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28
Nov
Estimateur du maximum de vraisemblance pour les paramètres des processus de Cox-Ingersoll-Ross et de Heston
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Dans un premier temps, on considère un processus CIR (pour Cox-Ingersoll-Ross). C'est la solution forte de l'équation différentielle stochastiquedX_t = (a+bX_t) dt+ 2 \sqrt{X_t} dB_t [...]
28
Nov
Inference for conditioned Galton-Watson trees from their Harris path
(...)
Tree-structured data naturally appear in various fields, particularly in biology where plants and blood vessels may be described by trees, but also in computer science [...]
Séminaire Géométrie, Dynamique et Topologie (TBA)
Paolo Aceto (Alfréd Rényi Institute of Mathematics, Budapest)
TBA http://www.renyi.hu/~paoloace/
External Fields created by point masses: Logarithmic "vs" Riesz Potentials
Ramón A. Orive Rodríguez (Universidad de La Laguna, Ténérife)
In this talk, equilibrium problems in the presence of external fields created by a finite number of point masses are discussed, both for the s-Riesz [...]
