Recherche
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A backward Itô–Ventzell formula with an application to stochastic interpolation
(Comptes Rendus. Mathématique. vol. 358, n° 7, pp. 881-886, 2020)Article de revue -
Spectral Properties of 2D Pauli Operators with Almost-Periodic Electromagnetic Fields
(Publications of the Research Institute for Mathematical Sciences. vol. 55, n° 3, pp. 453-487, 2019)Article de revue -
Sharp large deviations for the fractional Ornstein - Uhlenbeck process
(Teoriya Veroyatnostei i ee Primeneniya. vol. 55, n° 4, pp. 732-771, 2010)Article de revue -
On the asymptotic behavior of the Durbin-Watson statistic for ARX processes in adaptive tracking
(International Journal of Adaptive Control and Signal Processing. vol. 27, pp. 1-25, 2013)Article de revue -
Almost sure central limit theorems on the Wiener space
(Stochastic Processes and their Applications. vol. 120, n° 9, pp. 1607-1628, 2010)Article de revue -
On Ornstein-Uhlenbeck driven by Ornstein-Uhlenbeck processes
(Statistics and Probability Letters. vol. 85, pp. 36-44, 2014)Article de revue -
An Efficient Stochastic Newton Algorithm for Parameter Estimation in Logistic Regressions
(SIAM Journal on Control and Optimization. vol. 58, n° 1, pp. 348-367, 2020-01)Article de revue -
A Durbin–Watson serial correlation test for ARX processes via excited adaptive tracking
(International Journal of Control. vol. 88, n° 12, pp. 2611-2618, 2015-07-30)Article de revue -
A martingale approach for the elephant random walk
(Journal of Physics A: Mathematical and Theoretical. vol. 51, n° 1, pp. 015201, 2018-01-05)Article de revue