Reduction for Michaelis-Menten-Henri kinetics in the presence of diffusion.
Refined wing asymptotics for the Merton and Kou jump diffusion models
Refining previously known estimates, we give large-strike asymptotics for the implied volatility of Merton's and Kou's jump diffusion models. They are deduced from call price approximations by transfer results of Gao and Lee. For the Merton model, we also analyse the density of the underlying and show that it features an interesting "almost power law" tail.
Regularization and asymptotic expansion of certain distributions defined by divergent series.
Remarques sur les développements asymptotiques
Résurgence quantique
S-asymptotic expansion of distribution.
Self-stabilizing processes: uniqueness problem for stationary measures and convergence rate in the small-noise limit
In the context of self-stabilizing processes, that is processes attracted by their own law, living in a potential landscape, we investigate different properties of the invariant measures. The interaction between the process and its law leads to nonlinear stochastic differential equations. In [S. Herrmann and J. Tugaut. Electron. J. Probab. 15 (2010) 2087–2116], the authors proved that, for linear interaction and under suitable conditions, there exists a unique symmetric limit measure associated...
Self-stabilizing processes: uniqueness problem for stationary measures and convergence rate in the small-noise limit
In the context of self-stabilizing processes, that is processes attracted by their own law, living in a potential landscape, we investigate different properties of the invariant measures. The interaction between the process and its law leads to nonlinear stochastic differential equations. In [S. Herrmann and J. Tugaut. Electron. J. Probab. 15 (2010) 2087–2116], the authors proved that, for linear interaction and under suitable conditions, there...
Semiclassical analysis and a new result for Poisson-Lev́y excursion measures.
Semiclassical asymptotics of orthogonal polynomials, Riemann-Hilbert problem, and universality in the matrix model.
Semiclassical quantization of circular billiard in homogeneous magnetic field: Berry-Tabor approach.
Simultaneous approximation by a class of Bernstein-Durrmeyer operators preserving linear functions
We introduce and study a one-parameter class of positive linear operators constituting a link between the well-known operators of S. N. Bernstein and their genuine Bernstein-Durrmeyer variants. Several limiting cases are considered including one relating our operators to mappings investigated earlier by Mache and Zhou. A recursion formula for the moments is proved and estimates for simultaneous approximation of derivatives are given.
Simultaneous approximation by a class of linear positive operators.
Some properties of asymptotic functions
Structural Theorems for Quasiasymptotics of Distributions at Infinity
The asymptotic behaviour of certain entire functions of order zero.
The Lebesgue constant for Lagrange interpolation on equidistant nodes.
The operator remainder in the Euler-Maclaurin formula.
The prime number theorem for Beurling's generalized numbers. New cases
The response of skin friction, wall heat transfer and pressure drop to wall waviness in the presence of buoyancy.