O, Hun; Kim, Mun-Chol; Kim, Kon-Gun Wellposedness of second order reflected BSDEs: a new formulation. (English) Zbl 07806691 ESAIM, Probab. Stat. 28, 1-21 (2024). MSC: 60H10 60H30 PDFBibTeX XMLCite \textit{H. O} et al., ESAIM, Probab. Stat. 28, 1--21 (2024; Zbl 07806691) Full Text: DOI
Chen, Junchao; Frikha, Noufel; Li, Houzhi Probabilistic representation of integration by parts formulae for some stochastic volatility models with unbounded drift. (English) Zbl 1492.60200 ESAIM, Probab. Stat. 26, 304-351 (2022). MSC: 60H20 60H07 60H30 65C05 65C30 PDFBibTeX XMLCite \textit{J. Chen} et al., ESAIM, Probab. Stat. 26, 304--351 (2022; Zbl 1492.60200) Full Text: DOI arXiv
Boivin, Daniel; Lê, Thi Thu Hien Large deviations for Brownian motion in a random potential. (English) Zbl 1455.82007 ESAIM, Probab. Stat. 24, 374-398 (2020). Reviewer: Utkir A. Rozikov (Tashkent) MSC: 82B41 60K37 60F10 PDFBibTeX XMLCite \textit{D. Boivin} and \textit{T. T. H. Lê}, ESAIM, Probab. Stat. 24, 374--398 (2020; Zbl 1455.82007) Full Text: DOI
Kwon, Younghak; Menz, Georg Uniform LSI for the canonical ensemble on the 1D-lattice with strong, finite-range interaction. (English) Zbl 1453.82012 ESAIM, Probab. Stat. 24, 341-373 (2020). Reviewer: Hasan Akin (Gaziantep) MSC: 82B20 26D10 82B05 60K35 82C22 PDFBibTeX XMLCite \textit{Y. Kwon} and \textit{G. Menz}, ESAIM, Probab. Stat. 24, 341--373 (2020; Zbl 1453.82012) Full Text: DOI arXiv
Baldi, Paolo Tightness and exponential tightness of Gaussian probabilities. (English) Zbl 1434.60082 ESAIM, Probab. Stat. 24, 113-126 (2020). MSC: 60F10 60B12 PDFBibTeX XMLCite \textit{P. Baldi}, ESAIM, Probab. Stat. 24, 113--126 (2020; Zbl 1434.60082) Full Text: DOI arXiv
Kohatsu-Higa, Arturo; Yûki, Gô Stochastic formulations of the parametrix method. (English) Zbl 1403.60047 ESAIM, Probab. Stat. 22, 178-209 (2018). MSC: 60H10 60J60 PDFBibTeX XMLCite \textit{A. Kohatsu-Higa} and \textit{G. Yûki}, ESAIM, Probab. Stat. 22, 178--209 (2018; Zbl 1403.60047) Full Text: DOI
Adamczak, Radosław; Bednorz, Witold; Wolff, Paweł Moment estimates implied by modified log-Sobolev inequalities. (English) Zbl 1393.60024 ESAIM, Probab. Stat. 21, 467-494 (2017). MSC: 60E15 26D10 PDFBibTeX XMLCite \textit{R. Adamczak} et al., ESAIM, Probab. Stat. 21, 467--494 (2017; Zbl 1393.60024) Full Text: DOI arXiv
Chen, Jinwen; Jian, Siqi Quasi-ergodicity for absorbing Markov processes. (English) Zbl 1393.60086 ESAIM, Probab. Stat. 21, 159-167 (2017). MSC: 60J65 60F99 28D05 PDFBibTeX XMLCite \textit{J. Chen} and \textit{S. Jian}, ESAIM, Probab. Stat. 21, 159--167 (2017; Zbl 1393.60086) Full Text: DOI
Konakov, Valentin; Kozhina, Anna; Menozzi, Stéphane Stability of densities for perturbed diffusions and Markov chains. (English) Zbl 1371.60136 ESAIM, Probab. Stat. 21, 88-112 (2017). MSC: 60J60 60J10 60H10 60H35 65C30 PDFBibTeX XMLCite \textit{V. Konakov} et al., ESAIM, Probab. Stat. 21, 88--112 (2017; Zbl 1371.60136) Full Text: DOI arXiv
Drame, Ibrahima; Pardoux, Etienne; Sow, A. B. Non-binary branching process and non-Markovian exploration process. (English) Zbl 1371.60148 ESAIM, Probab. Stat. 21, 1-33 (2017). MSC: 60J80 60J85 92D25 PDFBibTeX XMLCite \textit{I. Drame} et al., ESAIM, Probab. Stat. 21, 1--33 (2017; Zbl 1371.60148) Full Text: DOI arXiv
