Research
20/08/2020
Publications:
- Adaptive estimation of the stationary density of a stochastic differential equation driven by a fractional Brownian motion. With K.Bertin, N.Klutchnikoff and F.Panloup. SISP 23, pages 271–300 (2020). [Hal]
- A general drift estimation procedure for stochastic differential equations with additive fractional noise. With F.Panloup and S.Tindel. EJS 2020, Vol. 14, No. 1, 1075-1136. [Hal]
- Concentration inequalities for stochastic differential equations with additive fractional noise. EJP 2019, Vol. 24, paper no. 124, 1-22. [Hal]
- Rate of convergence to equilibrium for discrete-time stochastic dynamics with memory. Bernoulli. Volume 25, Number 4B (2019), 3234-3275. [Hal]
PhD Thesis (2019): Ergodicity of fractional Stochastic Differential Equations and related problems. [manuscript]
- Advisors : Laure Coutin and Fabien Panloup
- Jury : Patrick Cattiaux, Laure Coutin, Arnaud Guillin (referee), Eulalia Nualart, Fabien Panloup, Sebastian Riedel (referee).
Events:
- Conférence Long-Time Behaviour and Statistical Inference for Stochastic Processes: from Markovian to Long-Memory Dynamics, Gif-sur-Yvette, November 20-21, 2019
- Workshop « Doctorantes en Probabilités« , Montpellier, March 14-15, 2019
- Journées MAS 2018, Dijon, August 29-31, 2018
- Colloque des jeunes probabilistes et statisticiens 2018, Ile d’Oléron, May 14-18, 2018
- Journées de Probabilités 2017, Aussois, June 19-23, 2017
- Congrès de clotûre du projet ANR STAB, Toulouse, June 6-9, 2017
Talks:
- Probability seminar at IECL, Nancy, April 2020 (slides : nancy_seminar)
- Conférence Long-Time Behaviour and Statistical Inference for Stochastic Processes: from Markovian to Long-Memory Dynamics, Gif-sur-Yvette, November 20-21, 2019 (slides: parameter_estim_sde)
- Probability seminar at Rényi Institute of Mathematics, Budapest, June 2019 (slides: budapest_seminar)
- Probability seminar at IMT, Toulouse, April 2019 (slides: probability_seminar_imt)
- Workshop « Doctorantes en Probabilités », Montpellier, March 14-15, 2019
- Journées MAS 2018, Dijon, August 29-31, 2018 (slides: journees_MAS_2018)
- Colloque des jeunes probabilistes et statisticiens 2018, Ile d’Oléron, May 2018 (slides: jps2018)
- Probability Seminar at University of Cincinnati, USA, October 2017
- Probability Seminar at Purdue University, West Lafayette, USA, September 2017
- Journées de Probabilités 2017, Aussois, June 2017 (slides: jp2017)
- PhD students Seminar, Toulouse, November 2016