Université d'Évry : Dasha Loukianova

{{:members:dloukianova:dasha.jpg?200|}} Université d'Évry : Dasha Loukianova

Dasha Loukianova :

Mathematics of disordered systems: a tribute to Francis Comets. Paris, June 5th to 7th 2023.

Random processes in the brain: From experimental data to Math and back. Thematic scientific program at Institut Henri Poincaré, Paris, February 27th to April 7th, 2023.

Recherche

thèmes de recherche

habilitation à diriger les recherches

Université d'Évry Val d'Essonne
Département de Mathématiques
23 Boulevard de France
F-91025 Évry Cedex

Tel : (33) (0) 1 64 85 35 64
Fax : (33) (0) 1 69 47 02 18
Bureau : 410

Thèmes de recherche

Processus à sauts, Systèmes de particules, Statistique des diffusions et des diffusions à sauts, Marches aléatoires en milieu aléatoire

Habilitation à diriger des recherches

Théorèmes limites dans le cadre markovien. Application aux statistiques, soutenue le 6 juillet 2010.

Publications

E. Löcherbach, D. Loukianova (2023) Strong conditional propagation of chaos for systems of interacting particles with stable jumps. en révision Télécharger

F. Comets, O.Loukianov, D. Loukianova (2022) Limit of the environment viewed from Sinaï's walk. SPA à paraître Télécharger

X. Erny, E. Löcherbach, D. Loukianova (2021) Strong error bounds for the convergence to its mean field limit for systems of interacting neurons in a diffusive scaling. AAP à paraître Télécharger

X. Erny, E. Löcherbach, D. Loukianova (2021) Conditional propagation of chaos for mean field systems of interacting neurons. Electron. J. Probab. 26 1 - 25, 2021. Télécharger

X. Erny, E. Löcherbach, D. Loukianova (2019) Mean field limits for interacting Hawkes processes in a diffusive regime. Accepted at Bernoulli. Télécharger

X. Erny, E. Löcherbach, D. Loukianova (2021) White-noise driven conditional McKean-Vlasov limits for systems of particles with simultaneous and random jumps, preprint Télécharger

Gloter,A., Honoré, I. Loukianova, D. Non-asymptotic concentration inequality for an approximation of the invariant distribution of a diffusion driven by a compound Poisson process, ESAIM:PS Volume 24, 2020, pp: 883-913. Télécharger

Gloter, A., Mai, H., Loukianova, D., Jump filtering and efficient drift estimation for Lévy-driven SDEs, The Annals of Statistics Volume 46, Number 4 (August 2018), 1445-1480. Télécharger

Comets, F., Falconnet, M., Loukianova, D., Loukianov, O., Maximum likelihood estimator consistency for recurrent random walk in a parametric random environment with finite support. Stochastic Processes and their Applications, vol.126, Issue 11, November 2016, pp. 3578-3604 Télécharger

Andréolétti, P., Loukianova, D., Matias, C., Hidden Markov model for parameter estimation of a random walk in a Markov environment. ESAIM Prob.& Stat.19:605-625, 2015. Télécharger

Falconnet, M., Gloter, A., Loukianova, D., MLE in the context of a sub-balistic random walk in a parametric random environment, Mathematical Methods of Statistics, à paraître. Télécharger

Falconnet, M., Loukianova, D., Matias, C., Central limit theorem for maximum likelihood estimator for ballistic random walk in a parametric random environment, Mathematical Methods of Statistics, Jul.2014, Vol23, Iss.3, pp.159-175 Télécharger

Comets, F., Falconnet, M., Loukianova, D., Loukianov. O., Matias, C., Maximum likelihood estimator consistency for ballistic random walk in a parametric random environment, Stochastic Processes and their Applications, vol. 124, pp. 268-288, 2014. Télécharger

Löcherbach, E., Loukianova, D., Loukianov. O., Spectral condition, hitting times and Nash inequality, Annales de l'Institut Henri Poincaré, Probabilités et Statistiques, vol. 50, n. 4, pp. 1213-1230, 2014. Télécharger

Löcherbach, E., Loukianova, D., Polynomial deviation bounds for recurrent Harris processes having general state space, ESAIM Probabilité et statistique, vol.17, pp. 195-218, 2013. Télécharger

Löcherbach, E., Loukianova, D.(2009). Deviation inequalities for centered additive functionals of recurrent Harris processes having general state space, Journal of Theoretical Probability, vol. 25, pp. 231-261, 2012. Télécharger

Loukianov, O., Loukianova, D., Song, S., Poincaré inequality and exponential integrability of hitting times for a linear diffusion, Annales de l'Institut Henri Poincaré, Probabilités et Statistiques, vol. 47, pp. 679 - 698, 2011. Télécharger

Löcherbach, E., Loukianova, D., Loukianov, O., Polynomial bounds in the Ergodic theorem for positive recurrent one-dimensional diffusions and integrability of hitting times, Annales de l'Institut Henri Poincaré, Probabilités et Statistiques, vol.47, pp. 425-449, 2011. Télécharger

Löcherbach, E., Loukianova, D., Loukianov, O.,Penalized nonparametric drift estimation for ergodic diffusion, ESAIM, Probability and Statistics, vol. 15, pp. 197-216, 2011 Télécharger

Löcherbach E., Loukianova D., Loukianov O. (2011) Penalized nonparametric drift estimation for ergodic diffusion, ESAIM Probability and Statistics 15, 197-216. Télécharger

Löcherbach, E., Loukianova, D., The law of iterated logarithm for additive functionals and martingale additive functionals of Harris recurrent Markov processes, Stochastic Processes and their Applications, vol. 119, Issue 7, pp. 2312-2335, 2009. Télécharger

Löcherbach, E., Loukianova, D., On Nummelin Splitting for continuous time Harris recurrent Markov processes and application to kernel estimation for multidimensional diffusions, Stochastic Processes and their Applications, vol.118, pp. 1301-1321, 2008. Télécharger

Loukianov, O., Loukianova, D., Uniform deterministic equivalent of AF of recurrent diffusions and non-parametric drift estimation, Annales de l'Institut Henri Poincaré, Probabilités et Statistiques, vol. 44, No 4, pp.771-186, 2008. Télécharger

Loukianov, O., Loukianova, D., Deterministic equivalents of additive functionals of recurrent diffusions and drift estimation, Statistical Inference for stochastics processes, vol.11, issue 2, pp. 107-121, 2008. Télécharger

Loukianov, O., Loukianova, D., Almost sure rate of convergence of MLE for multidimensional diffusions, Lecture Notes in Statistics , vol. 187, pp. 329-349, 2005
Loukianov, O., Loukianova, D., Uniform law of large numbers and consistency of estimators for Harris diffusions, Statistics and Probability Letters, vol. 34, pp. 347-355, 2005. Télécharger

Loukianova, D. Remark on semigroup technics and the MLE estimations, Staistics and Probability Letters, vol. 62, pp. 111-115, 2003

Loukianova, D., Lower bound on the restitution error in the Hopfield Model, Probability Theory and Related Fields, vol. 107, pp. 161-176, 1998

Loukianova, D., Capacité de mémoire dans le modèle de Hopfield. CRAS t.318, Série 1, pp. 157-160, 1994

Contact technique : webmaster@univ-evry.fr