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Keywords

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

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