Two numerical schemes for the simulation of skew diffusions using their resolvent kernels

The main result on asymptotics of the spherical functions contained in Theorem 4.5 is important from the point of view of spherical analysis on symmetric spaces, because it

The lemma hereafter gives an expression of the non-exit probability for Brownian motion with drift a in terms of an integral involving the transition probabilities of the

Abstract: In this short note, we show how to use concentration inequalities in order to build exact confidence intervals for the Hurst parameter associated with a

The dynamic of this stochastic differential equation enables us to compute the law of the hitting time of zero for the distance between the two skew Brownian motions.. This extends

Therefore, the exact detector geometry and the position of the detector crystal inside the housing were determined through radiographic images.. X-rays were used to analyse

We include a variety of results, including an inequality for the Laplacian of the distance function derived from a Jacobian com- parison theorem, a characterization of local time on

Abstract: In this short note, we show how to use concentration inequal- ities in order to build exact confidence intervals for the Hurst parameter associated with a

From the statistical point of view we find this problem interesting because it is in certain sense intermediate between the classical problem of drift estimation in a diffusion,