4. Mathematics
  5. Probability

Arnaud Gloter

Mathematics – Probability

Scientist

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Distance between two skew Brownian motions as a SDE with jumps and law of the hitting time

Mathematics – Probability
Scientific paper

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Estimation of the Hurst parameter from discrete noisy data

Mathematics – Statistics Theory
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LAMN property for hidden processes: the case of integrated diffusions

Mathematics – Probability
Scientific paper

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Multifractal analysis in a mixed asymptotic framework

Mathematics – Probability
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