Persons: du Roy de Chaumaray, Marie

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du Roy de Chaumaray, Marie

Speciality:

01.01.05 (Probability theory and mathematical statistics)

	Publications in Math-Net.Ru	Citations
	2020
1.	M. du Roy de Chaumaray, “Sharp large deviations for the drift parameter of the explosive Cox–Ingersoll–Ross process”, Teor. Veroyatnost. i Primenen., 65:3 (2020), 583–601 ; Theory Probab. Appl., 65:3 (2020), 454–469
	2016
2.	M. du Roy de Chaumaray, “Large deviations for the squared radial Ornstein–Uhlenbeck process”, Teor. Veroyatnost. i Primenen., 61:3 (2016), 509–546 ; Theory Probab. Appl., 61:3 (2017), 408–441	7

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