Cattiaux, Patrick; León, José R.; Prieur, Clémentine Invariant density estimation for a reflected diffusion using an Euler scheme. (English) Zbl 1370.60132 Monte Carlo Methods Appl. 23, No. 2, 71-88 (2017). MSC: 60J60 60H35 60H10 62G05 37A25 PDFBibTeX XMLCite \textit{P. Cattiaux} et al., Monte Carlo Methods Appl. 23, No. 2, 71--88 (2017; Zbl 1370.60132) Full Text: DOI Link
Cattiaux, Patrick; León, José R.; Prieur, Clémentine Estimation for stochastic damping Hamiltonian systems under partial observation. III: Diffusion term. (English) Zbl 1343.62047 Ann. Appl. Probab. 26, No. 3, 1581-1619 (2016). MSC: 62M05 60H10 60F05 62G07 PDFBibTeX XMLCite \textit{P. Cattiaux} et al., Ann. Appl. Probab. 26, No. 3, 1581--1619 (2016; Zbl 1343.62047) Full Text: DOI arXiv Euclid
Cattiaux, P.; León, José R.; Prieur, C. Recursive estimation for stochastic damping Hamiltonian systems. (English) Zbl 1326.62083 J. Nonparametric Stat. 27, No. 3, 401-424 (2015). MSC: 62G07 60H10 60F05 PDFBibTeX XMLCite \textit{P. Cattiaux} et al., J. Nonparametric Stat. 27, No. 3, 401--424 (2015; Zbl 1326.62083) Full Text: DOI HAL
Cattiaux, Patrick; León, José R.; Prieur, Clémentine Estimation for stochastic damping Hamiltonian systems under partial observation. I: Invariant density. (English) Zbl 1279.62082 Stochastic Processes Appl. 124, No. 3, 1236-1260 (2014). MSC: 62G07 60H10 60F05 62M05 PDFBibTeX XMLCite \textit{P. Cattiaux} et al., Stochastic Processes Appl. 124, No. 3, 1236--1260 (2014; Zbl 1279.62082) Full Text: DOI
Cattiaux, Patrick; Guillin, Arnaud Deviation bounds for additive functionals of Markov processes. (English) Zbl 1183.60011 ESAIM, Probab. Stat. 12, 12-29 (2008). MSC: 60F10 60J25 PDFBibTeX XMLCite \textit{P. Cattiaux} and \textit{A. Guillin}, ESAIM, Probab. Stat. 12, 12--29 (2008; Zbl 1183.60011) Full Text: DOI arXiv EuDML