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Goncalves B, Huillet T, Löcherbach E. On population growth with catastrophes. STOCH MODELS 2022. [DOI: 10.1080/15326349.2021.2020660] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Submit a Manuscript] [Subscribe] [Scholar Register] [Indexed: 10/19/2022]
Affiliation(s)
- Branda Goncalves
- Laboratoire de Physique Théorique et Modélisation, CY Cergy Paris Université, Cergy-Pontoise, France
| | - Thierry Huillet
- Laboratoire de Physique Théorique et Modélisation, CY Cergy Paris Université, Cergy-Pontoise, France
| | - Eva Löcherbach
- SAMM, Statistique, Analyse et Modélisation Multidisciplinaire, Université Paris, Paris, France
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Bally V, Caramellino L. Convergence and regularity of probability laws by using an interpolation method. ANN PROBAB 2017. [DOI: 10.1214/15-aop1082] [Citation(s) in RCA: 16] [Impact Index Per Article: 2.3] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
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Kontoyiannis I, Meyn SP. On the $f$-norm ergodicity of Markov processes in continuous time. ELECTRONIC COMMUNICATIONS IN PROBABILITY 2016. [DOI: 10.1214/16-ecp4737] [Citation(s) in RCA: 3] [Impact Index Per Article: 0.4] [Reference Citation Analysis] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
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Löcherbach E, Loukianova D. Polynomial deviation bounds for recurrent Harris processes having general state space. ESAIM-PROBAB STAT 2013. [DOI: 10.1051/ps/2011156] [Citation(s) in RCA: 3] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/14/2022]
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Löcherbach E, Loukianova D, Loukianov O. Penalized nonparametric drift estimation for a continuously observed one-dimensional diffusion process. ESAIM-PROBAB STAT 2011. [DOI: 10.1051/ps/2009016] [Citation(s) in RCA: 4] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/14/2022]
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Deviation Inequalities for Centered Additive Functionals of Recurrent Harris Processes Having General State Space. J THEOR PROBAB 2010. [DOI: 10.1007/s10959-010-0310-y] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/19/2022]
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