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Keywords

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

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