Add to ORKGWe consider an SDE with piece-wise linear drift driven by a spectrally one-sided Lévy process. We show this SDE has some connections with queueing and storage models and apply this to obtain the invariant distribution. 1
International audienceWe investigate some recursive procedures based on an exact or ``approximate'' ...
In this paper we establish a formula for the joint Laplace-Stieltjes transform of a reflected Lévy p...
We study a class of nonlinear stochastic partial differential equations with dissipative nonlinear d...
Abstract. We investigate the set of invariant probability distributions for measure-valued diffusion...
Piecewise Deterministic Markov Processes (PDMPs) are studied in a general framework. First, differen...
ABSTRACT. We study Lévy processes associated with the power-variance family of probability laws. Th...
v4: more details and a fix for the constructive proof of the bracket condition.We study a class of P...
International audienceThe behaviour of the tails of the invariant distribution for stochastic differ...
We consider a continuous time Markov process (X, L), where X jumps between a finite number of states...
We consider the long-time behavior of an explicit tamed Euler scheme applied to a class of stochasti...
We study a class of Piecewise Deterministic Markov Processes with state space Rd × E where E is a fi...
We study a class of nonlinear stochastic partial differential equations with dissipative nonlinear d...
Standard stochastic Loewner evolution (SLE) is driven by a continuous Brownian motion, which then pr...
Abstract: In this note, we present some observations related to piecewise deterministic Markov proce...
We give sufficient conditions for existence, uniqueness and ergodicity of invariant measures for Mus...
International audienceWe investigate some recursive procedures based on an exact or ``approximate'' ...
In this paper we establish a formula for the joint Laplace-Stieltjes transform of a reflected Lévy p...
We study a class of nonlinear stochastic partial differential equations with dissipative nonlinear d...
Abstract. We investigate the set of invariant probability distributions for measure-valued diffusion...
Piecewise Deterministic Markov Processes (PDMPs) are studied in a general framework. First, differen...
ABSTRACT. We study Lévy processes associated with the power-variance family of probability laws. Th...
v4: more details and a fix for the constructive proof of the bracket condition.We study a class of P...
International audienceThe behaviour of the tails of the invariant distribution for stochastic differ...
We consider a continuous time Markov process (X, L), where X jumps between a finite number of states...
We consider the long-time behavior of an explicit tamed Euler scheme applied to a class of stochasti...
We study a class of Piecewise Deterministic Markov Processes with state space Rd × E where E is a fi...
We study a class of nonlinear stochastic partial differential equations with dissipative nonlinear d...
Standard stochastic Loewner evolution (SLE) is driven by a continuous Brownian motion, which then pr...
Abstract: In this note, we present some observations related to piecewise deterministic Markov proce...
We give sufficient conditions for existence, uniqueness and ergodicity of invariant measures for Mus...
International audienceWe investigate some recursive procedures based on an exact or ``approximate'' ...
In this paper we establish a formula for the joint Laplace-Stieltjes transform of a reflected Lévy p...
We study a class of nonlinear stochastic partial differential equations with dissipative nonlinear d...