Fabien Panloup

Available identifiers

zbMath Open panloup.fabienMaRDI QIDQ388969

List of research outcomes

Publication	Date of Publication	Type
Asymptotically unbiased approximation of the QSD of diffusion processes with a decreasing time step Euler scheme	2023-08-23	Paper
Unadjusted Langevin algorithm with multiplicative noise: total variation and Wasserstein bounds	2023-06-05	Paper
Optimal non-asymptotic analysis of the Ruppert-Polyak averaging stochastic algorithm	2023-01-02	Paper
Total variation distance between two diffusions in small time with unbounded drift: application to the Euler-Maruyama scheme	2022-12-08	Paper
Regret bounds for Narendra-Shapiro bandit algorithms	2022-07-05	Paper
Total variation distance between two diffusions in small time with unbounded drift: application to the Euler-Maruyama scheme	2021-11-18	Paper
On the cost of Bayesian posterior mean strategy for log-concave models	2020-10-08	Paper
Adaptive estimation of the stationary density of a stochastic differential equation driven by a fractional Brownian motion	2020-08-25	Paper
Sub-exponential convergence to equilibrium for Gaussian driven stochastic differential equations with semi-contractive drift	2020-07-29	Paper
A general drift estimation procedure for stochastic differential equations with additive fractional noise	2020-05-13	Paper
Rate of convergence to equilibrium of fractional driven stochastic differential equations with rough multiplicative noise	2019-03-14	Paper
Probabilistic reconstruction of genealogies for polyploid plant species	2019-02-05	Paper
Weighted multilevel Langevin simulation of invariant measures	2018-12-17	Paper
Stochastic approximation of quasi-stationary distributions on compact spaces and applications	2018-11-07	Paper
Stochastic heavy ball	2018-02-20	Paper
Optimal non-asymptotic bound of the Ruppert-Polyak averaging without strong convexity	2017-09-11	Paper
Rate of convergence to equilibrium of fractional driven stochastic differential equations with some multiplicative noise	2017-06-13	Paper
Stochastic approximation of quasi-stationary distributions on compact spaces and applications	2016-06-21	Paper
Long time behavior of Markov processes and beyond	2016-02-15	Paper
Invariant measure of duplicated diffusions and application to Richardson-Romberg extrapolation	2016-01-04	Paper
https://portal.mardi4nfdi.de/entity/Q2941804	2015-08-25	Paper
Long time behaviour and stationary regime of memory gradient diffusions	2014-05-26	Paper
Approximation of stationary solutions to SDEs driven by multiplicative fractional noise	2014-02-07	Paper
A mixed-step algorithm for the approximation of the stationary regime of a diffusion	2014-02-06	Paper
Large deviation principle for invariant distributions of memory gradient diffusions	2014-01-17	Paper
A stochastic model for speculative bubbles	2013-09-22	Paper
Ergodic approximation of the distribution of a stationary diffusion: rate of convergence	2012-07-08	Paper
Estimation of the instantaneous volatility	2012-04-04	Paper
Approximation of stationary solutions of Gaussian driven stochastic differential equations	2011-11-10	Paper
Approximation of the distribution of a stationary Markov process with application to option pricing	2010-11-15	Paper
A connection between extreme value theory and long time approximation of SDEs	2009-10-13	Paper
Computation of the invariant measure for a Lévy driven SDE: Rate of convergence	2008-08-13	Paper
Recursive computation of the invariant measure of a stochastic differential equation driven by a Lévy process	2008-04-23	Paper

Research outcomes over time

Doctoral students

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