EDSR, convergence en loi et homogénéisation d'EDP paraboliques semi-linéaires
Empirical estimates in stochastic optimization via distribution tails
“Classical” optimization problems depending on a probability measure belong mostly to nonlinear deterministic optimization problems that are, from the numerical point of view, relatively complicated. On the other hand, these problems fulfil very often assumptions giving a possibility to replace the “underlying” probability measure by an empirical one to obtain “good” empirical estimates of the optimal value and the optimal solution. Convergence rate of these estimates have been studied mostly for...
Ergodicity of a certain class of non Feller models : applications to and Markov switching models
We provide an extension of topological methods applied to a certain class of Non Feller Models which we call Quasi-Feller. We give conditions to ensure the existence of a stationary distribution. Finally, we strengthen the conditions to obtain a positive Harris recurrence, which in turn implies the existence of a strong law of large numbers.
Ergodicity of a certain class of Non Feller Models: Applications to ARCH and Markov switching models
We provide an extension of topological methods applied to a certain class of Non Feller Models which we call Quasi-Feller. We give conditions to ensure the existence of a stationary distribution. Finally, we strengthen the conditions to obtain a positive Harris recurrence, which in turn implies the existence of a strong law of large numbers.
Erneuerungsprozesse.
Espaces -lisses et -convexes. Inégalités de Burkholder
Espaces -lisses. Réarrangements
Estimates of Hellinger integrals of infinitely divisible distributions
Euclidean distances on signed measures and application to Berry-Esséen theorems. (Distances euclidiennes sur les mesures signées et application à des théorèmes de Berry-Esséen.)
Examples of convergence and non-convergence of Markov chains conditioned not to die.