Nicolas Savy

Sharp Large Deviations for the Fractional Ornstein–Uhlenbeck Process

Bernard Bercu, Laure Coutin, Nicolas Savy · Theory of Probability and Its Applications · 2011 · 54 citations · Full text

Ornstein–uhlenbeck Process, Large Deviations, Fractional Brownian Motion +14

Estimation of the instantaneous volatility

Alexánder Álvarez, Fabien Panloup, Monique Pontier et al. · Statistical Inference for Stochastic Processes · 2011 · 36 citations

Volatility Modeling, Engineering, Instantaneous Volatility +4

Models for patients' recruitment in clinical trials and sensitivity analysis

Guillaume Mijoule, Stéphanie Savy, Nicolas Savy · Statistics in Medicine · 2012 · 35 citations

Sharp large deviations for the non-stationary Ornstein–Uhlenbeck process

Bernard Bercu, Laure Coutin, Nicolas Savy · Stochastic Processes and their Applications · 2012 · 29 citations · Full text

Large Deviations, Multivariate Stochastic Volatility, Engineering +8

How to take into account exposure to drugs over time in pharmacoepidemiology studies of pregnant women?

Caroline Hurault‐Delarue, Cécile Chouquet, Nicolas Savy et al. · Pharmacoepidemiology and Drug Safety · 2016 · 25 citations