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Panloup, Fabien

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Author ID: panloup.fabien Recent zbMATH articles by "Panloup, Fabien"
Published as: Panloup, Fabien; Panloup, F.
External Links: MGP
Documents Indexed: 24 Publications since 2008

Publications by Year

Citations contained in zbMATH Open

18 Publications have been cited 100 times in 65 Documents Cited by Year
Recursive computation of the invariant measure of a stochastic differential equation driven by a Lévy process. Zbl 1136.60049
Panloup, Fabien
14
2008
Estimation of the instantaneous volatility. Zbl 1243.62129
Alvarez, Alexander; Panloup, Fabien; Pontier, Monique; Savy, Nicolas
12
2012
Long time behaviour and stationary regime of memory gradient diffusions. Zbl 1299.60092
Gadat, Sébastien; Panloup, Fabien
9
2014
Stochastic approximation of quasi-stationary distributions on compact spaces and applications. Zbl 06974754
Benaim, Michel; Cloez, Bertrand; Panloup, Fabien
8
2018
Approximation of the distribution of a stationary Markov process with application to option pricing. Zbl 1214.60036
Pagès, Gilles; Panloup, Fabien
7
2009
Ergodic approximation of the distribution of a stationary diffusion: rate of convergence. Zbl 1252.60080
Pagès, Gilles; Panloup, Fabien
7
2012
Computation of the invariant measure for a Lévy driven SDE: Rate of convergence. Zbl 1143.60044
Panloup, Fabien
6
2008
Invariant measure of duplicated diffusions and application to Richardson-Romberg extrapolation. Zbl 1329.60281
Lemaire, Vincent; Pagès, Gilles; Panloup, Fabien
5
2015
Stochastic heavy ball. Zbl 1392.62244
Gadat, Sébastien; Panloup, Fabien; Saadane, Sofiane
5
2018
Approximation of stationary solutions of Gaussian driven stochastic differential equations. Zbl 1228.60076
Cohen, Serge; Panloup, Fabien
5
2011
A mixed-step algorithm for the approximation of the stationary regime of a diffusion. Zbl 1284.60075
Pagès, Gilles; Panloup, Fabien
4
2014
Rate of convergence to equilibrium of fractional driven stochastic differential equations with some multiplicative noise. Zbl 1367.60067
Fontbona, Joaquin; Panloup, Fabien
4
2017
Rate of convergence to equilibrium of fractional driven stochastic differential equations with rough multiplicative noise. Zbl 1440.60028
Deya, Aurélien; Panloup, Fabien; Tindel, Samy
4
2019
Approximation of stationary solutions to SDEs driven by multiplicative fractional noise. Zbl 1285.60068
Cohen, Serge; Panloup, Fabien; Tindel, Samy
3
2014
A stochastic model for speculative dynamics. Zbl 1339.60119
Gadat, Sébastien; Miclo, Laurent; Panloup, Fabien
2
2015
Large deviation principle for invariant distributions of memory gradient diffusions. Zbl 1286.60033
Gadat, Sébastien; Panloup, Fabien; Pellegrini, Clément
2
2013
A general drift estimation procedure for stochastic differential equations with additive fractional noise. Zbl 1439.62186
Panloup, Fabien; Tindel, Samy; Varvenne, Maylis
2
2020
Long time behavior of Markov processes and beyond. Zbl 1337.60177
Bouguet, Florian; Malrieu, Florent; Panloup, Fabien; Poquet, Christophe; Reygner, Julien
1
2015
A general drift estimation procedure for stochastic differential equations with additive fractional noise. Zbl 1439.62186
Panloup, Fabien; Tindel, Samy; Varvenne, Maylis
2
2020
Rate of convergence to equilibrium of fractional driven stochastic differential equations with rough multiplicative noise. Zbl 1440.60028
Deya, Aurélien; Panloup, Fabien; Tindel, Samy
4
2019
Stochastic approximation of quasi-stationary distributions on compact spaces and applications. Zbl 06974754
Benaim, Michel; Cloez, Bertrand; Panloup, Fabien
8
2018
Stochastic heavy ball. Zbl 1392.62244
Gadat, Sébastien; Panloup, Fabien; Saadane, Sofiane
5
2018
Rate of convergence to equilibrium of fractional driven stochastic differential equations with some multiplicative noise. Zbl 1367.60067
Fontbona, Joaquin; Panloup, Fabien
4
2017
Invariant measure of duplicated diffusions and application to Richardson-Romberg extrapolation. Zbl 1329.60281
Lemaire, Vincent; Pagès, Gilles; Panloup, Fabien
5
2015
A stochastic model for speculative dynamics. Zbl 1339.60119
Gadat, Sébastien; Miclo, Laurent; Panloup, Fabien
2
2015
Long time behavior of Markov processes and beyond. Zbl 1337.60177
Bouguet, Florian; Malrieu, Florent; Panloup, Fabien; Poquet, Christophe; Reygner, Julien
1
2015
Long time behaviour and stationary regime of memory gradient diffusions. Zbl 1299.60092
Gadat, Sébastien; Panloup, Fabien
9
2014
A mixed-step algorithm for the approximation of the stationary regime of a diffusion. Zbl 1284.60075
Pagès, Gilles; Panloup, Fabien
4
2014
Approximation of stationary solutions to SDEs driven by multiplicative fractional noise. Zbl 1285.60068
Cohen, Serge; Panloup, Fabien; Tindel, Samy
3
2014
Large deviation principle for invariant distributions of memory gradient diffusions. Zbl 1286.60033
Gadat, Sébastien; Panloup, Fabien; Pellegrini, Clément
2
2013
Estimation of the instantaneous volatility. Zbl 1243.62129
Alvarez, Alexander; Panloup, Fabien; Pontier, Monique; Savy, Nicolas
12
2012
Ergodic approximation of the distribution of a stationary diffusion: rate of convergence. Zbl 1252.60080
Pagès, Gilles; Panloup, Fabien
7
2012
Approximation of stationary solutions of Gaussian driven stochastic differential equations. Zbl 1228.60076
Cohen, Serge; Panloup, Fabien
5
2011
Approximation of the distribution of a stationary Markov process with application to option pricing. Zbl 1214.60036
Pagès, Gilles; Panloup, Fabien
7
2009
Recursive computation of the invariant measure of a stochastic differential equation driven by a Lévy process. Zbl 1136.60049
Panloup, Fabien
14
2008
Computation of the invariant measure for a Lévy driven SDE: Rate of convergence. Zbl 1143.60044
Panloup, Fabien
6
2008
all top 5

