Add to ORKGExponential decay of correlation for the Stochastic Process associated to the Entropy Penalized Metho
We derive a Crooks-Jarzynski-type identity for computing free energy differences between metastable ...
AbstractA representation of the potential operator of an absorbing Lévy process in the half space (0...
This paper is a continuation of (Bernoulli 20 (2014) 2169-2216) where we prove a characterization of...
We give an interpretation of the bilateral exit problem for Lévy processes via the study of an eleme...
For the stochastic partial differential equation $\frac{\partial u}{\partial t}=\mathcal L u +u\dot...
We obtain probability measures on the canonical space penalizing the Wiener measure by a function of...
AbstractQuasi-invariance under translation is established for the σ-finite measure unifying Brownian...
The difference equations ξk = af(ξk-1) + εk, where (εk) is a square integrable difference martingale...
In this paper, we study the one-dimensional transport process in the case of disbalance. In the hydr...
We consider the problem of approximation of value functions for controlled possibly degenerated diff...
AbstractGiven a smooth Rd-valued diffusion (Xtx,t∈[0,1]) starting at point x, we study how fast the ...
We determine the rate of decay of the expectation Z(t) of some multiplicative functional related to ...
AbstractOur setup is a classical stochastic averaging one studied by Has’minskiĭ, which is a two-dim...
Through chaos decomposition we improve the Varadhan estimate for the rate of convergence of the cen...
International audienceIn this communication, an overview on extreme quantiles estimation for Weibull...
We derive a Crooks-Jarzynski-type identity for computing free energy differences between metastable ...
AbstractA representation of the potential operator of an absorbing Lévy process in the half space (0...
This paper is a continuation of (Bernoulli 20 (2014) 2169-2216) where we prove a characterization of...
We give an interpretation of the bilateral exit problem for Lévy processes via the study of an eleme...
For the stochastic partial differential equation $\frac{\partial u}{\partial t}=\mathcal L u +u\dot...
We obtain probability measures on the canonical space penalizing the Wiener measure by a function of...
AbstractQuasi-invariance under translation is established for the σ-finite measure unifying Brownian...
The difference equations ξk = af(ξk-1) + εk, where (εk) is a square integrable difference martingale...
In this paper, we study the one-dimensional transport process in the case of disbalance. In the hydr...
We consider the problem of approximation of value functions for controlled possibly degenerated diff...
AbstractGiven a smooth Rd-valued diffusion (Xtx,t∈[0,1]) starting at point x, we study how fast the ...
We determine the rate of decay of the expectation Z(t) of some multiplicative functional related to ...
AbstractOur setup is a classical stochastic averaging one studied by Has’minskiĭ, which is a two-dim...
Through chaos decomposition we improve the Varadhan estimate for the rate of convergence of the cen...
International audienceIn this communication, an overview on extreme quantiles estimation for Weibull...
We derive a Crooks-Jarzynski-type identity for computing free energy differences between metastable ...
AbstractA representation of the potential operator of an absorbing Lévy process in the half space (0...
This paper is a continuation of (Bernoulli 20 (2014) 2169-2216) where we prove a characterization of...