Add to ORKGIn this article, we apply the parametrix method in order to obtain the existence and the regularity properties of the density of a skew diffusion and provide a Gaussian upper bound. This expansion leads to a probabilistic representation
We introduce a treatment of parametric estimation in which optimality of an estimator is measured in...
We extend the classic parametrix method in the context of evolution SPDEs. Our method is based on ...
Stochastic models in population genetics leading to diffusion equations are considered. When th...
In this manuscript, we consider stochastic expressions of the parametrix method for solutions of d-d...
International audienceIn this article, we introduce the parametrix method for constructions of funda...
International audienceIn this article, we revisit in a didactic manner the forward and backward appr...
A new analytical approximation tool, derived from the classical PDE theory, is introduced in order t...
The study of skew diffusion is of primary concern for their implication in the mod-eling and simulat...
Using a parametrix method, localization procedure and probabilistic arguments we construct the trans...
We introduce a calculational tool useful in computing ratios and products of characteristic polynomi...
International audienceWe present a new Monte Carlo algorithm to simulate diffusion processes in pres...
The univariate and multivariate skew-normal distributions have a number of intriguing properties. It...
In order to solve with a Monte Carlo method a parabolic (or elliptic) PDE with a transmission condit...
open2noThis was supported by the Gruppo Nazionale per l'Analisi Matematica, la Probabilita e le loro...
The objective of this work was to implement and evaluate a method for generating skewed random numbe...
We introduce a treatment of parametric estimation in which optimality of an estimator is measured in...
We extend the classic parametrix method in the context of evolution SPDEs. Our method is based on ...
Stochastic models in population genetics leading to diffusion equations are considered. When th...
In this manuscript, we consider stochastic expressions of the parametrix method for solutions of d-d...
International audienceIn this article, we introduce the parametrix method for constructions of funda...
International audienceIn this article, we revisit in a didactic manner the forward and backward appr...
A new analytical approximation tool, derived from the classical PDE theory, is introduced in order t...
The study of skew diffusion is of primary concern for their implication in the mod-eling and simulat...
Using a parametrix method, localization procedure and probabilistic arguments we construct the trans...
We introduce a calculational tool useful in computing ratios and products of characteristic polynomi...
International audienceWe present a new Monte Carlo algorithm to simulate diffusion processes in pres...
The univariate and multivariate skew-normal distributions have a number of intriguing properties. It...
In order to solve with a Monte Carlo method a parabolic (or elliptic) PDE with a transmission condit...
open2noThis was supported by the Gruppo Nazionale per l'Analisi Matematica, la Probabilita e le loro...
The objective of this work was to implement and evaluate a method for generating skewed random numbe...
We introduce a treatment of parametric estimation in which optimality of an estimator is measured in...
We extend the classic parametrix method in the context of evolution SPDEs. Our method is based on ...
Stochastic models in population genetics leading to diffusion equations are considered. When th...