F
Fabienne Castell
Researcher at Aix-Marseille University
Publications - 39
Citations - 681
Fabienne Castell is an academic researcher from Aix-Marseille University. The author has contributed to research in topics: Random walk & Random field. The author has an hindex of 15, co-authored 39 publications receiving 639 citations. Previous affiliations of Fabienne Castell include University of Provence & Centre national de la recherche scientifique.
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Journal ArticleDOI
Asymptotic expansion of stochastic flows
TL;DR: In this article, a universal and explicit formula in terms of Lie brackets and iterated stochastic Stratonovich integrals was obtained for deterministic ODEs in the case of general diffusions.
Journal Article
The ordinary differential equation approach to asymptotically efficient schemes for solution of stochastic differential equations
Fabienne Castell,Jessica Gaines +1 more
TL;DR: In this paper, a suite of approximations numeriques des solutions fortes d'une equation differentielle stochastique (EDS), utilisant un pas de temps fixe, and les increments de la trajectoire Brownienne, are presented.
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An efficient approximation method for stochastic differential equations by means of the exponential Lie series
Fabienne Castell,Jessica Gaines +1 more
TL;DR: In this article, the authors describe a method of approximation of strong solutions to Stratonovich differential equations that depends only on the Brownian motion defining the equation, and prove that the proposed method, which is based on the representation of diffusions as flows of an ordinary differential equation, is asymptotic efficient.
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Random walk in random scenery and self-intersection local times in dimensions d ≥ 5
Amine Asselah,Fabienne Castell +1 more
TL;DR: In this article, the authors considered a random walk in random scenery, and presented asymptotics for the probability, over both randomness, that Xn > nβ for β > 1/2 and α > 1.
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Large deviations for Brownian motion in a random scenery
Amine Asselah,Fabienne Castell +1 more
TL;DR: In this paper, the authors prove large deviations principles in large time, for the Brownian occupation time in random scenery, where the random field is constant on the elements of a partition of ℝd into unit cubes.