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).
Asymptotics in small time for the density of a stochastic differential equation driven by a stable LEVY process.
Density in small time, Lévy process, Malliavin calculus for jump processes, Stable process
LAMN property for the drift and volatility parameters of a SDE driven by a stable Lévy Process.
LAMN property, Lévy process, Malliavin calculus for jump processes, Parametric estimation, Stable process
LAMN property for the drift and volatility parameters of a sde driven by a stable Lévy process.
LAMN property, Lévy process, Malliavin calculus for jump processes, Parametric estimation, Stable process
Local Asymptotic Mixed Normality property for discretely observed stochastic differential equations driven by stable Lévy processes.
Local Asymptotic Mixed Normality Property, Lévy process, Malliavin calculus for jump processes, Stable process
Estimating functions for SDE driven by stable Lévy processes.
Estimating functions, Lévy process, Malliavin Calculus, Parametric infer- ence, Parametric inference, Stable process, Stochastic Differential Equation
Joint estimation for SDE driven by locally stable Lévy processes.
Estimating functions, Lévy process, Parametric inference, Stable process, Stochastic Differential Equation
Estimating functions for SDE driven by stable Lévy processes.
Estimating functions, Lévy process, Malliavin Calculus, Parametric infer- ence, Parametric inference, Stable process, Stochastic Differential Equation