@unpublished{KleinZitt2008,
  author    = {Klein, Markus and Zitt, Pierre-Andr{\´e}},
  title     = {Resonances for a diffusion with small noise},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-49448},
  year      = {2008},
  abstract  = {We study resonances for the generator of a diffusion with small noise in R(d) : L = -∈∆ + ∇F * ∇, when the potential F grows slowly at infinity (typically as a square root of the norm). The case when F grows fast is well known, and under suitable conditions one can show that there exists a family of exponentially small eigenvalues, related to the wells of F. We show that, for an F with a slow growth, the spectrum is R+, but we can find a family of resonances whose real parts behave as the eigenvalues of the "quick growth" case, and whose imaginary parts are small.},
  language  = {en}
}
@unpublished{CattiauxDaiPraPoelly2007,
  author    = {Cattiaux, Patrick and Dai Pra, Paolo and Poelly, Sylvie},
  title     = {A constructive approach to a class of ergodic HJB equations with nonsmooth cost},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-49430},
  year      = {2007},
  abstract  = {We consider a class of ergodic Hamilton-Jacobi-Bellman (HJB) equations, related to large time asymptotics of non-smooth multiplicative functional of difusion processes. Under suitable ergodicity assumptions on the underlying difusion, we show existence of these asymptotics, and that they solve the related HJB equation in the viscosity sense.},
  language  = {en}
}
@unpublished{ChampagnatRoelly2007,
  author    = {Champagnat, Nicolas and Roelly, Sylvie},
  title     = {Limit theorems for conditioned multitype Dawson-Watanabe processes},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-49426},
  year      = {2007},
  abstract  = {A multitype Dawson-Watanabe process is conditioned, in subcritical and critical cases, on non-extinction in the remote future. On every nite time interval, its distribution law is absolutely continuous with respect to the law of the unconditioned process. A martingale problem characterization is also given. The explicit form of the Laplace functional of the conditioned process is used to obtain several results on the long time behaviour of the mass of the conditioned and unconditioned processes. The general case is considered first, where the mutation matrix which modelizes the interaction between the types, is irreducible. Several two-type models with decomposable mutation matrices are also analysed.},
  language  = {en}
}
@unpublished{Laeuter2006,
  author    = {L{\"a}uter, Henning},
  title     = {On approximate likelihood in survival models},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-51615},
  year      = {2006},
  abstract  = {We give a common frame for different estimates in survival models. For models with nuisance parameters we approximate the profile likelihood and find estimates especially for the proportional hazard model.},
  language  = {en}
}
@unpublished{LieroLiero2006,
  author    = {Liero, Hannelore and Liero, Matthias},
  title     = {Testing the acceleration function in life time models},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-49405},
  year      = {2006},
  abstract  = {The accelerated life time model is considered. First, test procedures for testing the parameter of a parametric acceleration function is investigated; this is done under the assumption of parametric and nonparametric baseline distribution. Further, based on nonparametric estimators for regression functions tests are proposed for checking whether a parametric acceleration function is appropriate to model the influence of the covariates. Resampling procedures are discussed for the realization of these methods. Simulations complete the considerations.},
  language  = {en}
}
@unpublished{Liero2006,
  author    = {Liero, Hannelore},
  title     = {A Note on : testing the Copula Based on Densities},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-49393},
  year      = {2006},
  abstract  = {We consider the problem of testing whether the density of a mul- tivariate random variable can be expressed by a prespecified copula function and the marginal densities. The proposed test procedure is based on the asymptotic normality of the properly standardized integrated squared distance between a multivariate kernel density estimator and an estimator of its expectation under the hypothesis. The test of independence is a special case of this approach.},
  language  = {en}
}
@unpublished{FradonRoelly2005,
  author    = {Fradon, Myriam and Roelly, Sylvie},
  title     = {Brownian Hard Balls submitted to an infinite rangeinteraction with slow decay},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-49379},
  year      = {2005},
  abstract  = {We consider an infinite system of hard balls in Rd undergoing Brownian motions and submitted to a pair potential with infinite range and quasi polynomial decay. It is modelized by an infinite-dimensional Stochastic Differential Equation with an infinite-dimensional local time term. Existence and uniqueness of a strong solution is proven for such an equation with deterministic initial condition. We also show that the set of all equilibrium measures, solution of a Detailed Balance Equation, coincides with the set of canonical Gibbs measures associated to the hard core potential.},
  language  = {en}
}
@unpublished{FradonRoelly2005,
  author    = {Fradon, Myriam and Roelly, Sylvie},
  title     = {Infinite system of Brownian Balls: Equilibrium measures are canonical Gibbs},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-51594},
  year      = {2005},
  abstract  = {We consider a system of infinitely many hard balls in Rd undergoing Brownian motions and submitted to a smooth pair potential. It is modelized by an infinite-dimensional Stochastic Differential Equation with a local time term. We prove that the set of all equilibrium measures, solution of a Detailed Balance Equation, coincides with the set of canonical Gibbs measures associated to the hard core potential added to the smooth interaction potential.},
  language  = {en}
}
@unpublished{LaeuterLiero2004,
  author    = {L{\"a}uter, Henning and Liero, Hannelore},
  title     = {Nonparametric estimation and testing in survival models},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-51586},
  year      = {2004},
  abstract  = {The aim of this paper is to demonstrate that nonparametric smoothing methods for estimating functions can be an useful tool in the analysis of life time data. After stating some basic notations we will present a data example. Applying standard parametric methods to these data we will see that this approach fails - basic features of the underlying functions are not reflected by their estimates. Our proposal is to use nonparametric estimation methods. These methods are explained in section 2. Nonparametric approaches are better in the sense that they are more flexible, and misspecifications of the model are avoided. But, parametric models have the advantage that the parameters can be interpreted. So, finally, we will formulate a test procedure to check whether a parametric or a nonparametric model is appropriate.},
  language  = {en}
}
@unpublished{Louis2004,
  author    = {Louis, Pierre-Yves},
  title     = {Increasing Coupling of Probabilistic Cellular Automata},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-51578},
  year      = {2004},
  abstract  = {We give a necessary and sufficient condition for the existence of an increasing coupling of N (N >= 2) synchronous dynamics on S-Zd (PCA). Increasing means the coupling preserves stochastic ordering. We first present our main construction theorem in the case where S is totally ordered; applications to attractive PCAs are given. When S is only partially ordered, we show on two examples that a coupling of more than two synchronous dynamics may not exist. We also prove an extension of our main result for a particular class of partially ordered spaces.},
  language  = {en}
}