reconstruction for the Potts model (Q717882) (← links)
- Pathwise uniqueness for stochastic heat equations with Hölder continuous coefficients: The white noise case (Q718862) (← links)
