WorldCat Identities

Duquesne, Thomas

Overview
Works: 13 works in 41 publications in 2 languages and 378 library holdings
Roles: Author, 956
Classifications: QA274.73, 519.282
Publication Timeline
Key
Publications about  Thomas Duquesne Publications about Thomas Duquesne
Publications by  Thomas Duquesne Publications by Thomas Duquesne
Most widely held works by Thomas Duquesne
Random trees, Lévy processes, and spatial branching processes by Thomas Duquesne ( Book )
9 editions published in 2002 in English and French and held by 185 WorldCat member libraries worldwide
Lévy matters I recent progress in theory and applications : foundations, trees and numerical issues in finance by Thomas Duquesne ( )
16 editions published in 2010 in English and held by 160 WorldCat member libraries worldwide
Annotation
Lévy matters : [a subseries on Lévy processes] ( )
1 edition published in 2010 in English and held by 6 WorldCat member libraries worldwide
Recent progress in theory and applications foundations, trees, and numerical issues in finance ( Book )
3 editions published in 2010 in English and held by 5 WorldCat member libraries worldwide
Lévy matters by Thomas Duquesne ( Book )
4 editions published in 2010 in English and held by 5 WorldCat member libraries worldwide
Arbres aléatoires, processus de Lévy et superprocessus by Thomas Duquesne ( Book )
1 edition published in 2001 in English and held by 3 WorldCat member libraries worldwide
Lévy matters recent progress in theory and applications ( Book )
in English and held by 3 WorldCat member libraries worldwide
Modélisation de la production d'hydrocarbures dans un bassin pétrolier by Bertrand Michel ( Book )
1 edition published in 2008 in French and held by 2 WorldCat member libraries worldwide
This thesis proposes a modelling of the oil production in a hydrocarbon basin. The model is built on a probabilistic description of reserves, of the exploration process and of the launching process for the discovered fields. The use of the Levy-Paréto distribution to model field sizes is justified first by a probabilistic modelling of the reserves creation during the evolution of the geologic time and second by the invariance properties of the Poisson Dirichlet distribution under coalescence and fragmentation operations, within the Bolthausen Sznitman model framework. Two main statistical problems of model selection in the density estimation framework are identified. The first topic is about the estimation of the oil exploration model and the second is a production curve study which is carried out with a clustering and a variable selection obtained by the selection of a Gaussian mixture model. In both cases, a maximum likelihood criteria is defined in order to achieve an oracle inequality. The complete model for oil production in a basin allows to specify the shape of basin production profile. Its also allows to propose production scenarios in the future for producing basins
Continuum tree limit for the range of random walks on regular trees by Thomas Duquesne ( Book )
1 edition published in 2003 in English and held by 1 WorldCat member library worldwide
Recent progress in theory and applications : foundations, trees and numerical issues in finance ( )
1 edition published in 2010 in English and held by 1 WorldCat member library worldwide
Régularité fine de processus stochastiques et analyse 2-microlocale by Paul Balança ( )
1 edition published in 2014 in French and held by 1 WorldCat member library worldwide
The work presented in this thesis concerns the study of the fractal geometry of stochastic processes using the formalism of 2-microlocal analysis. The latter has been introduced in another branch of mathematics -functional analysis- but has also proved to be relevant to describe the geometry of deterministic functions or random processes, extending in particular the classic Hölder exponents. Several classes of processes are investigated in this manuscript, beginning with continuous martingales and Ito integrals. In particular, the characterisation of the 2-microlocal regularity of the latter leads to the introduction of a closely related concept: the pseudo 2-microlocal frontier. We also investigate using this formalism a class of Gaussian processes called multifractional Brownian motion and obtain a fine description of its Hölder and 2-microlocal behaviours. In addition, we characterize entirely the Hausdorff and Box dimensions of its graph. In our study of Lévy processes, we combine the 2-microlocal formalism and multifractal analysis to describe their regularity, exhibiting in particular some subtle geometrical behaviours which are not captured by classic tools. Furthermore, as a corollary of this result, we also determine the multifractal spectrum of another family of processes: the fractional Lévy processes. Lastly, we also define a class of multiparameter and set-indexed Markov processes and study its properties
L?vy Matters I Recent Progress in Theory and Applications: Foundations, Trees and Numerical Issues in Finance ( )
1 edition published in 2010 in English and held by 0 WorldCat member libraries worldwide
 
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Languages
English (38)
French (3)
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