On a projection least squares estimator for jump diffusion processes
Halconruy, Hélène, Marie, Nicolas
Published in Annals of the Institute of Statistical Mathematics (01.04.2024)
Published in Annals of the Institute of Statistical Mathematics (01.04.2024)
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Journal Article
Malliavin and Dirichlet structures for independent random variables
Decreusefond, Laurent, Halconruy, Hélène
Published in Stochastic processes and their applications (01.08.2019)
Published in Stochastic processes and their applications (01.08.2019)
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Journal Article
Learning the Infinitesimal Generator of Stochastic Diffusion Processes
Kostic, Vladimir R, Lounici, Karim, Halconruy, Helene, Devergne, Timothee, Pontil, Massimiliano
Year of Publication 21.05.2024
Year of Publication 21.05.2024
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Journal Article
On a Projection Least Squares Estimator for Jump Diffusion Processes
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Journal Article
Laplace Transform Based Low-Complexity Learning of Continuous Markov Semigroups
Kostic, Vladimir R, Lounici, Karim, Halconruy, Hélène, Devergne, Timothée, Novelli, Pietro, Pontil, Massimiliano
Year of Publication 18.10.2024
Year of Publication 18.10.2024
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Journal Article