Igor Honoré

Maître de Conférences
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Research

Articles

— Non-Asymptotic Gaussian Estimates for the Recursive Approximation of the Invariant Measure of a Diffusion with Stéphane Menozzi and Gilles Pagès, Annales de l’Institut Henri Poincaré, Probability and Statistics, preprint.

— Sharp non-asymptotic Concentration Inequalities for the Approximation of the Invariant Measure of a Diffusion Stochastic Processes and their Applications, preprint.

— Non-Asymptotic Concentration Inequality for an Approximation of the Invariant Distribution of a Diffusion Driven by Compound Poisson Process with Arnaud Gloter and Dasha Loukianova, ESAIM: Probability and Statistics, preprint.

— Sharp Schauder Estimates for some Degenerate Kolmogorov Equations with Paul-Éric Chaudru de Raynal and Stéphane Menozzi, Annali della Scuola Normale Superiore di Pisa, preprint.

— Strong regularization by Brownian noise propagating through a weak Hörmander structure with Paul-Éric Chaudru de Raynal and Stéphane Menozzi, Probability Theory and Related Fields , preprint.

— Parabolic bootstrap for some non-linear equations, preprint.

— Transport equations in Hölder space by vanishing viscosity and applications, preprint.

Thesis

Non-asymptotic estimates of invariant measures and regularisation by a degenerate noise for a chain of ordinary differential equations,
Direction :Stéphane Menozzi,
Reviewers: Denis Talay and Alexander Yu. Veretennikov,
Jury: François Bolley, Arnaud Gloter, Alessandra Lunardi (president), Stéphane Menozzi, Gilles Pagès, Denis Talay, Enrico Priola (invited),
Summary: french/english.

Code

Click here for the package implemented in C++ for the numerical illustration of concentration results for Euler schemes with decreasing time steps.

Presentations

Séminaire, Fédération de Mathématiques de CentraleSupélec, janvier 2020.
Séminaire, Institut de Mathématiques de Toulouse, octobre 2019.
Séminaire, Laboratoire Painlevé, Lille, octobre 2019.
Journées de Probabilités, Dourdan, juin 2019.
Exposé TOSCA, INRIA, Sophia Antipolis, décembre 2018.
Kolmogorov Days in Évry, Septembre 2018.
AIMS Conference on Dynamical Systems, Differential Equations and Applications, Taipei, Taiwan, Juillet 2018.
JPS-2018 : Jeunes Probabilistes et Statisticiens 2018, île d'Oléron, mai 2018.
Kolmogorov-Fokker-Planck Equations: theoretical issues and applications, Università degli studi di Modena e Reggio Emilia, mai 2017
Conférences de la chaire Risques Financiers, Polytechnique, 2017
Séminaire des thésards, novembre 2016, Université de Cergy-Pontoise
Groupe de Travail: Finance mathématique, probabilités numériques et statistique des processus, 2016, Paris 6 - Paris 7
Groupe de travail LaMME, Evry, avril 2016.