Université d'Évry : Dasha Loukianova

Université d'Évry Val d'Essonne

Département de Mathématiques
Dasha Loukianova

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

  1. Loukianov, Oleg.; Loukianova, Dasha.; Vo Thi Thuy Nguyen, LAMN property for MLE estimator of the unknown support of the Sinai walk. soumis Télécharger
  2. Duarte, Aline; Laxa, Kadmo; Löcherbach, Eva. and Loukianova,Dasha. Nonparametric estimation of the jump rate in mean field interacting systems of neurons. soumis Télécharger
  3. E. Löcherbach, D. Loukianova, E. Marini, Strong propagation of chaos for systems of interacting particles with nearly stable jumps. Electronic Journal of Probability 2025, 30(58) Télécharger
  4. E. Löcherbach, D. Loukianova Mean fields limits of interacting particle systems with positive stable jumps . ESAIM: PS 29 (2025) 281–301 Télécharger
  5. Comets, Francis; Loukianov, Oleg; Loukianova Dasha Limit of the environment viewed from the Sinai walk. . Stoch.Proc. and their Appl.Vol. 168, February 2024 Télécharger
  6. 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. Annals of Applied Probability 33(5): 3563-3586 (October 2023) Télécharger
  7. 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
  8. X. Erny, E. Löcherbach, D. Loukianova (2019) Mean field limits for interacting Hawkes processes in a diffusive regime. Accepted at Bernoulli. Télécharger
  9. 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
  10. 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
  11. 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
  12. 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
  13. 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
  14. 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
  15. 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
  16. 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
  17. 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
  18. 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
  19. 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
  20. 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
  21. 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
  22. Löcherbach, E., Loukianova, D., Loukianov, O.,Penalized nonparametric drift estimation for ergodic diffusion, ESAIM, Probability and Statistics, vol. 15, pp. 197-216, 2011 Télécharger
  23. Löcherbach E., Loukianova D., Loukianov O. (2011) Penalized nonparametric drift estimation for ergodic diffusion, ESAIM Probability and Statistics 15, 197-216. Télécharger
  24. 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
  25. 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
  26. 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
  27. 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
  28. Loukianov, O., Loukianova, D., Almost sure rate of convergence of MLE for multidimensional diffusions, Lecture Notes in Statistics , vol. 187, pp. 329-349, 2005
  29. 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
  30. Loukianova, D. Remark on semigroup technics and the MLE estimations, Staistics and Probability Letters, vol. 62, pp. 111-115, 2003
  31. Loukianova, D., Lower bound on the restitution error in the Hopfield Model, Probability Theory and Related Fields, vol. 107, pp. 161-176, 1998
  32. Loukianova, D., Capacité de mémoire dans le modèle de Hopfield. CRAS t.318, Série 1, pp. 157-160, 1994