Brice Franke

Identifiers

• name variant Brice Franke 0.60 · backfill

Papers (8)

1. The Convergence rate of the Gibbs sampler for the $2-$D Ising model via a geometric bound math.PR · 2018 · author #1
2. Estimating Drift Parameters in a Fractional Ornstein Uhlenbeck Process with Periodic Mean math.ST · 2015 · author #2
3. Stable Limit Theorem for U-Statistic Processes Indexed by a Random Walk math.PR · 2012 · author #1
4. Change Point Testing for the Drift Parameters of a Periodic Mean Reversion Process math.ST · 2012 · author #2
5. A self-similar process arising from a random walk with random environment in random scenery math.ST · 2011 · author #1
6. A duality approach to the worst case value at risk for a sum of dependent random variables with known covariances q-fin.RM · 2009 · author #1
7. Correction to: The scaling limit behaviour of periodic stable-like processes math.ST · 2007 · author #1
8. A functional non-central limit theorem for jump-diffusions with periodic coefficients driven by stable Levy-noise math.PR · 2006 · author #1

Mentions

• 1509.03163 #2 · backfill · confidence 0.70 Brice Franke
• 1212.2133 #1 · backfill · confidence 0.70 Brice Franke
• 1211.0610 #2 · backfill · confidence 0.70 Brice Franke
• 1102.5241 #1 · backfill · confidence 0.70 Brice Franke
• 0912.1841 #1 · backfill · confidence 0.70 Brice Franke
• 0708.4283 #1 · backfill · confidence 0.70 Brice Franke

Frequent Coauthors

• Herold Dehling 2 shared papers
• Amine Helali 1 shared papers
• Francoise Pene 1 shared papers
• Jeannette H.C. Woerner 1 shared papers
• Martin Wendler 1 shared papers
• Michael Stolz 1 shared papers
• Reg Kulperger 1 shared papers
• Tatsuhiko Saigo 1 shared papers
• Thomas Kott 1 shared papers