Accéder directement au contenu

Arnaud Gloter

4
Documents

Publications

huong-nguyen
Image document

LAMN property for the drift and volatility parameters of a sde driven by a stable Lévy process

 Emmanuelle Clément , Arnaud Gloter , Huong Nguyen
ESAIM: Probability and Statistics, 2019, 23, pp.136-175. ⟨10.1051/ps/2018007⟩
Article dans une revue hal-02925328v1
Image document

Asymptotics in small time for the density of a stochastic differential equation driven by a stable Lévy process

 Emmanuelle Clément , Arnaud Gloter , Huong Nguyen
ESAIM: Probability and Statistics, 2018, 22, pp.58-95. ⟨10.1051/ps/2018009⟩
Article dans une revue hal-01772290v1
Image document

LAMN property for the drift and volatility parameters of a SDE driven by a stable Lévy Process

 Emmanuelle Clément , Arnaud Gloter , Huong Nguyen
2017
Pré-publication, Document de travail hal-01472749v2
Image document

Asymptotics in small time for the density of a stochastic differential equation driven by a stable LEVY process

 Emmanuelle Clément , Arnaud Gloter , Huong Nguyen
2017
Pré-publication, Document de travail hal-01410989v2