Academic literature on the topic 'Processus Markovien à sauts'
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Journal articles on the topic "Processus Markovien à sauts"
Simon, Thomas. "Théorème de support pour processus à sauts." Comptes Rendus de l'Académie des Sciences - Series I - Mathematics 328, no. 11 (June 1999): 1075–80. http://dx.doi.org/10.1016/s0764-4442(99)80327-9.
Full textRadulescu, Ovidiu, Aurélie Muller, and Alina Crudu. "Théorèmes limites pour les processus de Markov à sauts." Techniques et sciences informatiques 26, no. 3-4 (June 5, 2007): 443–69. http://dx.doi.org/10.3166/tsi.26.443-469.
Full textROUX, D. "Analyse multi-échelle d'un processus gaussien markovien au voisinage d'une singularité." Annales de l'Institut Henri Poincare (B) Probability and Statistics 33, no. 3 (1997): 295–322. http://dx.doi.org/10.1016/s0246-0203(97)80093-3.
Full textKermiche, Lamya. "Une modélisation de la surface de volatilité implicite par processus à sauts." Finance 29, no. 2 (2008): 57. http://dx.doi.org/10.3917/fina.292.0057.
Full textSimon, Thomas. "Fonctions de Mittag–Leffler et processus de Lévy stables sans sauts négatifs." Expositiones Mathematicae 28, no. 3 (2010): 290–98. http://dx.doi.org/10.1016/j.exmath.2009.12.002.
Full textBibi, Abdelouahab, and Abdelhakim Aknouche. "Stationnarité et β-mélange des processus bilinéaires généraux à changement de régime markovien." Comptes Rendus Mathematique 348, no. 3-4 (February 2010): 185–88. http://dx.doi.org/10.1016/j.crma.2009.12.015.
Full textZusheng, Rao. "Filtrage d'une diffusion reflechie a sauts, observee a travers un processus ponctuel marque." Stochastics and Stochastic Reports 51, no. 1-2 (November 1994): 51–67. http://dx.doi.org/10.1080/17442509408833944.
Full textCherfaoui, Mouloud, Mohamed Boualem, Djamil Aïssani, and Smail Adjabi. "Choix du paramètre de lissage dans l'estimation à noyau d'une matrice de transition d'un processus semi-markovien." Comptes Rendus Mathematique 353, no. 3 (March 2015): 273–77. http://dx.doi.org/10.1016/j.crma.2014.09.030.
Full textBastien Charlebois, Janik. "« L’homophobie naturelle » des garçons adolescents : essor et ressorts d’explications déterministes." Hors thème, no. 49 (March 28, 2011): 181–201. http://dx.doi.org/10.7202/1001417ar.
Full textCallier, Jacqueline, Cécile Tribot, Jean-Yves Cornu, and Jean-Denis Rouillon. "Effets d’un entraînement spécifique sur l’équilibre statique et dynamique d’enfants déficients auditifs." STAPS 19, no. 46 (1998): 7–13. http://dx.doi.org/10.3406/staps.1998.1270.
Full textDissertations / Theses on the topic "Processus Markovien à sauts"
Mariton, Michel. "Les systèmes linéaires à sauts markoviens." Paris 11, 1986. http://www.theses.fr/1986PA112288.
Full textLANEUVILLE, DANN. "Processus a sauts markoviens : apport des capteurs imageurs au pistage de cibles manuvrantes." Paris 11, 1998. http://www.theses.fr/1998PA112409.
Full textAit, Rami Mustapha. "Approche LMI pour l'analyse et la commande des systèmes à sauts markoviens." Paris 9, 1997. https://portail.bu.dauphine.fr/fileviewer/index.php?doc=1997PA090026.
Full textCauchemez, Simon. "Estimation des paramètres de transmission dans les modèles épidémiques par échantillonnage de Monte Carlo par chaine de Markov." Paris 6, 2005. http://www.theses.fr/2005PA066572.
Full textAbbassi, Noufel. "Chaînes de Markov triplets et filtrage optimal dans les systemes à sauts." Phd thesis, Institut National des Télécommunications, 2012. http://tel.archives-ouvertes.fr/tel-00873630.
Full textParoissin, Christian. "Résultats asymptotiques pour des grands systèmes réparables monotones." Phd thesis, Université Paris-Diderot - Paris VII, 2002. http://tel.archives-ouvertes.fr/tel-00002101.
