Patrimony
The Louis Bachelier Group's patrimony has been defined as all the publications produced by academic researchers thanks to Group funding (ILB, FdR, IEF, Labex) or via the use of EquipEx data (BEDOFIH, EUROFIDAI).
On logarithmic Sobolev inequalities for the heat kernel on the Heisenberg group.
Brownian Motion, Central Limit Theorem, Heat kernel, Heisenberg group, Logarithmic Sobolev inequality, Poincaré inequality, Random Walk
Averaged reflected EDSs with jumps and McKean-Vlasov type retrograde EDSs: theoretical and numerical study.
Décomposition en chaos de Wiener, EDSRs de type McKean-Vlasov, EDSs réfléchies en moyenne avec sauts, Marche aléatoire, McKean-Vlasov backward SDEs, Mean reflected SDEs with jumps, Particle system, Propagation du chaos, Propagation of chaos, Random walk, Système de particules, Wiener chaos expansion
Ruin probabilities in models with a Markov chain dependence structure.
Density satisfying ODE with constant coefficients, Dependence, Markov chain, Random walk, Rational Laplace transform, Ruin probability