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Fabienne Castell
Fabienne Castell
Institut de Mathématiques de Marseille, Aix marseille Université
Verified email at univ-amu.fr
Title
Cited by
Cited by
Year
Asymptotic expansion of stochastic flows
F Castell
Probability theory and related fields 96, 225-239, 1993
1111993
The ordinary differential equation approach to asymptotically efficient schemes for solution of stochastic differential equations
F Castell, J Gaines
Annales de l'IHP Probabilités et statistiques 32 (2), 231-250, 1996
681996
An efficient approximation method for stochastic differential equations by means of the exponential Lie series
F Castell, J Gaines
Mathematics and computers in simulation 38 (1-3), 13-19, 1995
401995
A log-rank-type test to compare net survival distributions
N Grafféo, F Castell, A Belot, R Giorgi
Biometrics 72 (3), 760-769, 2016
392016
Self-Intersection Times for Random Walk, and Random Walk in Random Scenery in dimensions d> 4
A Asselah, F Castell
arXiv preprint math/0509721, 2005
37*2005
Large deviations for Brownian motion in a random scenery
A Asselah, F Castell
Probability theory and related fields 126 (4), 497-527, 2003
372003
A local limit theorem for random walks in random scenery and on randomly oriented lattices
F Castell, N Guillotin-Plantard, F Pène, B Schapira
312011
Random walk in random scenery and self-intersection local times in dimensions d ≥  5
A Asselah, F Castell
Probability theory and related fields 138 (1), 1-32, 2007
292007
Limit theorems for one and two-dimensional random walks in random scenery
F Castell, N Guillotin-Plantard, F Pène
Annales de l'IHP Probabilités et statistiques 49 (2), 506-528, 2013
262013
A note on random walk in random scenery
A Asselah, F Castell
Annales de l'IHP Probabilités et statistiques 43 (2), 163-173, 2007
262007
Intertwining wavelets or multiresolution analysis on graphs through random forests
L Avena, F Castell, A Gaudillière, C Mélot
Applied and Computational Harmonic Analysis 48 (3), 949-992, 2020
242020
Annealed large deviations for diffusions in a random Gaussian shear flow drift
F Castell, F Pradeilles
Stochastic processes and their applications 94 (2), 171-197, 2001
242001
Flow decomposition and large deviations
GB Arous, F Castell
Journal of functional analysis 140 (1), 23-67, 1996
231996
Large deviations for intersection local times in critical dimension
F Castell
222010
Random forests and networks analysis
L Avena, F Castell, A Gaudillière, C Mélot
Journal of Statistical Physics 173, 985-1027, 2018
202018
Moderate deviations for diffusions in a random Gaussian shear flow drift
F Castell
Annales de l'Institut Henri Poincare (B) Probability and Statistics 40 (3 …, 2004
202004
A probabilistic approach to semi-classical approximations
GB Arous, F Castell
journal of functional analysis 137 (1), 243-280, 1996
171996
Parabolic Anderson model with a finite number of moving catalysts
F Castell, O Gün, G Maillard
Probability in Complex Physical Systems: In Honour of Erwin Bolthausen and …, 2011
152011
Exponential moments of self-intersection local times of stable random walks in subcritical dimensions
F Castell, C Laurent, C Mélot
Journal of the London Mathematical Society 89 (3), 876-902, 2014
122014
Homogenization of random semilinear PDEs.
F Castell
Probability Theory & Related Fields 121 (4), 2001
122001
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