Publications

Preprints :

. Panloup F. and Richard A. Sub-exponential convergence to equilibrium for Gaussian driven Stochastic Differential Equations with semi-contractive drift. Submitted. HAL

. Gadat S. and Panloup F. Optimal non-asymptotic bound of the Ruppert-Polyak averaging without strong convexity.  Submitted. Arxiv

Accepted/Published Papers:

. Proïa F., Panloup F., Trabelsi C. and Clotault J. Probabilistic reconstruction of genealogies for polyploid plant species. Journal of Theoretical Biology 462. 537–551. 2019. pdf

. Regret bounds for Narendra-Shapiro bandit algorithms. With Sofiane Saadane and Sébastien Gadat. Stochastics. Volume 90. Issue 6. 886-926. 2018.  arXiv

.  Rate of convergence to equilibrium of fractional driven stochastic differential equations with rough multiplicative noise. With Aurélien Deya and Samy Tindel. Annals of Probability. Volume 47. No. 1. 464–518. 2019. pdf

. Stochastic Heavy Ball. With Sébastien Gadat and Sofiane Saadane.Electronic Journal of Statistics.  Vol. 12. Number 1. 461-529. 2018.   arXiv

. Stochastic approximation of Quasi-Stationary Distributions on compact spaces and Applications. With Michel Benaim and Bertrand Cloez. Annals of Applied Probability.  Vol. 28 (4), 2370–2416. 2018. File

. Weighted Multilevel Langevin Ergodic Simulation of Invariant Measures. With Gilles Pagès.  Annals of Applied Probability. Vol. 28. Number 6. 3358-3417. 2018. File

. Ergodicity of SDEs driven by fractional Brownian motion with multiplicative noise. With Joaquin Fontbona. Annales de l’Institut Henri Poincaré. Volume 53, Number 2. 503-538. 2017. HAL

.  A stochastic model for speculative bubbles. With Sébastien Gadat and Laurent Miclo. ALEA. Volume XII. 491-532. 2015. arXiv

. Invariant distribution of duplicated diffusions and application to Richardson-Romberg extrapolation. With Vincent Lemaire and Gilles Pagès. Annales de l’Institut Henri Poincaré (B). 2015. Volume 51(4). 1562–1596.  HAL

. Approximation of stationary solutions to SDEs driven by multiplicative fractional noise. With Serge Cohen and  Samy Tindel. Stochastic Processes and Applications. Volume 124 (3). 2014. 1197-1225. HAL

. A mixed-step algorithm for the approximation of the stationary regime of a diffusion. With Gilles Pagès. Stochastic Processes and Applications. Volume 124 (1). 2014. 522-565. HAL

. Long Time Behavior of and Stationary Regime of Memory Gradient Diffusions. With Sébastien Gadat. Annales de l’Institut Henri Poincaré (B). Volume 50 (2). 2014. 564-601. HAL

. Large Deviation Principle for invariant distributions of Memory Gradient Diffusions. With Sébastien Gadat and Clément Pellegrini. EJP. Volume 18 (81). 2013. 1-34. HAL

. Ergodic Approximation of the distribution of a stationary diffusion: Rate of convergence. With Gilles Pagès. Annals of Applied Probability. Volume 22 (3). 2012. 1059-1100. HAL

. Approximation of Stationary Solutions of Gaussian Driven Stochastic Differential Equations. With Serge Cohen. Stochastic Processes and Applications. 121 (12). 2011. 2776-2801. HAL

. Estimation of the instantaneous volatility. With Alexander Alvarez, Monique Pontier and Nicolas Savy. Statistical Inference for Stochastic Processes. Volume 15 (1) 2012. 27-59. Arxiv

. A connection between extreme value theory and long time Approximation of SDEs. Stochastic processes and their applications. 19 (10). 2009. 3583-3607. HAL

. Approximation of the distribution of a stationary Markov process with application to option pricing. With Gilles Pagès. Bernoulli. 15 (1). 2009. 146-177. HAL

. Computation of the invariant measure of a Levy driven SDE : Rate of convergence. Stochastic processes and Applications. 118 (8). 2008. HAL

. Recursive computation of the invariant measure of a stochastic differential equation driven by a Lévy process. Annals of Applied Probability. 18 (2). 2008. HAL.

Proceedings :

. Long time behavior of Markov processes and beyond. With F. Bouguet, F. Malrieu, C. Poquet and J. Reygnier. ESAIM: Proc. and Surveys. Journées MAS 2014. Vol 51. Oct. 2015.

. Recent Advances in various fields of numerical probability. With C.E. Bréhier, P.E. Chaudru de Raynal, V. Lemaire and C. Rey. ESAIM:Proc. and Surveys. Journées MAS 2014. Vol 51. Oct. 2015.

Habilitation à Diriger des Recherches  (2014) :  Contributions à l’étude en temps long de processus stochastiques. Université Toulouse III.

Referees : Benjamin Jourdain, Denis Talay, Frederi Viens.

Board : Fabrice Baudoin, Patrick Cattiaux, Serge Cohen, Benjamin Jourdain, Denis Talay, Gilles Pagès.

Thèse (2006) : Approximation du régime stationnaire d’une EDS avec sauts ». Université Paris VI.

Supervisor : Gilles Pagès. Jury : Serge Cohen (Referee), Jean Jacod, Damien Lamberton, Gilles Pagès, Etienne Pardoux (Referee), Denis Talay.