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Interpolation et comparaison de certains processus stochastiques

Abstract : In the first part of this thesis, we present some convex concentration inequalities for stochastic integrals. These results are obtained by forward/backward stochastic calculus combined with Malliavin calculus. We also present deviation inequalities for exponentialjump-diffusion.In the second part, we present some limit theorems for the conditionning of Brownian motion.
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Benjamin Laquerrière. Interpolation et comparaison de certains processus stochastiques. Mathématiques générales [math.GM]. Université de La Rochelle, 2012. Français. ⟨NNT : 2012LAROS364⟩. ⟨tel-00823901⟩

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