Léonard, Christian Entropic projections and dominating points. (English) Zbl 1220.60018 ESAIM, Probab. Stat. 14, 343-381 (2010). Reviewer: Nikolai N. Leonenko (Cardiff) MSC: 60F10 60F99 60G57 46N10 60E05 60F15 PDFBibTeX XMLCite \textit{C. Léonard}, ESAIM, Probab. Stat. 14, 343--381 (2010; Zbl 1220.60018) Full Text: DOI arXiv EuDML
Roynette, Bernard; Vallois, Pierre; Yor, Marc Penalisations of multidimensional Brownian motion. VI. (English) Zbl 1189.60069 ESAIM, Probab. Stat. 13, 152-180 (2009). Reviewer: Pavel Gapeev (London) MSC: 60F17 60F99 60G44 60H20 60J60 PDFBibTeX XMLCite \textit{B. Roynette} et al., ESAIM, Probab. Stat. 13, 152--180 (2009; Zbl 1189.60069) Full Text: DOI EuDML
Lejay, Antoine Stochastic differential equations driven by processes generated by divergence form operators. II: Convergence results. (English) Zbl 1185.60061 ESAIM, Probab. Stat. 12, 387-411 (2008). MSC: 60H10 60J60 PDFBibTeX XMLCite \textit{A. Lejay}, ESAIM, Probab. Stat. 12, 387--411 (2008; Zbl 1185.60061) Full Text: DOI EuDML
Zitt, Pierre-André Functional inequalities and uniqueness of the Gibbs measure – from log-Sobolev to Poincaré. (English) Zbl 1187.82033 ESAIM, Probab. Stat. 12, 258-272 (2008). MSC: 82B20 60K35 26D10 PDFBibTeX XMLCite \textit{P.-A. Zitt}, ESAIM, Probab. Stat. 12, 258--272 (2008; Zbl 1187.82033) Full Text: DOI arXiv EuDML
Donnet, Sophie; Samson, Adeline Parametric inference for mixed models defined by stochastic differential equations. (English) Zbl 1182.62164 ESAIM, Probab. Stat. 12, 196-218 (2008). MSC: 62M05 60H10 62F10 62M99 62M09 62L20 62P10 65C60 60J60 92C45 PDFBibTeX XMLCite \textit{S. Donnet} and \textit{A. Samson}, ESAIM, Probab. Stat. 12, 196--218 (2008; Zbl 1182.62164) Full Text: DOI EuDML
Cattiaux, Patrick; Guillin, Arnaud Deviation bounds for additive functionals of Markov processes. (English) Zbl 1183.60011 ESAIM, Probab. Stat. 12, 12-29 (2008). MSC: 60F10 60J25 PDFBibTeX XMLCite \textit{P. Cattiaux} and \textit{A. Guillin}, ESAIM, Probab. Stat. 12, 12--29 (2008; Zbl 1183.60011) Full Text: DOI arXiv EuDML
Sanz-Solé, Marta; Torrecilla-Tarantino, Iván Probability density for a hyperbolic SPDE with time dependent coefficients. (English) Zbl 1184.60021 ESAIM, Probab. Stat. 11, 365-380 (2007). MSC: 60H15 60H07 60G60 PDFBibTeX XMLCite \textit{M. Sanz-Solé} and \textit{I. Torrecilla-Tarantino}, ESAIM, Probab. Stat. 11, 365--380 (2007; Zbl 1184.60021) Full Text: DOI arXiv Numdam EuDML
Étoré, Pierre; Lejay, Antoine A donsker theorem to simulate one-dimensional processes with measurable coefficients. (English) Zbl 1181.60123 ESAIM, Probab. Stat. 11, 301-326 (2007). MSC: 60J60 65C05 PDFBibTeX XMLCite \textit{P. Étoré} and \textit{A. Lejay}, ESAIM, Probab. Stat. 11, 301--326 (2007; Zbl 1181.60123) Full Text: DOI Numdam EuDML
Coutin, Laure; Pontier, Monique Approximation of the fractional Brownian sheet VIA Ornstein-Uhlenbeck sheet. (English) Zbl 1181.60073 ESAIM, Probab. Stat. 11, 115-146 (2007). MSC: 60G60 60G15 62M40 60G22 PDFBibTeX XMLCite \textit{L. Coutin} and \textit{M. Pontier}, ESAIM, Probab. Stat. 11, 115--146 (2007; Zbl 1181.60073) Full Text: DOI Numdam EuDML
