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

Stability of Densities for Perturbed Diffusions and Markov Chains

Valentin Konakov, Anna Kozhina and Stéphane Menozzi

ESAIM: PS, 21 (2017) 88-112

Published online: 20 March 2017

DOI: https://doi.org/10.1051/ps/2016028
- PDF (403.3 KB)
- References
Estimating the conditional density by histogram type estimators and model selection

Mathieu Sart

ESAIM: PS, 21 (2017) 34-55

Published online: 09 March 2017

DOI: https://doi.org/10.1051/ps/2016026
- PDF (326.5 KB)
- References
Unbiased Monte Carlo estimate of stochastic differential equations expectations

Mahamadou Doumbia, Nadia Oudjane and Xavier Warin

ESAIM: PS, 21 (2017) 56-87

Published online: 09 March 2017

DOI: https://doi.org/10.1051/ps/2017001
- PDF (2.148 MB)
- References
Non-binary branching process and non-Markovian exploration process

Ibrahima Drame, Etienne Pardoux and A.B. Sow

ESAIM: PS, 21 (2017) 1-33

Published online: 27 February 2017

DOI: https://doi.org/10.1051/ps/2016027
- PDF (592.3 KB)
- References
Analysis of a splitting scheme for a class of random nonlinear partial differential equations

Romain Duboscq and Renaud Marty

ESAIM: PS, 20 (2016) 572-589

Published online: 21 December 2016

DOI: https://doi.org/10.1051/ps/2016023
- PDF (296.0 KB)
- References
A test for the equality of monotone transformations of two random variables

Mohamed Boutahar and Denys Pommeret

ESAIM: PS, 20 (2016) 510-526

Published online: 07 December 2016

DOI: https://doi.org/10.1051/ps/2016003
- PDF (297.6 KB)
- References
Ergodicity and limit theorems for degenerate diffusions with time periodic drift. Application to a stochastic Hodgkin−Huxley model

Reinhard Höpfner, Eva Löcherbach and Michèle Thieullen

ESAIM: PS, 20 (2016) 527-554

Published online: 07 December 2016

DOI: https://doi.org/10.1051/ps/2016020
- PDF (483.6 KB)
- References
Step semi-Markov models and application to manpower management

Vlad Stefan Barbu, Guglielmo D’Amico, Raimondo Manca and Filippo Petroni

ESAIM: PS, 20 (2016) 555-571

Published online: 07 December 2016

DOI: https://doi.org/10.1051/ps/2016025
- PDF (668.6 KB)
- References
Limit behaviour of BSDE with jumps and with singular terminal condition

A. Popier

ESAIM: PS, 20 (2016) 480-509

Published online: 01 December 2016

DOI: https://doi.org/10.1051/ps/2016024
- PDF (407.2 KB)
- References

Most read articles

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

Stability of Densities for Perturbed Diffusions and Markov Chains

Estimating the conditional density by histogram type estimators and model selection

Unbiased Monte Carlo estimate of stochastic differential equations expectations

Non-binary branching process and non-Markovian exploration process

Analysis of a splitting scheme for a class of random nonlinear partial differential equations

A test for the equality of monotone transformations of two random variables

Ergodicity and limit theorems for degenerate diffusions with time periodic drift. Application to a stochastic Hodgkin−Huxley model

Step semi-Markov models and application to manpower management

Limit behaviour of BSDE with jumps and with singular terminal condition

Theory of Classification: a Survey of Some Recent Advances

Coupling a stochastic approximation version of EM with an MCMC procedure

Moderate Deviations for I.I.D. Random Variables

How many bins should be put in a regular histogram

Adaptive tests of qualitative hypotheses

Theory of Classification: a Survey of Some Recent Advances

Moderate Deviations for I.I.D. Random Variables

Coupling a stochastic approximation version of EM with an MCMC procedure

Adaptive tests of qualitative hypotheses

How many bins should be put in a regular histogram

Theory of Classification: a Survey of Some Recent Advances

Moderate Deviations for I.I.D. Random Variables

How many bins should be put in a regular histogram

Inference on overlap coefficients under the Weibull distribution: Equal shape parameter

A martingale control variate method for option pricing with stochastic volatility

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