Zobrazeno 1 - 10
of 61
pro vyhledávání: '"Gradinaru, Mihai"'
It is known that a properly rescaled version of Sinai's random walk converges in distribution to Brox's diffusion. In this article we quantify this convergence by considering a specific coupling between Sinai's walk and Brox's diffusion. Our method r
Externí odkaz:
http://arxiv.org/abs/2410.17776
Autor:
Gradinaru, Mihai, Luirard, Emeline
We study a one-dimensional kinetic stochastic model driven by a L{\'e}vy process with a non-linear time-inhomogeneous drift. More precisely, the process $(V,X)$ is considered, where $X$ is the position of the particle and its velocity $V$ is the solu
Externí odkaz:
http://arxiv.org/abs/2112.07287
Autor:
Gradinaru, Mihai, Luirard, Emeline
We study a kinetic stochastic model with a non-linear time-inhomogeneous drag force and a Brownian-type random force. More precisely, the Kolmogorov type diffusion $(V,X)$ is considered: here $X$ is the position of the particle and $V$ is its velocit
Externí odkaz:
http://arxiv.org/abs/2004.11576
Autor:
Gradinaru, Mihai1 mihai.gradinaru@univ-rennes.fr, Luirard, Emeline1 emeline.luirard@ens-rennes.fr
Publikováno v:
ALEA. Latin American Journal of Probability & Mathematical Statistics. 2024, Vol. 21 Issue 1, p815-835. 21p.
Autor:
Gradinaru, Mihai, Haugomat, Tristan
We characterise the convergence of a certain class of discrete time Markov processes toward locally Feller processes in terms of convergence of associated operators. The theory of locally Feller processes is applied to L\'evy-type processes in order
Externí odkaz:
http://arxiv.org/abs/1707.02889
Autor:
Gradinaru, Mihai, Haugomat, Tristan
This paper is devoted to the study of a certain type of martingale problems associated to general operators corresponding to processes which have finite lifetime. We analyse several properties and in particular the weak convergence of sequences of so
Externí odkaz:
http://arxiv.org/abs/1706.04880
Autor:
Gradinaru, Mihai, Haugomat, Tristan
We modify the global Skorokhod topology, on the space of cadlag paths, by localising with respect to space variable, in order to include the eventual explosions. The tightness of families of probability measures on the paths space endowed with this l
Externí odkaz:
http://arxiv.org/abs/1706.03669
Autor:
Gradinaru, Mihai, Haugomat, Tristan
Publikováno v:
In Stochastic Processes and their Applications March 2021 133:129-165
Autor:
Gradinaru, Mihai
Ce document contient la synthèse des travaux de recherche effectués entre 1996 et 2005, après la thèse de doctorat de l'auteur, et concerne l'étude fine de certains processus stochastiques : mouvement brownien linéaire ou plan, processus de dif
Externí odkaz:
http://tel.archives-ouvertes.fr/tel-00011826
http://tel.archives-ouvertes.fr/docs/00/06/09/70/PDF/habilitation-gradinaru.pdf
http://tel.archives-ouvertes.fr/docs/00/06/09/70/PDF/habilitation-gradinaru.pdf
Autor:
Gradinaru, Mihai1 (AUTHOR) emeline.luirard@orange.fr, Luirard, Emeline1 (AUTHOR) emeline.luirard@orange.fr
Publikováno v:
ESAIM: Probability & Statistics. 2023, Vol. 27, p1-18. 18p.