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members:agloter:welcome [2018/02/09 17:40] Arnaud Gloter [Publications] |
members:agloter:welcome [2018/02/09 17:41] Arnaud Gloter [Publications] |
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* E. Clément, A. Gloter. (2017) An application of the KMT construction to the pathwise weak error in the Euler approximation of one-dimensional diffusion process with linear diffusion coefficient. // Annals of Applied Probability, vol 27(4), p.2419-2454 // [[ https://hal.archives-ouvertes.fr/hal-01167276 | Télécharger sur hal]] | * E. Clément, A. Gloter. (2017) An application of the KMT construction to the pathwise weak error in the Euler approximation of one-dimensional diffusion process with linear diffusion coefficient. // Annals of Applied Probability, vol 27(4), p.2419-2454 // [[ https://hal.archives-ouvertes.fr/hal-01167276 | Télécharger sur hal]] | ||
- | * A. Gloter, M. Martinez. (2015) Bouncing skew Brownian motions. // J Theor Probab (2016). doi:10.1007/s10959-016-0719-z // [[ https://hal.archives-ouvertes.fr/hal-01223255/ | Télécharger sur hal]] | + | * A. Gloter, M. Martinez. (2016) Bouncing skew Brownian motions. // J Theor Probab. doi:10.1007/s10959-016-0719-z // [[ https://hal.archives-ouvertes.fr/hal-01223255/ | Télécharger sur hal]] |
* E. Clément, A. Gloter. (2015) Local Asymptotic Mixed Normality property for discretely observed stochastic differential equations driven by stable Lévy processes. // Stochastic Processes and Applications, 125, p. 2316-2352 // [[https://hal.archives-ouvertes.fr/hal-00914138v1| Télécharger sur hal]] | * E. Clément, A. Gloter. (2015) Local Asymptotic Mixed Normality property for discretely observed stochastic differential equations driven by stable Lévy processes. // Stochastic Processes and Applications, 125, p. 2316-2352 // [[https://hal.archives-ouvertes.fr/hal-00914138v1| Télécharger sur hal]] |