Cited by 94 Authors

13 Panloup, Fabien
8 Pagès, Gilles
4 Tindel, Samy
3 Benaïm, Michel
3 Cloez, Bertrand
3 Jacod, Jean
3 Monmarché, Pierre
3 Rey, Clément
3 Rosenbaum, Mathieu
3 Scheutzow, Michael K. R.
3 Villemonais, Denis
2 Champagnat, Nicolas
2 Cohen, Serge
2 Gadat, Sébastien
2 Honoré, Igor
2 Mertikopoulos, Panayotis
2 Ngo, Hoang-Long
2 Roberts, Gareth O.
2 Saadane, Sofiane
2 Staudigl, Mathias
2 Steinsaltz, David R.
2 Varvenne, Maylis
2 Wang, Andi Q.
1 Araya, Héctor
1 Azencott, Robert
1 Bailleul, Ismaël F.
1 Barakat, Anas
1 Bégout, Pascal
1 Bercu, Bernard
1 Bianchi, Pascal
1 Bolte, Jérôme
1 Bouguet, Florian
1 Bréhier, Charles-Edouard
1 Cai, Jingwei
1 Chaudru De Raynal, Paul-Eric
1 Colonius, Fritz
1 Costa, Manon
1 Cuchiero, Christa
1 Deya, Aurélien
1 Figueroa-López, José E.
1 Flandoli, Franco
1 Fritsch, Coralie
1 Ganguly, Arnab
1 Geiger, Brett
1 Gess, Benjamin
1 Gloter, Arnaud
1 Godichon-Baggioni, Antoine
1 Haress, El Mehdi
1 Hu, Yaozhong
1 Jendoubi, Mohamed Ali
1 Klüppelberg, Claudia
1 Kolb, Martin
1 Kovachki, Nikola B.
1 Laurière, Mathieu
1 Lelièvre, Tony
1 Lemaire, Vincent
1 León, Jorge A.
1 Li, Cheng
1 Liu, Yanghui
1 Loizou, Nicolas
1 Loukianova, Dasha
1 Mailler, Cécile
1 Majka, Mateusz B.
1 Mancini, Cecilia
1 Mattiussi, Vanessa
1 Menozzi, Stéphane
1 Mertz, Laurent
1 Mijatović, Aleksandar
1 Müller, Gernot J.
1 Munk, Axel
1 Nüsken, Nikolas
1 Ogawa, Shigeyoshi
1 Ott, William
1 Pavliotis, Grigorios A.
1 Pillaud-Vivien, Loucas
1 Podolskij, Mark
1 Rasmussen, Martin
1 Renò, Roberto
1 Reygner, Julien
1 Richard, Alexandre
1 Richtárik, Peter
1 Riedel, Sebastian
1 Röckner, Michael
1 Schmidt-Hieber, Johannes
1 Stuart, Andrew M.
1 Suo, Yongqiang
1 Szpruch, Lukasz
1 Teichmann, Josef
1 Torres, Soledad
1 Totzeck, Claudia
1 Vetter, Mathias
1 Wolfram, Marie-Therese
1 Xie, Longjie
1 Yuan, Chenggui

Citations by Year