Add to ORKGInternational audienceThe main result of this paper is a limit theorem which shows the convergence in law, on a Hölderian space, of filtered Poisson processes (a class of processes which contains shot noise process) to filtered Brownian motion (a class of processes which contains fractional Brownian motion) when the intensity of the underlying Poisson process is increasing. We apply the theory of convergence of Hilbert space valued semi-martingales and use some result of radonification
We construct a family of processes, from a renewal process, that have realizations that converge alm...
The purpose of this course was to present results on weak convergence and invariance principle with ...
International audienceThe present paper continues the study of infinite dimensional calculus via reg...
International audienceThe main result of this paper is a limit theorem which shows the convergence i...
AbstractIn Jacod (1989) we have introduced the family of Hellinger processes associated with a filte...
We prove a functional limit theorem for vector-valued functionals of the fractional Ornstein-Uhlenbe...
AbstractThis paper is concerned with the asymptotic behaviour of a system of particles with moderate...
AbstractWe consider Poisson shot noise processes that are appropriate to model stock prices and prov...
International audienceLet $B^{H,K}=\left (B^{H,K}_{t}, t\geq 0\right )$ be a bifractional Brownian m...
AbstractAs a model for a diffusion-limited chemical reaction, we consider a large number N of sphere...
AbstractIn this note, a diffusion approximation result is shown for stochastic differential equation...
This is the published version, also available here: http://dx.doi.org/10.1137/08071764X.The solution...
Abstract. Our objective is to study a nonlinear filtering problem for the observation process pertur...
We consider a class of stochastic fractional equations driven by fractional noise on t,x∈0,T×0,1 ∂u...
This article proposes a global, chaos-based procedure for the discretization of functionals of Brown...
We construct a family of processes, from a renewal process, that have realizations that converge alm...
The purpose of this course was to present results on weak convergence and invariance principle with ...
International audienceThe present paper continues the study of infinite dimensional calculus via reg...
International audienceThe main result of this paper is a limit theorem which shows the convergence i...
AbstractIn Jacod (1989) we have introduced the family of Hellinger processes associated with a filte...
We prove a functional limit theorem for vector-valued functionals of the fractional Ornstein-Uhlenbe...
AbstractThis paper is concerned with the asymptotic behaviour of a system of particles with moderate...
AbstractWe consider Poisson shot noise processes that are appropriate to model stock prices and prov...
International audienceLet $B^{H,K}=\left (B^{H,K}_{t}, t\geq 0\right )$ be a bifractional Brownian m...
AbstractAs a model for a diffusion-limited chemical reaction, we consider a large number N of sphere...
AbstractIn this note, a diffusion approximation result is shown for stochastic differential equation...
This is the published version, also available here: http://dx.doi.org/10.1137/08071764X.The solution...
Abstract. Our objective is to study a nonlinear filtering problem for the observation process pertur...
We consider a class of stochastic fractional equations driven by fractional noise on t,x∈0,T×0,1 ∂u...
This article proposes a global, chaos-based procedure for the discretization of functionals of Brown...
We construct a family of processes, from a renewal process, that have realizations that converge alm...
The purpose of this course was to present results on weak convergence and invariance principle with ...
International audienceThe present paper continues the study of infinite dimensional calculus via reg...