Zobrazeno 1 - 10
of 168
pro vyhledávání: '"Richard, Alexandre"'
We study the numerical approximation of the stochastic heat equation with a distributional reaction term. Under a condition on the Besov regularity of the reaction term, it was proven recently that a strong solution exists and is unique in the pathwi
Externí odkaz:
http://arxiv.org/abs/2405.08201
La technologie RFID pour évaluer le franchissement piscicole d’une buse aménagée de grande dimension
Publikováno v:
Sciences, Eaux & Territoires, Vol 2020, Pp 1-7 (2020)
Les nombreux ouvrages et infrastructures installés sur les cours d’eau représentent des obstacles à la libre-circulation des poissons et perturbent leur cycle de vie. Aussi la mise en place de dispositifs de franchissement piscicole fonctionnels
Externí odkaz:
https://doaj.org/article/7e55dcbbea2e4c098438d1bb18670316
Autor:
Haress, El Mehdi, Richard, Alexandre
We investigate the problem of joint statistical estimation of several parameters for a stochastic differential equation driven by an additive fractional Brownian motion. Based on discrete-time observations of the model, we construct an estimator of t
Externí odkaz:
http://arxiv.org/abs/2306.16272
We study the well-posedness and numerical approximation of multidimensional stochastic differential equations (SDEs) with distributional drift, driven by a fractional Brownian motion. First, we prove weak existence for such SDEs. This holds under a c
Externí odkaz:
http://arxiv.org/abs/2302.11455
Autor:
Haress, El Mehdi, Richard, Alexandre
The fractional Brownian motion can be considered as a Gaussian field indexed by $(t,H)\in { \mathbb{R}_{+} \times (0,1)}$, where $H$ is the Hurst parameter. On compact time intervals, it is known to be almost surely jointly H\"older continuous in tim
Externí odkaz:
http://arxiv.org/abs/2206.06648
We study existence and uniqueness of solutions to the equation $dX_t=b(X_t)dt + dB_t$, where $b$ is a distribution in some Besov space and $B$ is a fractional Brownian motion with Hurst parameter $H\leqslant 1/2$. First, the equation is understood as
Externí odkaz:
http://arxiv.org/abs/2112.05685
Autor:
Podvin, Constance, Saab, Marc, Chantelot, Christophe, Rochwerger, Richard Alexandre, Chataigneau, Anaïs, Roussignol, Xavier, Pidhorz, Laurent
Publikováno v:
In Injury June 2024 55 Supplement 1
We study Euler-type discrete-time schemes for the rough Heston model, which can be described by a stochastic Volterra equation (with non-Lipschtiz coefficient functions), or by an equivalent integrated variance formulation. Using weak convergence tec
Externí odkaz:
http://arxiv.org/abs/2107.07835
In this work, we study the convergence of the empirical measure of moderately interacting particle systems with singular interaction kernels. First, we prove quantitative convergence of the time marginals of the empirical measure of particle position
Externí odkaz:
http://arxiv.org/abs/2011.00537
In this work we obtain rates of convergence for two moderately interacting stochastic particle systems with singular kernels associated to the viscous Burgers and Keller-Segel equations. The main novelty of this work is to consider a non-locally inte
Externí odkaz:
http://arxiv.org/abs/2004.03177