Full textTordeux, Antoine. "Étude de processus en temps continu modélisant l'écoulement de flux de trafic routier." Phd thesis, Université Paris-Est, 2010. http://tel.archives-ouvertes.fr/tel-00596941.
Full textNguyen, Thi Thu Huong. "Estimation de processus de sauts." Thesis, Paris Est, 2018. http://www.theses.fr/2018PESC1124/document.
Full textIn this thesis, we consider a stochastic differential equation driven by a truncated pure jump Lévy process with index α ∈(0,2) and observe high frequency data of the process on a fixed observation time. We first study the behavior of the density of the process in small time. Next, we prove the Local Asymptotic Mixed Normality (LAMN) property for the drift and scaling parameters from high frequency observations. Finally, we propose some estimators of the index parameter of the process.The first part deals with the asymptotic behavior of the density in small time of the process. The process is assumed to depend on a parameter β = (θ,σ) and we study, in this part, the sensitivity of the density with respect to this parameter. This extends the results of [17] which were restricted to the index α ∈ (1,2) and considered only the sensitivity with respect to the drift coefficient. By using Malliavin calculus, we obtain the representation of the density, its derivative and its logarithm derivative as an expectation and a conditional expectation. These representation formulas involve some Malliavin weights whose expressions are given explicitly and this permits to analyze the asymptotic behavior in small time of the density, using the self-similarity property of the stable process.The second part of this thesis concerns the Local Asymptotic Mixed Normality property for the parameters. Both the drift coefficient and scale coefficient depend on the unknown parameters. Extending the results of [17], we compute the asymptotic Fisher information and find that the rate in the Local Asymptotic Mixed Normality property depends on the index α.The third part proposes some estimators of the jump activity index α ∈ (0,2) based on the method of moments as in Masuda [53]. We prove the consistency and asymptotic normality of the estimators and give some simulations to illustrate the finite-sample behaviors of the estimators
Blanchet-Scalliet, Christophette. "Processus à sauts et risque de défaut." Phd thesis, Université d'Evry-Val d'Essonne, 2001. http://tel.archives-ouvertes.fr/tel-00192209.
Full textLa seconde est consacrée à une modélisation du risque de défaut. Nous insistons sur la différence entre l'information liée au défaut de celle du marché sans défaut. Nous établissons des théorèmes de représentation prévisibles pour les martingales dans la filtration élargie.
Dinetan, Lee. "Ruine et investissement en environnement markovien." Thesis, Toulouse 3, 2015. http://www.theses.fr/2015TOU30141/document.
Full textThis thesis aims at modelling and optimize an agent's (called "he") investment strategies when subjected to a Markovian environment, and to a liquidity risk happening when he runs out of liquid assets during an expense. Throughout this work, we deem that he aims at avoiding default; for this purpose, investment opportunities are available to him, allowing to increase his future expected incomes at the price of an immediate expense, therefore risking premature bankruptcy since investment is deemed illiquid: our goal is to find conditions under which incurring such liquidity risks is more advisable than declining a permanent income
Books on the topic "Processus Markovien à sauts"
Karimi, Hamid Reza, and Baoping Jiang. Sliding Mode Control of Semi-Markovian Jump Systems. Taylor & Francis Group, 2021.
Find full textKarimi, Hamid Reza, and Baoping Jiang. Sliding Mode Control of Semi-Markovian Jump Systems. Taylor & Francis Group, 2021.
Find full textSliding Mode Control of Semi-Markovian Jump Systems. Taylor & Francis Group, 2021.
Find full textBook chapters on the topic "Processus Markovien à sauts"
Leandre, Rémi. "Densite en temps petit d'un processus de sauts." In Lecture Notes in Mathematics, 81–99. Berlin, Heidelberg: Springer Berlin Heidelberg, 1987. http://dx.doi.org/10.1007/bfb0077628.
Full text"LES PROCESSUS DE SAUTS." In Finance computationnelle et gestion des risques, 427–58. Presses de l'Université du Québec, 2006. http://dx.doi.org/10.2307/j.ctv18ph6c6.17.
Full textBARBU, Vlad Stefan, Alex KARAGRIGORIOU, and Andreas MAKRIDES. "Processus semi-markoviens pour la prévision des tremblements de terre." In Méthodes et modèles statistiques pour la sismogenèse, 315–25. ISTE Group, 2023. http://dx.doi.org/10.51926/iste.9037.ch11.
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