13 research outputs found
On the Constructions of the Skew Brownian Motion
No full texthttp://www.imstat.org/This article summarizes the various ways one may use to construct the Skew Brownian motion, and shows their connections. Recent applications of this process in modelling and numerical simulation motivates this survey. This article ends with a brief account of related results, extensions and applications of the Skew Brownian motion
On rough differential equations
No full textInternational audienceWe prove that the Ito map, that is the map that gives the solution of a differential equation controlled by a rough path of finite p-variation with p in [2,3) is locally Lipschitz continuous in all its arguments and could be extended to vector fields that have only a linear growth
The non-linear sewing lemma II: Lipschitz continuous formulation
No full textInternational audienceWe give an unified framework to solve rough differential equations. Based on flows, our approach unifies the former ones developed by Davie, Friz-Victoir and Bailleul. The main idea is to build a flow from the iterated product of an almost flow which can be viewed as a good approximation of the solution at small time. In this second article, we give some tractable conditions under which the limit flow is Lipschitz continuous and its links with uniqueness of solutions of rough differential equations. We also give perturbation formulas on almost flows which link the former constructions
Use of therapeutic patient education tools for atopic dermatitis: A French national survey
No full textInternational audienceAbstract Background Allergic contact dermatitis to gloves is mostly induced by rubber accelerators. The European baseline series (EBS) appears insufficient to detect glove allergy. Since 2017, it is recommended to use the European rubber series (ERS) and to test the patients' own gloves. Objectives To investigate the clinical profile of glove‐wearing patients with hand eczema (HE) and to evaluate their sensitisation profile to glove allergens and the value of testing the patients' own gloves. Methods We conducted a French multicentre study of patients evaluated for HE between 2018 and 2020 and tested with the EBS, the ERS and their own gloves in patch tests and semi‐open (SO) tests. Results A total of 279 patients were included; 32.6% of patients had positive tests to their own gloves or to glove allergens. Almost 45% of the sensitisations to glove allergens were detected only by the ERS. Among the patients tested both in patch tests and SO tests with their own gloves with positive results, 28% had positive SO tests only. Polyvinylchloride (PVC) gloves were positive in four patients. Conclusion Our series confirms the need to test the ERS. All the patients' gloves must also be tested including PVC gloves. SO tests with gloves are useful as a complement to patch tests
CePt<sub>2</sub>Si<sub>2</sub>: a Kondo lattice compound with no magnetic ordering down to 0.06K
No full textA Recommendation System For Insurance Built With A Multivariate Hawkes Process Based On Customers' Life Events
No full textWe construct a recommendation system for insurance with a Multivariate Hawkes Process, in order to take into account the influence of life events (e.g. marriage, birth, change of job) on the insurance covering selection from customers. This Multivariate Hawkes Process includes several specific features aiming to compute relevant recommendations to customers from a Luxembourgish insurance company. Some of these features are intent to propose a personalized background intensity for each customer thanks to a Machine Learning model, to use triggering functions suited for insurance data or to overcome flaws in real-world data by adding a specific penalization term in the objective function. Our recommendation system has been backtested over a full year. Observations from model parameters and results from this back-test show that taking into account life events by a Multivariate Hawkes Process allows us to improve significantly the accuracy of recommendations
A Recommendation System For Insurance Built With A Multivariate Hawkes Process Based On Customers' Life Events
No full textWe construct a recommendation system for insurance with a Multivariate Hawkes Process, in order to take into account the influence of life events (e.g. marriage, birth, change of job) on the insurance covering selection from customers. This Multivariate Hawkes Process includes several specific features aiming to compute relevant recommendations to customers from a Luxembourgish insurance company. Some of these features are intent to propose a personalized background intensity for each customer thanks to a Machine Learning model, to use triggering functions suited for insurance data or to overcome flaws in real-world data by adding a specific penalization term in the objective function. Our recommendation system has been backtested over a full year. Observations from model parameters and results from this back-test show that taking into account life events by a Multivariate Hawkes Process allows us to improve significantly the accuracy of recommendations
Weak solutions to stochastic differential equations driven by fractional Brownian motion
No full textsummary:Existence of a weak solution to the -dimensional system of stochastic differential equations driven by a fractional Brownian motion with the Hurst parameter is shown for a time-dependent but state-independent diffusion and a drift that may by split into a regular part and a singular one which, however, satisfies the hypotheses of the Girsanov Theorem. In particular, a stochastic nonlinear oscillator driven by a fractional noise is considered
