Tome 12 (2008)

Sommaire

Euler scheme for SDEs with non-Lipschitz diffusion coefficient : strong convergence
p. 1-11
Deviation bounds for additive functionals of Markov processes
p. 12-29
Estimation of anisotropic gaussian fields through Radon transform
p. 30-50
Concentration inequalities for semi-bounded martingales
p. 51-57
Asymptotic behavior of the hitting time, overshoot and undershoot for some Lévy processes
p. 58-93
Separation principle in the fractional gaussian linear-quadratic regulator problem with partial observation
p. 94-126
Distortion mismatch in the quantization of probability measures
p. 127-153
Dependent Lindeberg central limit theorem and some applications
p. 154-172
Random thresholds for linear model selection
p. 173-195
Parametric inference for mixed models defined by stochastic differential equations
p. 196-218
Exponential inequalities for VLMC empirical trees
p. 219-229
Analysis of the Rosenblatt process
p. 230-257
Functional inequalities and uniqueness of the Gibbs measure - from log-Sobolev to Poincaré
p. 258-272
Multidimensional limit theorems for smoothed extreme value estimates of point processes boundaries
p. 273-307
On EM algorithms and their proximal generalizations
p. 308-326
Minimax and Bayes estimation in deconvolution problem
p. 327-344
Large population limit and time behaviour of a stochastic particle model describing an age-structured population
p. 345-386
Stochastic differential equations driven by processes generated by divergence form operators II : convergence results
p. 387-411
Metastable behaviour of small noise Lévy-driven diffusions
p. 412-437
Density estimation with quadratic loss : a confidence intervals method
p. 438-463
Théorèmes limites avec poids pour les martingales vectorielles à temps continu
p. 464-491
Logarithmic Sobolev inequalities for inhomogeneous Markov semigroups
p. 492-504