Euler scheme for SDEs with non-Lipschitz diffusion coefficient : strong convergence
Deviation bounds for additive functionals of Markov processes
Estimation of anisotropic gaussian fields through Radon transform
Concentration inequalities for semi-bounded martingales
Asymptotic behavior of the hitting time, overshoot and undershoot for some Lévy processes
Separation principle in the fractional gaussian linear-quadratic regulator problem with partial observation
Distortion mismatch in the quantization of probability measures
Dependent Lindeberg central limit theorem and some applications
Random thresholds for linear model selection
Parametric inference for mixed models defined by stochastic differential equations
Exponential inequalities for VLMC empirical trees
Analysis of the Rosenblatt process
Functional inequalities and uniqueness of the Gibbs measure - from log-Sobolev to Poincaré
Multidimensional limit theorems for smoothed extreme value estimates of point processes boundaries
On EM algorithms and their proximal generalizations
Minimax and Bayes estimation in deconvolution problem
Large population limit and time behaviour of a stochastic particle model describing an age-structured population
Stochastic differential equations driven by processes generated by divergence form operators II : convergence results
Metastable behaviour of small noise Lévy-driven diffusions
Density estimation with quadratic loss : a confidence intervals method
Théorèmes limites avec poids pour les martingales vectorielles à temps continu
Logarithmic Sobolev inequalities for inhomogeneous Markov semigroups