Lejay, Antoine Stochastic differential equations driven by processes generated by divergence form operators. I: A Wong-Zakai theorem. (English) Zbl 1181.60085 ESAIM, Probab. Stat. 10, 356-379 (2006). MSC: 60H10 60J60 PDFBibTeX XMLCite \textit{A. Lejay}, ESAIM, Probab. Stat. 10, 356--379 (2006; Zbl 1181.60085) Full Text: DOI Numdam EuDML
Del Moral, Pierre; Miclo, Laurent Dynamic annealing of Feynman-Kac type: accurate results and conjectures. (Dynamiques recuites de type Feynman-Kac: résultats précis et conjectures.) (French) Zbl 1183.37010 ESAIM, Probab. Stat. 10, 76-140 (2006). MSC: 37A30 46E39 47D08 60F10 60J10 70K20 90C59 68T05 PDFBibTeX XMLCite \textit{P. Del Moral} and \textit{L. Miclo}, ESAIM, Probab. Stat. 10, 76--140 (2006; Zbl 1183.37010) Full Text: DOI Numdam EuDML
Gozlan, Nathael Conditional principles for random weighted measures. (English) Zbl 1136.60332 ESAIM, Probab. Stat. 9, 283-306 (2005). MSC: 60G57 60E15 60F10 PDFBibTeX XMLCite \textit{N. Gozlan}, ESAIM, Probab. Stat. 9, 283--306 (2005; Zbl 1136.60332) Full Text: DOI Numdam EuDML
Marty, Renaud Asymptotic behavior of differential equations driven by periodic and random processes with slowly decaying correlations. (English) Zbl 1136.60317 ESAIM, Probab. Stat. 9, 165-184 (2005). MSC: 60F05 34A45 34F05 60G15 60H10 PDFBibTeX XMLCite \textit{R. Marty}, ESAIM, Probab. Stat. 9, 165--184 (2005; Zbl 1136.60317) Full Text: DOI Numdam EuDML
Gautier, Éric Large deviations and support results for nonlinear Schrödinger equations with additive noise and applications. (English) Zbl 1136.60346 ESAIM, Probab. Stat. 9, 74-97 (2005). MSC: 60H15 35Q51 35Q55 35R60 60F10 PDFBibTeX XMLCite \textit{É. Gautier}, ESAIM, Probab. Stat. 9, 74--97 (2005; Zbl 1136.60346) Full Text: DOI arXiv Numdam EuDML
Arcones, Miguel A. The large deviation principle for certain series. (English) Zbl 1171.60324 ESAIM, Probab. Stat. 8, 200-220 (2004). MSC: 60F10 60E15 60G07 PDFBibTeX XMLCite \textit{M. A. Arcones}, ESAIM, Probab. Stat. 8, 200--220 (2004; Zbl 1171.60324) Full Text: DOI Numdam EuDML
Joulin, Aldéric; Privault, Nicolas Functional inequalities for discrete gradients and application to the geometric distribution. (English) Zbl 1147.60306 ESAIM, Probab. Stat. 8, 87-101 (2004). MSC: 60E15 60E07 60K35 PDFBibTeX XMLCite \textit{A. Joulin} and \textit{N. Privault}, ESAIM, Probab. Stat. 8, 87--101 (2004; Zbl 1147.60306) Full Text: DOI Numdam EuDML
Chaleyat-Maurel, Mireille; Sanz-Solé, Marta Positivity of the density for the stochastic wave equation in two spatial dimensions. (English) Zbl 1021.60049 ESAIM, Probab. Stat. 7, 89-114 (2003). Reviewer: Carles Rovira (Barcelona) MSC: 60H15 60H07 PDFBibTeX XMLCite \textit{M. Chaleyat-Maurel} and \textit{M. Sanz-Solé}, ESAIM, Probab. Stat. 7, 89--114 (2003; Zbl 1021.60049) Full Text: DOI Numdam EuDML
Ramírez, Alejandro F. Uniqueness of invariant product measures for elliptic infinite dimensional diffusions and particle spin systems. (English) Zbl 1038.82064 ESAIM, Probab. Stat. 6, 147-155 (2002). MSC: 82C20 82C22 60H07 60K35 PDFBibTeX XMLCite \textit{A. F. Ramírez}, ESAIM, Probab. Stat. 6, 147--155 (2002; Zbl 1038.82064) Full Text: DOI Numdam EuDML
