Dans cette thèse, nous nous intéressons à trois problèmes en lien avec l'ergodicité de dynamiques aléa-toires à mémoire (discrètes ou continues) et tout particulièrement des Équations Différentielles Stochas-tiques (EDS) dirigées par un mouvement brownien fractionnaire. Le premier chapitre porte sur l'étude du comportement en temps long pour une classe générale de dynamiques aléatoires discrètes dirigées par un processus gaussien stationnaire ergodique. En s'inspirant des travaux de Hairer (2005), Fontbona-Panloup (2017), Deya-Panloup-Tindel (2019) sur l'ergodicité des EDS fractionnaires, nous construisons une structure markovienne au-dessus de la dynamique considérée, nous démontrons l'existence et l'unicité d'une mesure invariante puis no...
We investigate the problem of the rate of convergence to equilibrium for ergodic stochastic differen...
In this paper we consider the drift estimation problem for a general differential equation driven by...
We demonstrate that stochastic differential equations (SDEs) driven by fractional Brownian motion w...
In this thesis, we focus on three problems related to the ergodicity of stochastic dynamics with mem...
In this thesis, we focus on three problems related to the ergodicity of stochastic dynamics with mem...
In this thesis, we focus on three problems related to the ergodicity of stochastic dynamics with mem...
We demonstrate that stochastic differential equations (SDEs) driven by fractional Brownian motion wi...
International audienceIn a previous paper, we studied the ergodic properties of an Euler scheme of a...
We study the ergodic properties of finite-dimensional systems of SDEs driven by non-degenerate addit...
International audienceIn a previous paper, we studied the ergodic properties of an Euler scheme of a...
This thesis deals with results in stochastic analysis and statistics. On the one hand, it presents s...
International audienceThe main objective of the paper is to study the long-time behavior of general ...
International audienceThe main objective of the paper is to study the long-time behavior of general ...
Cette thèse est consacrée à l'étude de certaines classes d'équations aux dérivées partielles stocha...
We study the ergodic properties of finite-dimensional systems of SDEs driven by nondegenerate additi...
We investigate the problem of the rate of convergence to equilibrium for ergodic stochastic differen...
In this paper we consider the drift estimation problem for a general differential equation driven by...
We demonstrate that stochastic differential equations (SDEs) driven by fractional Brownian motion w...
In this thesis, we focus on three problems related to the ergodicity of stochastic dynamics with mem...
In this thesis, we focus on three problems related to the ergodicity of stochastic dynamics with mem...
In this thesis, we focus on three problems related to the ergodicity of stochastic dynamics with mem...
We demonstrate that stochastic differential equations (SDEs) driven by fractional Brownian motion wi...
International audienceIn a previous paper, we studied the ergodic properties of an Euler scheme of a...
We study the ergodic properties of finite-dimensional systems of SDEs driven by non-degenerate addit...
International audienceIn a previous paper, we studied the ergodic properties of an Euler scheme of a...
This thesis deals with results in stochastic analysis and statistics. On the one hand, it presents s...
International audienceThe main objective of the paper is to study the long-time behavior of general ...
International audienceThe main objective of the paper is to study the long-time behavior of general ...
Cette thèse est consacrée à l'étude de certaines classes d'équations aux dérivées partielles stocha...
We study the ergodic properties of finite-dimensional systems of SDEs driven by nondegenerate additi...
We investigate the problem of the rate of convergence to equilibrium for ergodic stochastic differen...
In this paper we consider the drift estimation problem for a general differential equation driven by...
We demonstrate that stochastic differential equations (SDEs) driven by fractional Brownian motion w...