papers
Publications (4)
math.PR2008
Sharp large deviations for the fractional Ornstein-Uhlenbeck process
Bernard Bercu, Laure Coutin, Nicolas Savy
math.PR2012
On Ornstein-Uhlenbeck driven by Ornstein-Uhlenbeck processes
Bernard Bercu, Frederic Proia, Nicolas Savy
math.PR2011
Sharp large deviations for the non-stationary Ornstein-Uhlenbeck process
Bernard Bercu, Laure Coutin, Nicolas Savy
math.PR2007
Rubinstein distance on configurations spaces
Laurent Decreusefond, Nicolas Savy