| Publication | Date of Publication | Type |
|---|
Exchangeability and irreducible rotational invariance
Proceedings of the American Mathematical Society | 2025-01-22 | Paper |
Excheangeability and irreducible rotational invariance
| 2023-10-30 | Paper |
Depth-Bounded Approximations of Probability
1523.68096 | 2022-12-06 | Paper |
Large Deviations of continuous Gaussian processes: from small noise to small time
| 2022-07-25 | Paper |
Large deviations of conditioned diffusions and applications
Stochastic Processes and their Applications | 2020-02-24 | Paper |
On sharp large deviations for the bridge of a general diffusion
Lecture Notes in Mathematics | 2016-04-13 | Paper |
Fourier coefficients of invariant random fields on homogeneous spaces of compact Lie groups
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2015-05-29 | Paper |
Representation of Gaussian isotropic spin random fields
Stochastic Processes and their Applications | 2014-08-27 | Paper |
Large Deviation asymptotics for the exit from a domain of the bridge of a general Diffusion
| 2014-06-18 | Paper |
Simple simulation schemes for CIR and Wishart processes
International Journal of Theoretical and Applied Finance | 2014-04-25 | Paper |
On Lévy's Brownian motion indexed by elements of compact groups
Colloquium Mathematicum | 2013-12-18 | Paper |
General Freidlin-Wentzell large deviations and positive diffusions
Statistics \& Probability Letters | 2011-07-26 | Paper |
Subsampling needlet coefficients on the sphere
Bernoulli | 2010-11-15 | Paper |
Large deviations between theory and applications
| 2010-05-14 | Paper |
Adaptive density estimation for directional data using needlets
The Annals of Statistics | 2009-12-09 | Paper |
Asymptotics for spherical needlets
The Annals of Statistics | 2009-05-20 | Paper |
High frequency asymptotics for wavelet-based tests for Gaussianity and isotropy on the torus
Journal of Multivariate Analysis | 2008-04-23 | Paper |
On the characterization of isotropic Gaussian fields on homogeneous spaces of compact groups
Electronic Communications in Probability | 2007-11-19 | Paper |
Some characterizations of the spherical harmonics coefficients for isotropic random fields
Statistics \& Probability Letters | 2007-06-26 | Paper |
Explicit computation of second order moments of importance sampling estimators for fractional Brownian motion
Bernoulli | 2006-11-06 | Paper |
Asymptotics of hitting probabilities for general one-dimensional pinned diffusions
The Annals of Applied Probability | 2003-05-06 | Paper |
Non-symmetric hitting distributions on the hyperbolic half-plane and subordinated perpetuities
Revista Matemática Iberoamericana | 2002-12-15 | Paper |
scientific article; zbMATH DE number 1836570 (Why is no real title available?)
| 2002-11-28 | Paper |
Importance sampling for continuous time Markov chains and applications to fluid models
Methodology and Computing in Applied Probability | 2002-09-01 | Paper |
Large and moderate deviations for random walks on nilpotent groups
Journal of Theoretical Probability | 2002-02-24 | Paper |
Pricing general barrier options: a numerical approach using sharp large deviations
Mathematical Finance | 2001-11-26 | Paper |
Stable laws arising from hitting distributions of processes on homogeneous trees and the hyperbolic half-plane.
Pacific Journal of Mathematics | 2001-07-17 | Paper |
scientific article; zbMATH DE number 1390103 (Why is no real title available?)
| 2000-06-14 | Paper |
scientific article; zbMATH DE number 1139813 (Why is no real title available?)
Open Systems & Information Dynamics | 2000-03-13 | Paper |
A representation formula for the large deviation rate function for the empirical law of a continuous time Markov chain
Statistics \& Probability Letters | 1999-06-21 | Paper |
scientific article; zbMATH DE number 1243383 (Why is no real title available?)
| 1999-01-20 | Paper |
Sharp estimates of deviations of the sample mean in many dimensions
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1997-09-04 | Paper |
Exact asymptotics for the probability of exit from a domain and applications to simulation
The Annals of Probability | 1997-01-27 | Paper |
Importance sampling for Gibbs random fields
The Annals of Applied Probability | 1993-12-15 | Paper |
scientific article; zbMATH DE number 432953 (Why is no real title available?)
| 1993-12-09 | Paper |
Some exact equivalents for Brownian motion in Hölder norm
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1993-03-10 | Paper |
Large deviations and the Strassen theorem in Hölder norm
Stochastic Processes and their Applications | 1992-09-27 | Paper |
scientific article; zbMATH DE number 64896 (Why is no real title available?)
| 1992-09-27 | Paper |
scientific article; zbMATH DE number 19587 (Why is no real title available?)
| 1992-06-26 | Paper |
Large deviations for diffusion processes with homogenization and applications
The Annals of Probability | 1992-06-25 | Paper |
scientific article; zbMATH DE number 15792 (Why is no real title available?)
| 1992-06-25 | Paper |
scientific article; zbMATH DE number 4046801 (Why is no real title available?)
| 1988-01-01 | Paper |
Large deviations and stochastic homogenization
Annali di Matematica Pura ed Applicata. Serie Quarta | 1988-01-01 | Paper |
scientific article; zbMATH DE number 4001101 (Why is no real title available?)
| 1987-01-01 | Paper |
Large deviations and functional iterated logarithm law for diffusion processes
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1986-01-01 | Paper |
Limit set of inhomogeneous Ornstein-Uhlenbeck processes, destabilization and annealing
Stochastic Processes and their Applications | 1986-01-01 | Paper |
An introduction to the theory of large deviations
Rendiconti del Seminario Matematico e Fisico di Milano | 1986-01-01 | Paper |
Unicité du plongement d'une mesure de probabilité dans un semi-groupe de convolution gaussien. Cas non-abélien
Mathematische Zeitschrift | 1985-01-01 | Paper |
scientific article; zbMATH DE number 3980154 (Why is no real title available?)
| 1984-01-01 | Paper |
scientific article; zbMATH DE number 3897931 (Why is no real title available?)
| 1984-01-01 | Paper |
Small random perturbations of peano phenomena
Stochastics | 1982-01-01 | Paper |
scientific article; zbMATH DE number 3828967 (Why is no real title available?)
| 1982-01-01 | Paper |
scientific article; zbMATH DE number 3837103 (Why is no real title available?)
| 1982-01-01 | Paper |
scientific article; zbMATH DE number 3800722 (Why is no real title available?)
| 1981-01-01 | Paper |
scientific article; zbMATH DE number 3736693 (Why is no real title available?)
| 1981-01-01 | Paper |
scientific article; zbMATH DE number 3640597 (Why is no real title available?)
| 1979-01-01 | Paper |
scientific article; zbMATH DE number 3594343 (Why is no real title available?)
| 1978-01-01 | Paper |
scientific article; zbMATH DE number 3594404 (Why is no real title available?)
| 1978-01-01 | Paper |
scientific article; zbMATH DE number 3586290 (Why is no real title available?)
| 1977-01-01 | Paper |
scientific article; zbMATH DE number 3530709 (Why is no real title available?)
| 1976-01-01 | Paper |
Recurrent random walks on certain classes of groups
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1976-01-01 | Paper |
scientific article; zbMATH DE number 3543396 (Why is no real title available?)
| 1976-01-01 | Paper |
scientific article; zbMATH DE number 3491987 (Why is no real title available?)
| 1975-01-01 | Paper |
