Skip to Main content Skip to Navigation

Home

Last submissions

Chargement de la page

International collaborations

 

 

Keywords

Discrete operators Pseudo-Brownian motion Indifference pricing Granular media equation Percolation Brownian bridge Risk theory Algebra Lie Hydrodynamic limit Parameters estimation Differential topology Piecewise-deterministic Markov processes Quantum walks Gauge field theory Precipitation data Optimal control Interacting particle systems Mean-field systems Integrated empirical process Spectral theory Entropy Map Branching random walk Commutator methods Change-point Extremal quantile Random walk in random scenery Markov chain Quantum field theory Martingale McKean-Vlasov diffusion Extreme events Invariance gauge Local set Hierarchical models Magnetic field Index theorem Astrophysics - Solar and Stellar Astrophysics Constructive field theory Quantile regression Self-stabilizing diffusion Bias correction Goodness-of-fit Mean field games Quantile estimation Clusters open Random walk Killing Invariant measure Nonlinear diffusions Extended Kalman-Bucy filter Maximin Asymptotic behaviour Gaussian field Checkerboard copulas K-theory Local time Positional data Elliptical distribution Gaussian free field Lie algebroids Rates of convergence Renormalisation Proper motions Techniques radial velocities Partial duality Density estimation Max-stable processes Coherence properties Optimal capital allocation Multivariate risk indicators Copulas Expectile regression Ornstein-Uhlenbeck process Kiefer process Elliptical distributions Central limit theorem Gene network inference Generating function Random walk in random environment Exit-time Renormalization Multivariate expectiles Wave operators Kriging Scattering theory Large deviations Extreme value theory Capital allocation Hypothesis testing Kinetically constrained models Spatial prediction Dependence modeling Random tensors Computer experiments Fredholm Propagation of chaos B\ottcher case First exit time Resolvent expansions

Submissions evolution