Brice Franke

Available identifiers

zbMath Open franke.briceMaRDI QIDQ502871

List of research outcomes

Publication	Date of Publication	Type
Parameter estimation for the drift of a time inhomogeneous jump diffusion process	2024-06-10	Paper
On shifting the principal eigenvalue of Dirichlet problem to infinity with non-transversal incompressible drift	2024-05-15	Paper
Accelerating planar Ornstein-Uhlenbeck diffusion with suitable drift	2020-05-05	Paper
The Convergence rate of the Gibbs sampler for the $2-$D Ising model via a geometric bound	2018-04-24	Paper
The speed of relaxation for diffusion with drift satisfying exponential decay of correlations	2018-03-26	Paper
Accelerating diffusion on compact Riemannian surfaces by incompressible drift	2017-09-08	Paper
Estimating drift parameters in a fractional Ornstein Uhlenbeck process with periodic mean	2017-04-21	Paper
Stable limit theorem for \(U\)-statistic processes indexed by a random walk	2017-02-07	Paper
Convergence of \(U\)-statistics indexed by a random walk to stochastic integrals of a Lévy sheet	2017-01-11	Paper
On how to use drift to push the spectral gap of a diffusion on \(S^{2}\) to infinity	2016-05-30	Paper
Change point testing for the drift parameters of a periodic mean reversion process	2014-05-23	Paper
Limit theorems for a recursive maximum process with location-dependent periodic intensity-parameter	2011-11-27	Paper
A self-similar process arising from a random walk with random environment in random scenery	2011-09-02	Paper
Drift estimation for a periodic mean reversion process	2011-04-08	Paper
A duality approach to the worst case value at risk for a sum of dependent random variables with known covariances	2009-12-09	Paper
The extremes of random walks in random sceneries	2009-07-22	Paper
The extremes of a random scenery as seen by a random walk in a random environment	2009-04-14	Paper
Homogenization of random transport along periodic two-dimensional flows	2009-03-10	Paper
A functional non-central limit theorem for jump-diffusions with periodic coefficients driven by stable Lévy-noise	2008-02-18	Paper
A Lévy Process whose Jumps are Dragged by a Spherical Dynamical System	2008-02-05	Paper
On the decay of the solutions of second order parabolic equations with Dirichlet conditions	2007-08-03	Paper
The scaling limit behaviour of periodic stable-like processes	2006-11-06	Paper
A functional central limit theorem for diffusions on periodic submanifolds of \(\mathbb R^N\)	2005-11-02	Paper
About the decay of vorticity in a two-dimensional incompressible viscous fluid	2005-02-16	Paper
Integral inequalities for the fundamental solutions of diffusions on manifolds with divergence-free drift	2004-07-01	Paper
Heat content inequalities for diffusions on manifolds	2002-01-21	Paper

Research outcomes over time

This page was built for person: Brice Franke