| Publication | Date of Publication | Type |
|---|
Strong error bounds for the convergence to its mean field limit for systems of interacting neurons in a diffusive scaling
The Annals of Applied Probability | 2024-01-15 | Paper |
Strong error bounds for the convergence to its mean field limit for systems of interacting neurons in a diffusive scaling
The Annals of Applied Probability | 2024-01-15 | Paper |
Limit of the environment viewed from Sinaï's walk
Stochastic Processes and their Applications | 2024-01-12 | Paper |
| Strong conditional propagation of chaos for systems of interacting particles with stable jumps | 2023-06-21 | Paper |
White-noise driven conditional McKean-Vlasov limits for systems of particles with simultaneous and random jumps
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2022-07-28 | Paper |
Mean field limits for interacting Hawkes processes in a diffusive regime
Bernoulli | 2022-02-01 | Paper |
Mean field limits for interacting Hawkes processes in a diffusive regime
Bernoulli | 2022-02-01 | Paper |
Conditional propagation of chaos for mean field systems of interacting neurons
Electronic Journal of Probability | 2021-07-21 | Paper |
Approximation of the invariant distribution for a class of ergodic jump diffusions
ESAIM: Probability and Statistics | 2020-12-15 | Paper |
Jump filtering and efficient drift estimation for Lévy-driven SDEs
The Annals of Statistics | 2018-09-14 | Paper |
Maximum likelihood estimator consistency for recurrent random walk in a parametric random environment with finite support
Stochastic Processes and their Applications | 2016-10-12 | Paper |
Hidden Markov model for parameter estimation of a random walk in a Markov environment
European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics | 2016-02-12 | Paper |
Maximum likelihood estimation in the context of a sub-ballistic random walk in a parametric random environment
Mathematical Methods of Statistics | 2015-03-13 | Paper |
Spectral condition, hitting times and Nash inequality
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2014-12-05 | Paper |
Spectral condition, hitting times and Nash inequality
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2014-12-05 | Paper |
Asymptotic normality and efficiency of the maximum likelihood estimator for the parameter of a ballistic random walk in a random environment
Mathematical Methods of Statistics | 2014-10-15 | Paper |
| Parametric estimation of a one-dimensional ballistic random walk in a Markov environment | 2014-07-18 | Paper |
Polynomial deviation bounds for recurrent Harris processes having general state space
ESAIM: Probability and Statistics | 2014-04-10 | Paper |
Maximum likelihood estimator consistency for a ballistic random walk in a parametric random environment
Stochastic Processes and their Applications | 2014-02-06 | Paper |
Penalized nonparametric drift estimation for a continuously observed one-dimensional diffusion process
ESAIM: Probability and Statistics | 2013-04-25 | Paper |
Deviation inequalities for centered additive functionals of recurrent Harris processes having general state space
Journal of Theoretical Probability | 2012-04-26 | Paper |
Spectral gaps and exponential integrability of hitting times for linear diffusions
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2011-10-11 | Paper |
Polynomial bounds in the Ergodic theorem for one-dimensional diffusions and integrability of hitting times
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2011-05-19 | Paper |
Polynomial bounds in the Ergodic theorem for one-dimensional diffusions and integrability of hitting times
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2011-05-19 | Paper |
The law of iterated logarithm for additive functionals and martingale additive functionals of Harris recurrent Markov processes
Stochastic Processes and their Applications | 2009-07-15 | Paper |
| Poincar\'e inequality and exponential integrability of hitting times for linear diffusions | 2009-07-04 | Paper |
On Nummelin splitting for continuous time Harris recurrent Markov processes and application to kernel estimation for multi-dimensional diffusions
Stochastic Processes and their Applications | 2008-08-13 | Paper |
Almost sure rate of convergence of maximum likelihood estimators for multidimensional diffusions
Lecture Notes in Statistics | 2007-01-09 | Paper |
