Our research delves into the balance between maintaining privacy and
pre...
Let (X_t)_t ≥ 0 be solution of a one-dimensional stochastic
differential...
We aim at estimating in a non-parametric way the density π of the
statio...
We study the problem of the nonparametric estimation for the density π o...
In this paper, we consider a one-dimensional diffusion process with jump...
We discuss parametric estimation of a degenerate diffusion system from
t...
We study the problem of the non-parametric estimation for the density π
...
We consider the solution X = (Xt) t>0 of a multivariate stochastic
diffe...
In this paper we consider an ergodic diffusion process with jumps whose ...
The problem of integrated volatility estimation for the solution X of a
...
In this paper we consider an ergodic diffusion process with jumps whose ...