Výsledky vyhledávání - "Ravaille, Romain"

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Large Deviations and Exit-times for reflected McKean-Vlasov equations with self-stabilizing terms and superlinear drifts

Autor: Adams, Daniel, Reis, Gonçalo dos, Ravaille, Romain, Salkeld, William, Tugaut, Julian

We study a class of reflected McKean-Vlasov diffusions over a convex domain with self-stabilizing coefficients. This includes coefficients that do not satisfy the classical Wasserstein Lipschitz condition. Further, the process is constrained to a (no

Externí odkaz: http://arxiv.org/abs/2005.10057

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Akademický článek

Large Deviations and Exit-times for reflected McKean–Vlasov equations with self-stabilising terms and superlinear drifts

Autor: Adams, Daniel, dos Reis, Gonçalo, Ravaille, Romain, Salkeld, William, Tugaut, Julian

Publikováno v: In Stochastic Processes and their Applications April 2022 146:264-310

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Extraction d'un noyau non stationnaire de processus gaussien à l'aide des ondelettes

Autor: Ravaille, Romain, Alata, Olivier, Emonet, Rémi

Publikováno v: GRETSI 2019
GRETSI 2019, Aug 2019, Lille, France

International audience; In [1] Durrande et al. separate a classical gaussian process kernel (a Matern) into two sub kernels : one containing a random periodic component and the other being a residual kernel. This decomposition was inspired by Fourier

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::7f2efb5505fa0260757cfa905261dce4
https://hal.archives-ouvertes.fr/hal-02308042/file/ravaille618.pdf

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