Gloter, Arnaud
VIAF ID: 313244579 ( Personal )
Permalink: http://viaf.org/viaf/313244579
Preferred Forms
- 100 1 _ ‡a Gloter, Arnaud
Works
Title | Sources |
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Bias correction for drift and volatility estimation of jump diffusion processes and non - parametric adaptive estimation of the invariant measure | |
Estimation des paramètres d'une diffusion cachée : intégrales de processus de diffusion et modèles à volatilité stochastique | |
Étude et modélisation des équations différentielles stochastiques | |
High weak order discretization schemes for stochastic differential equation. | |
LAMN property for integrated diffusions | |
Non-asymptotic estimates of invariant measures and regularisation by a degenerate noise for a chain of ordinary differential equations. | |
Statistical and numerical analysis of jump and diffusion models in biology. |