Marc Hoffmann
- Nonparametric estimation for interacting particle systems :\n McKean-Vlasov models
2020/11/07 by Laetitia Della Maestra, Marc Hoffmann, Della Maestra, Laetitia +1 · 8 citations
Economics, Econometrics and Finance · Mathematics · #Stochastic processes and financial applications #Markov Chains and Monte Carlo Methods #Statistical Methods and Inference
- The LAN property for McKean-Vlasov models in a mean-field regime
2022/05/12 by Laetitia Della Maestra, Marc Hoffmann, Della Maestra, Laetitia +1 · 5 citations
Economics, Econometrics and Finance · Mathematics · Physics and Astronomy · #62C20 #62F12 #62F99 #62M99 #Advanced Thermodynamics and Statistical Mechanics #FOS: Mathematics #Statistical Methods and Bayesian Inference #Statistics Theory (math.ST) #Stochastic processes and financial applications
- Scaling limits for Hawkes processes and application to financial\n statistics
2012/02/03 by Emmanuel Bacry, Bacry, Emmanuel, Sylvain Delattre +5 · 2 citations
Biochemistry, Genetics and Molecular Biology · Mathematics · #60F05 #60G55 #62M10 #Diffusion and Search Dynamics #FOS: Mathematics #Point processes and geometric inequalities #Probability (math.PR) #Stochastic processes and statistical mechanics
- Entropic Semi-Martingale Optimal Transport
2024/08/18 by Jean‐David Benamou, Guillaume Chazareix, Benamou, Jean-David +7 · 1 citation
Mathematics · #Numerical methods in inverse problems
- Rainfall is rough
2026/07/29 by Thomas Deschatre, Marc Hoffmann, Mathieu Rosenbaum
Economics, Econometrics and Finance · Mathematics · #q-fin.ST #stat.AP #stat.CO