Research

20/08/2020

Publications:

  • Adaptive estimation of the stationary density of a stochastic differential equation driven by a fractional Brownian motion. With K.BertinN.Klutchnikoff and F.Panloup. SISP 23pages 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:


Talks:

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