University of Marne-la-Vallée

About: University of Marne-la-Vallée is a based out in . It is known for research contribution in the topics: Estimator & Context (language use). The organization has 831 authors who have published 1855 publications receiving 55316 citations.

Hyperplane Sections of Convex Bodies in Isotropic Position

Abstract: We prove sharp inequalities showing that the volume of the hyperplane sections of a convex body in isotropic position through its centroid, as well as those of maximal volume in a fixed direction, does not depend much of the hyperplane. This generalizes a result of K. Ball to non-symmetric convex bodies. For the sections through its centroid, the extremal bodies are the same as in the symmetric case (cylinders and double-cones). For the sections of maximal volume parallel to a fixed hyperplane, the extremal bodies are cylinders and cones. We deduce that the cross-section body and the intersection body of a convex body with respect to its centroid are close to its Binet ellipsoid; we generalize results of J. Bourgain on maximal functions to the case of non-symmetric convex bodies and we prove that some equivalences between different forms of the hyperplane conjecture still hold in the non-symmetric case.

Critical Price for an American Option near Maturity

Abstract: We give an alternate proof of a recent result of Barles, Burdeau, Romano and Samsoen on the behavior of the critical price for American put options near maturity.

On White Noises Driven by Hidden Markov Chains

Abstract: We consider a time series model where the variance of the underlying process depends on the state of a non-observed Markov chain. Maximum likelihood estimates are shown to be consistent. Estimators with asymptotic Gaussian distribution are proposed. Prediction and identification are also mentioned. This is illustrated by means of real and simulated data sets

Operators on Subspaces of Hereditarily Indecomposable Banach Spaces

Abstract: We show that if X is a complex hereditarily indecomposable space, then every operator from a subspace Y of X to X is of the form λ I + S , where I is the inclusion map and S is strictly singular.