Zobrazeno 1 - 10
of 83
pro vyhledávání: '"calcul de Malliavin"'
Autor:
Khabou, Mahmoud
Publikováno v:
Probabilités [math.PR]. Université Paul Sabatier-Toulouse III, 2022. Français. ⟨NNT : 2022TOU30196⟩
In this thesis we study Hawkes processes, which are a class of auto-regressive point processes that have applications in many fields such as neuroscience, insurance and social media. We focus on the approximation of these processes, either on the who
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______4074::58142c3e4b168b9525dc5867b1760148
https://theses.hal.science/tel-03979216/document
https://theses.hal.science/tel-03979216/document
Autor:
Besançon, Eustache
Publikováno v:
Probability [math.PR]. Institut Polytechnique de Paris, 2020. English. ⟨NNT : 2020IPPAT038⟩
In many fields of interest, Markov processes are a primary modelisation tool for random processes. Unfortunately it is often necessary to use very large or even infinite dimension state spaces, making the exact analysis of the various characteristics
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______2592::d14ecc6eecd8774599336bdadc1d9d5a
https://tel.archives-ouvertes.fr/tel-03128781/file/85232_BESANCON_2020_archivage.pdf
https://tel.archives-ouvertes.fr/tel-03128781/file/85232_BESANCON_2020_archivage.pdf
Autor:
Besançon, Eustache
Publikováno v:
Probability [math.PR]. Institut Polytechnique de Paris, 2020. English. ⟨NNT : 2020IPPAT038⟩
In many fields of interest, Markov processes are a primary modelisation tool for random processes. Unfortunately it is often necessary to use very large or even infinite dimension state spaces, making the exact analysis of the various characteristics
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::d14ecc6eecd8774599336bdadc1d9d5a
https://tel.archives-ouvertes.fr/tel-03128781/file/85232_BESANCON_2020_archivage.pdf
https://tel.archives-ouvertes.fr/tel-03128781/file/85232_BESANCON_2020_archivage.pdf
Autor:
Halconruy, Hélène
Publikováno v:
Probability [math.PR]. Institut Polytechnique de Paris, 2020. English. ⟨NNT : 2020IPPAT016⟩
Malliavin calculus was initially developed to provide an infinite-dimensional variational calculus on the Wiener space and further extended to other spaces. In this work, we develop such one in two discrete frameworks. First, we equip any countable p
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::5f32a5b0ed9ea897fe288a0f7f0ad49c
https://tel.archives-ouvertes.fr/tel-03099427
https://tel.archives-ouvertes.fr/tel-03099427
Autor:
Halconruy, Hélène
Publikováno v:
Probability [math.PR]. Institut Polytechnique de Paris, 2020. English. ⟨NNT : 2020IPPAT016⟩
Malliavin calculus was initially developed to provide an infinite-dimensional variational calculus on the Wiener space and further extended to other spaces. In this work, we develop such one in two discrete frameworks. First, we equip any countable p
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______2592::5f32a5b0ed9ea897fe288a0f7f0ad49c
https://tel.archives-ouvertes.fr/tel-03099427
https://tel.archives-ouvertes.fr/tel-03099427
Équations différentielles stochastiques rétrogrades dirigées par des processus de Volterra Gaussiens
Autor:
Knani, H
Publikováno v:
Mathematics [math]. Université de Lorraine; Université du Centre (Sousse, Tunisie), 2020. English. ⟨NNT : 2020LORR0014⟩
This thesis treats of backward stochastic differential equations (BSDE) driven by a class of Gaussian Volterra processes that includes multifractional Brownian motion and multifractional Ornstein-Uhlenbeck processes. In the first part we study multid
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______2592::908a64c3bbfa49d7bbaf4f525cd6b6f7
https://hal.univ-lorraine.fr/tel-02863666/document
https://hal.univ-lorraine.fr/tel-02863666/document
Autor:
Knani, H
Publikováno v:
Mathematics [math]. Université de Lorraine; Université du Centre (Sousse, Tunisie), 2020. English. ⟨NNT : 2020LORR0014⟩
This thesis treats of backward stochastic differential equations (BSDE) driven by a class of Gaussian Volterra processes that includes multifractional Brownian motion and multifractional Ornstein-Uhlenbeck processes. In the first part we study multid
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::908a64c3bbfa49d7bbaf4f525cd6b6f7
https://hal.univ-lorraine.fr/tel-02863666/document
https://hal.univ-lorraine.fr/tel-02863666/document
Autor:
Nguyen, Thi Thu Huong
Dans cette thèse, on considère une équation différentielle stochastique gouvernée par un processus de Lévy de saut pur dont l’indice d’activité des sauts α ∈ (0, 2) et on observe des données haute fréquence de ce processus su
Externí odkaz:
http://www.theses.fr/2018PESC1124/document
Autor:
Furlan, Marco
Le projet de thèse comporte différentes directions possibles: a) Améliorer la compréhension des relations entre la théorie des structures de régularité développée par M. Hairer et la méthode des Distributions Paracontrolées développée pa
Externí odkaz:
http://www.theses.fr/2018PSLED008/document
Autor:
Furlan, Marco
Publikováno v:
General Mathematics [math.GM]. Université Paris sciences et lettres, 2018. English. ⟨NNT : 2018PSLED008⟩
The thesis project has various possible directions: a) Improve the understanding of the relations between the theory of Regularity Structures developed by M.Hairer and the method of Paracontrolled Distributions developed by Gubinelli, Imkeller and Pe
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______212::303df1a53fa25f4bf54734a682c12484
https://tel.archives-ouvertes.fr/tel-01864398
https://tel.archives-ouvertes.fr/tel-01864398