Herein, we characterize strong solutions of multidimensional stochastic differential equations (formula) that can be represented locally as (formula) where W is an multidimensional Brownian motion and U, (symbole) are continuous functions. Assuming that (symbole) is continuously differentiable,...

En gestion de projet, le dépassement des délais ou des coûts est fréquent. Le contrôle de projet ou la mesure de la performance s’avère important. À cet égard, l’outil de mesure de performance disponible est la valeur acquise, laquelle repose sur une planification de base PERT / CPM....

We deduce a partial version of the KMT (1975) inequality for coupling the uniform empirical process with a sequence of Brownian bridges via the construction used by Cs¨org?o and R´ev´esz (CsR) (1978) for their similar coupling of the uniform quantile process with another sequence of Brownian...

We consider the marginal models of Liang and Zeger (1986) for the analysis of longitudinal data and we develop a theory of statistical inference for such models. We prove the existence, weak consistency and asymptotic normality of a sequence of estimators defined as roots of pseudo-likelihood...

A very promising literature has been recently devoted to the modeling of ultra-high-frequency (UHF) data. Our first aim is to develop an empirical application of Autoregressive Conditional Duration GARCH models and the realized volatility to forecast future volatilities on irregularly spaced...

A number of indices of economic inequality have been proposed in the literature. Their constructions are based on various econometric motives and justifications such as axioms of fairness. In this paper we analize the indices stepping slightly aside from their econometric meanings and adopting a...

Monte Carlo simulation has an advantage upon the binomial tree as it can take into account the multidimensions of a problem. However it convergence speed is slower. In this article, we show how this method may be improved by various means: antithetic variables, control variates and low...

The objective of this paper is the study of the equilibrium behavior of a population on the hierarchical group (Omega)N consisting of families of individuals undergoing critical branching random walk and in addition these families also develop according to a critical branching process. Strong...

In this paper, we establish some limit theorems on the combined Csorgo-Révész increments with moduli of continuity for finite dimensional Gaussian random fields under mild conditions, via estimating upper bounds of large deviation probabilities on suprema of the finite dimensional Gaussian...