PROBABILISTIC PROPERTIES AND PARAMETRIC INFERENCE OF SMALL VARIANCE NONLINEAR SELF-STABILIZING STOCHASTIC DIFFERENTIAL EQUATIONS

Section 2 further introduces notations through a general presentation of SDEs with mixed-effects as an extension of classical nonlinear mixed-effects models. The asymptotic

We establish a convergence theorem for a class of nonlinear reaction-diffusion equations when the diffusion term is the subdifferential of a convex functional in a class of

We consider here a parametric framework with distributions leading to explicit approximate likelihood functions and study the asymptotic behaviour of the associated estimators under

In order to conclude this study, we shall present some particular example of self-stabilizing diffusion which presents the following property: any invariant symmetric measure

Key Words: Backward Doubly Stochastic Differential Equations, Semilinear Stochastic PDEs, Generalized Backward Doubly Stochastic Differential Equations, Quasilinear

In this chapter, we study in the non-markovian case a discrete time approximation scheme for the solution of a doubly reflected Backward Stochastic Differential Equation (DRBSDE

Notre étude porte d’une part sur l’évaluation de la qualité des eaux dures du Hamma et Fourchi et d’autre part sur l’inhibition du pouvoir entartrant de ces eaux

عافترا داهجا سزيم نوف ممق يف ةكبش تاماعدلا رادجلا ىوتسم ىلعو ينايرشلا يف امهسملات قطانم. تاماعدلا