ESAIM: Probability and Statistics (ESAIM: P&S)

ESAIM: P&S publishes original research and survey papers in the area of Probability and Statistics. It covers theoretical and practical aspects, in any field of these domains. Read more

Open Access

Efficient sequential experimental design for surrogate modeling of nested codes

Sophie Marque-Pucheu, Guillaume Perrin and Josselin Garnier

ESAIM: PS, 23 (2019) 245-270

Published online: 03 May 2019
LAMN property for the drift and volatility parameters of a sde driven by a stable Lévy process

Emmanuelle Clément, Arnaud Gloter and Huong Nguyen

ESAIM: PS, 23 (2019) 136-175

Published online: 01 May 2019
Open Access

On Monte-Carlo tree search for deterministic games with alternate moves and complete information

Sylvain Delattre and Nicolas Fournier

ESAIM: PS, 23 (2019) 176-216

Published online: 01 May 2019
On fixed gain recursive estimators with discontinuity in the parameters

Huy N. Chau, Chaman Kumar, Miklós Rásonyi and Sotirios Sabanis

ESAIM: PS, 23 (2019) 217-244

Published online: 01 May 2019
A multi-dimensional central limit bound and its application to the euler approximation for Lévy-SDEs

Xīlíng Zhāng

ESAIM: PS, 23 (2019) 112-135

Published online: 26 March 2019
On the rate of convergence in the central limit theorem for hierarchical Laplacians

Alexander Bendikov and Wojciech Cygan

ESAIM: PS, 23 (2019) 68-81

Published online: 14 March 2019
On the law of homogeneous stable functionals

Julien Letemplier and Thomas Simon

ESAIM: PS, 23 (2019) 82-111

Published online: 14 March 2019
Consistency of a likelihood estimator for stochastic damping Hamiltonian systems. Totally observed data

José Rafael León, Luis-Ángel Rodríguez and Roberto Ruggiero

ESAIM: PS, 23 (2019) 1-36

Published online: 11 March 2019
Tempered fractional multistable motion and tempered multifractional stable motion

Xiequan Fan and Jacques Lévy Véhel

ESAIM: PS, 23 (2019) 37-67

Published online: 11 March 2019

Most read articles

37	Free Access Theory of Classification: a Survey of Some Recent Advances Stéphane Boucheron, Olivier Bousquet and Gábor Lugosi ESAIM: PS, 9 (2005) 323-375 Published online: 15 November 2005
18	Free Access Moderate Deviations for I.I.D. Random Variables Peter Eichelsbacher and Matthias Löwe ESAIM: PS, 7 (2003) 209-218 Published online: 15 May 2003
7	Free Access A central limit theorem for triangular arrays of weakly dependent random variables, with applications in statistics Michael H. Neumann ESAIM: PS, 17 (2013) 120-134 Published online: 08 February 2013
6	Free Access Adaptive estimation of a quadratic functional of a density by model selection Béatrice Laurent ESAIM: PS, 9 (2005) 1-18 Published online: 15 November 2005
5	Free Access Forward-backward stochastic differential equations and PDE with gradient dependent second order coefficients Romain Abraham and Olivier Riviere ESAIM: PS, 10 (2006) 184-205 Published online: 09 March 2006

2017 Impact Factor*: 0.493

2017 5-Year Impact Factor*: 0.658

Editors-in-Chief: Nicolas CHAMPAGNAT and Béatrice LAURENT-BONNEAU

ISSN: 1292-8100 - eISSN: 1262-3318

Published under the scientific responsibility of the Société de Mathématiques Appliquées et Industrielles (SMAI)
and with the support of the Centre National de la Recherche Scientifique (CNRS)

This journal is part of the European Series in Applied and Industrial Mathematics (ESAIM) and as such is an electronic-only journal with only one print volume published at the year's end.

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423	Free Access Theory of Classification: a Survey of Some Recent Advances Stéphane Boucheron, Olivier Bousquet and Gábor Lugosi ESAIM: PS, 9 (2005) 323-375 Published online: 15 November 2005
378	Free Access Sharp large deviations for Gaussian quadratic forms with applications Bernard Bercu, Fabrice Gamboa and Marc Lavielle ESAIM: PS, 4 (2000) 1-24 Published online: 15 August 2002
293	Free Access Moderate Deviations for I.I.D. Random Variables Peter Eichelsbacher and Matthias Löwe ESAIM: PS, 7 (2003) 209-218 Published online: 15 May 2003
148	Free Access A central limit theorem for triangular arrays of weakly dependent random variables, with applications in statistics Michael H. Neumann ESAIM: PS, 17 (2013) 120-134 Published online: 08 February 2013
101	Free Access Minimum variance importance sampling via Population Monte Carlo R. Douc, A. Guillin, J.-M. Marin and C. P. Robert ESAIM: PS, 11 (2007) 427-447 Published online: 17 August 2007

ESAIM: Probability and Statistics (ESAIM: P&S)

Efficient sequential experimental design for surrogate modeling of nested codes

LAMN property for the drift and volatility parameters of a sde driven by a stable Lévy process

On Monte-Carlo tree search for deterministic games with alternate moves and complete information

On fixed gain recursive estimators with discontinuity in the parameters

A multi-dimensional central limit bound and its application to the euler approximation for Lévy-SDEs

On the rate of convergence in the central limit theorem for hierarchical Laplacians

On the law of homogeneous stable functionals

Consistency of a likelihood estimator for stochastic damping Hamiltonian systems. Totally observed data

Tempered fractional multistable motion and tempered multifractional stable motion

Theory of Classification: a Survey of Some Recent Advances

Moderate Deviations for I.I.D. Random Variables

A central limit theorem for triangular arrays of weakly dependent random variables, with applications in statistics

Adaptive estimation of a quadratic functional of a density by model selection

Forward-backward stochastic differential equations and PDE with gradient dependent second order coefficients

Theory of Classification: a Survey of Some Recent Advances

Moderate Deviations for I.I.D. Random Variables

A central limit theorem for triangular arrays of weakly dependent random variables, with applications in statistics

Dependent Lindeberg central limit theorem and some applications

Approximation of the Snell Envelope and American Options Prices in dimension one

Theory of Classification: a Survey of Some Recent Advances

Sharp large deviations for Gaussian quadratic forms with applications

Moderate Deviations for I.I.D. Random Variables

A central limit theorem for triangular arrays of weakly dependent random variables, with applications in statistics

Minimum variance importance sampling via Population Monte Carlo

2017 Impact Factor*: 0.493

2017 5-Year Impact Factor*: 0.658

News