Gobet, Emmanuel Euler schemes and half-space approximation for the simulation of diffusion in a domain. (English) Zbl 0998.60081 ESAIM, Probab. Stat. 5, 261-297 (2001). MSC: 60J60 35R60 65C30 35K20 PDFBibTeX XMLCite \textit{E. Gobet}, ESAIM, Probab. Stat. 5, 261--297 (2001; Zbl 0998.60081) Full Text: DOI Numdam EuDML
Lezaud, Pascal Chernoff and Berry-Esséen inequalities for Markov processes. (English) Zbl 0998.60075 ESAIM, Probab. Stat. 5, 183-201 (2001). MSC: 60J25 60F05 PDFBibTeX XMLCite \textit{P. Lezaud}, ESAIM, Probab. Stat. 5, 183--201 (2001; Zbl 0998.60075) Full Text: DOI Numdam EuDML
Pagès, Gilles Sur quelques algorithmes récursifs pour les probabilités numériques. (French) Zbl 0998.60073 ESAIM, Probab. Stat. 5, 141-170 (2001). MSC: 60J25 60H10 60J05 65C30 62L20 PDFBibTeX XMLCite \textit{G. Pagès}, ESAIM, Probab. Stat. 5, 141--170 (2001; Zbl 0998.60073) Full Text: DOI Numdam EuDML
Guionnet, Alice Stability of precise Laplace’s method under approximations: Applications. (English) Zbl 0932.60031 ESAIM, Probab. Stat. 3, 67-88 (1999). MSC: 60F10 60F05 60E15 PDFBibTeX XMLCite \textit{A. Guionnet}, ESAIM, Probab. Stat. 3, 67--88 (1999; Zbl 0932.60031) Full Text: DOI EuDML
Miclo, Laurent A variant of the Cheeger’s inequality for finite Markov chains. (Une variante de l’inégalité de Cheeger pour les chaînes de Markov finies.) (French) Zbl 0929.60051 ESAIM, Probab. Stat. 2, 1-21 (1998). MSC: 60J27 60J10 PDFBibTeX XMLCite \textit{L. Miclo}, ESAIM, Probab. Stat. 2, 1--21 (1998; Zbl 0929.60051) Full Text: DOI EuDML
Garnier, Josselin Multi-scaled diffusion-approximation. Applications to wave propagation in random media. (English) Zbl 0930.60061 ESAIM, Probab. Stat. 1, 183-206 (1997). MSC: 60J70 PDFBibTeX XMLCite \textit{J. Garnier}, ESAIM, Probab. Stat. 1, 183--206 (1997; Zbl 0930.60061) Full Text: DOI EuDML
Gaudron, Isabelle Rate of convergence of the Swendsen-Wang dynamics in image segmentation problems: A theoretical and experimental study. (English) Zbl 0931.60095 ESAIM, Probab. Stat. 1, 259-284 (1997). MSC: 60K99 60J27 PDFBibTeX XMLCite \textit{I. Gaudron}, ESAIM, Probab. Stat. 1, 259--284 (1997; Zbl 0931.60095) Full Text: DOI EuDML
Bakry, D.; Concordet, D.; Ledoux, M. Optimal heat kernel bounds under logarithmic Sobolev inequalities. (English) Zbl 0898.58052 ESAIM, Probab. Stat. 1, 391-407 (1997). Reviewer: S.Eloshvili (Tbilisi) MSC: 58J35 58J65 PDFBibTeX XMLCite \textit{D. Bakry} et al., ESAIM, Probab. Stat. 1, 391--407 (1997; Zbl 0898.58052) Full Text: DOI EuDML
Catoni, Olivier; Cerf, Raphaël The exit path of a Markov chain with rare transitions. (English) Zbl 0869.60063 ESAIM, Probab. Stat. 1(1997), 95-144 (1996). MSC: 60J10 60F10 PDFBibTeX XMLCite \textit{O. Catoni} and \textit{R. Cerf}, ESAIM, Probab. Stat. 1, 95--144 (1996; Zbl 0869.60063) Full Text: DOI EuDML
Ledoux, Michel On Talagrand’s deviation inequalities for product measures. (English) Zbl 0869.60013 ESAIM, Probab. Stat. 1(1997), 63-87 (1996). MSC: 60E15 PDFBibTeX XMLCite \textit{M. Ledoux}, ESAIM, Probab. Stat. 1, 63--87 (1996; Zbl 0869.60013) Full Text: DOI EuDML